Shares that like/dislike July

Shares that like July

The following table lists the five FTSE 350 shares that have the best returns in July over the last ten years. For example, Elementis has an average return of 7.6% for the month of July. All stocks have risen in July for at least nine of the past ten years.

Company TIDM Avg(%)
Elementis 7.6
Brown (N) Group 6.9
Greene King 6.8
Shire 6.0
Land Securities Group 5.1

 Shares that dislike July

The following table lists the two FTSE 350 shares that have the worst returns in July over the last ten years. For example, IP Group has an average return of -4.1% for the month of July. Both stocks have fallen in at least seven of the past ten years in July.

Company TIDM Avg(%)
IP Group -4.1
SSE -2.0

An equally-weighted portfolio of the above strong July stocks would have out-performed every year an equally-weighted portfolio of the above weak July stocks by an average of 9.3 percentage points in July for the past ten years.

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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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Electricity 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 Electricity sector.

The following chart plots the average out-performance of the FTSE 350 Electricity sector over the FTSE 100 Index by month since 1999. For example, since 1999 on average the Electricity sector has out-performed the FTSE 100 Index by 2.9 percentage points in May.

Observations:

  1. The strongest months of the year relative to the market for the sector have been May and September, the sector has only under-performed the market in two years since 1999 in May.
  2. The sector has been relatively weak in October, the the sector has only out-performed the market in four years since 1999 in October.

The two stocks in the FTSE 350 Electricity sector [NMX7530] are-

Drax Group [DRX]
SSE [SSE]
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