SSE [SSE] – 23 years on the LSE

On this day in 1991 SSE listed on the LSE.

Monthly seasonality of SSE

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1991. For example, on average SSE has out-performed the FTSE 100 by 2.2 percentage points in June.
Average monthly performance of SSE [SSE] relative to the FTSE 100 Index (1991-2013)

Observations:

  1. The strongest month for SSE shares relative to the market has been June (the shares have out-performed the market in this month in 14 of the last 22 years).
  2. The weakest month for SSE relative to the market has been October (the shares have only out-performed the market in this month in 6 of the past 22 years).

SSE is in the FTSE 350 Electricity [NMX7530] sector.

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Great Portland Estates [GPOR] – 55 years on the LSE

On this day in 1959 Great Portland Estates listed on the LSE.

Monthly seasonality of Great Portland Estates

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average Great Portland Estates has out-performed the FTSE 100 by 1.9 percentage points in May.
Average monthly performance of Great Portland Estates [GPOR] relative to the FTSE 100 Index (1988-2013)

Observations:

  1. The strongest month for Great Portland Estates shares relative to the market has been May (the shares have out-performed the market in this month in 16 of the last 25 years).
  2. The weakest month for Great Portland Estates relative to the market has been June (the shares have only out-performed the market in this month in 3 of the past 26 years).

Great Portland Estates is in the FTSE 350 Real Estate Investment Trusts [NMX8670] sector.

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Bellway [BWY] – 35 years on the LSE

On this day in 1979 Bellway listed on the LSE.

Monthly seasonality of Bellway

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average Bellway has out-performed the FTSE 100 by 5.2 percentage points in February.
Average monthly performance of Bellway [BWY] relative to the FTSE 100 Index (1988-2013)

Observations:

  1. The strongest month for Bellway shares relative to the market has been February (the shares have out-performed the market in this month in 20 of the last 24 years).
  2. The weakest month for Bellway relative to the market has been June (the shares have only out-performed the market in this month in 8 of the past 26 years).

Bellway is in the FTSE 350 Household Goods & Home Construction [NMX3720] sector.

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BT Group [BT.A] – 29 years on the LSE

On this day in 1984 BT Group listed on the LSE.

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average BT Group has out-performed the FTSE 100 by 2.1 percentage points in June.

Average monthly performance of BT Group [BT.A] relative to the FTSE 100 Index (1988-2013)

Observations:

  1. The strongest month for BT Group shares relative to the market has been June (the shares have out-performed the market in this month in 16 of the last 26 years).
  2. The weakest month for BT Group relative to the market has been August (the shares have only out-performed the market in this month in 10 of the past 26 years).

BT Group is in the FTSE 350 Fixed Line Telecommunications [NMX6530] sector.

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Travis Perkins [TPK] – 27 years on the LSE

On this day in 1986 Travis Perkins listed on the LSE.

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average Travis Perkins has out-performed the FTSE 100 by 4.5 percentage points in March.

Average monthly performance of Travis Perkins [TPK] relative to the FTSE 100 Index (1988-2013)

Observations

  1. The strongest month for Travis Perkins shares relative to the market has been March (the shares have out-performed the market in this month in 19 of the last 25 years).
  2. The weakest month for Travis Perkins relative to the market has been June (the shares have only out-performed the market in this month in 12 of the past 25 years).

Travis Perkins is in the FTSE 350 Support Services [NMX2790] sector.

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Pearson [PSON] – 44 years on the LSE

On this day in 1969 Pearson listed on the LSE.

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average Pearson has out-performed the FTSE 100 by 1.9 percentage points in March.

Average monthly performance of Pearson [PSON] relative to the FTSE 100 Index (1988-2013)

Observations

  1. The strongest month for Pearson shares relative to the market has been March (the shares have out-performed the market in this month in 16 of the last 25 years).
  2. The weakest month for Pearson relative to the market has been June (the shares have only out-performed the market in this month in 8 of the past 25 years).

Pearson is in the FTSE 350 Media [NMX5550] sector.

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Smith & Nephew [SN.] – 62 years on the LSE

On this day in 1951 Smith & Nephew listed on the LSE.

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average Smith & Nephew has out-performed the FTSE 100 by 2.4 percentage points in June.

Average monthly performance of Smith & Nephew [SN.] relative to the FTSE 100 Index (1988-2013)

Observations

  1. The strongest month for Smith & Nephew shares relative to the market has been June (the shares have out-performed the market in this month in 16 of the last 25 years).
  2. The weakest month for Smith & Nephew relative to the market has been August (the shares have only out-performed the market in this month in 9 of the past 25 years).

Smith & Nephew is in the FTSE 350 Health Care Equipment & Services [NMX4530] sector.

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Land Securities Group [LAND] – 58 years on the LSE

On this day in 1955 Land Securities Group listed on the LSE.

The following chart plots the average monthly out-performance of the shares over the FTSE 100 Index since 1988. For example, on average Land Securities Group has out-performed the FTSE 100 by 1.4 percentage points in July.

Average monthly performance of Land Securities Group [LAND] relative to the FTSE 100 Index (1988-2013)

Observations:

  1. The strongest month for Land Securities Group shares relative to the market has been July (the shares have out-performed the market in this month in 17 of the last 25 years).
  2. The weakest month for Land Securities Group relative to the market has been June (the shares have only out-performed the market in this month in 6 of the past 25 years).

Land Securities Group is in the FTSE 350 Real Estate Investment Trusts [NMX8670] sector.

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Last trading day of June

Tomorrow will be the last trading day (LTD) of June.

As explained in the 2013 edition of the Almanac the LTDs of months used to be stronger than average, but in recent years they have been weak. This is quite different from the first trading days of months which strongly out-perform the average for all days, and where the effect has strengthened in recent years.

Since 1984 the market has on average risen 0.20% on the LTD of June, which makes it 2nd in the ranking of month LTDs.

Since 2000, however, the June LTD has been even stronger with an average return of 0.53% on the day – making it the strongest month LTD of the year.

The following chart shows the FTSE 100 Index returns for every June LTD since 1984.

FTSE 100 Index, last trading day of June

 

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First trading day of June

Next Monday will be the first trading day (FTD) of June.

As explained in the 2013 edition of the Almanac, the market has a tendency to be strong on the FTD of a month. And this effect has been even more pronounced in recent years.

The June FTD has been the 6th strongest FTD of the 12 months: since 1984 the FTSE 100 Index has increased on average 0.24% on this day.

From 2000 the average return on the day has been marginally weaker at 0.21%.

The following chart shows the returns for every June FTD since 1984.

Returns for the FTSE 100 on the first trading day of June for the years 1984-2013

 

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