Real Estate Investment Trusts sector monthly seasonality analysis

The 2013 edition of the Almanac looks at the historic monthly performance of the FTSE 350 sectors. Here we look at the Real Estate Investment Trusts sector.

The following chart plots the average out-performance of the FTSE 350 Real Estate Investment Trusts sector over the FTSE 100 Index by month since 2006. For example, since 2006 on average the sector has out-performed the FTSE 100 Index by 2.1 percentage points in July.

Observations:

  1. The strongest month has been July – the sector has under-performed the market only twice in July in the last 7 years.
  2. The weakest months have been September and November – the sector has out-performed the market only once in November in the last seven years.

The 12 stocks in the FTSE 350 Real Estate Investment Trusts sector [NMX8670] are-

Big Yellow Group [BYG] Hansteen Holdings [HSTN]
British Land Co [BLND] Land Securities Group [LAND]
Capital Shopping Centres Group [CSCG] Londonmetric Properity [LMP]
Derwent London [DLN] Segro [SGRO]
Great Portland Estates [GPOR] Shaftesbury [SHB]
Hammerson [HMSO] Workspace Group [WKP]
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British Land Co [BLND] – 62 years on the LSE

On this day in 1951 British Land Co listed on the LSE.

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1994. For example, on average British Land Co has out-performed the FTSE 100 by 1.6 percentage points in May.

Average monthly performance of British Land Co [BLND] relative to the FTSE 100 Index (1994-2012)

Observations:

  1. The strongest month for British Land Co shares relative to the market has been May (the shares have out-performed the market in this month in 12 of the last 19 years).
  2. The weakest month for British Land Co relative to the market has been October (the shares have only out-performed the market in this month in 6 of the past 19 years).

 

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