FTSE 100 Index monthly seasonality

The following table shows the month returns for the FTSE 100 Index for every month since 1980. For example, in January 1985 the FTSE 100 Index rose 3.9%. Negative month returns have been highlighted with a blue cell background.

FTSE 100 Index month returns [1980-2014]A quick glance at the distribution of blue cells in the above chart suggests that the FTSE 100 Index has been strong in December and weak in June.

These observations are supported by the chart below which shows the average month returns for each month over the same period.

FTSE 100 Index average month returns [1980-2014]From this chart we can see the FTSE 100 Index has historically been strong in April and December; and weak in June and September.

See also

Previous article on FTSE 100 monthly seasonality.

Similar analysis for the FTSE 250 Index.

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