Seasonality Dashboard — September
Ranked by average returns for the upcoming month.
| # | Ticker | Name | Avg % | Consistency % | Std Dev % | Rel. Vol | Max DD % | Seasonality Score |
|---|---|---|---|---|---|---|---|---|
| 301 | STLD | Steel Dynamics Inc | -3.98% | 60% | 7.29% | 1.83 | -12.96% | -133.7 |
| 302 | PYPL | PayPal Holdings Inc | -3.99% | 80% | 6.22% | 1.56 | -9.86% | -216.8 |
| 303 | CMS | CMS Energy Corporation | -3.99% | 60% | 6.18% | 1.55 | -13.20% | -151.7 |
| 304 | NI | NiSource Inc | -3.99% | 80% | 6.65% | 1.66 | -14.65% | -206.2 |
| 305 | ALLE | Allegion PLC | -4.00% | 80% | 4.92% | 1.23 | -8.05% | -259.6 |
| 306 | KO | The Coca-Cola Company | -4.01% | 80% | 3.54% | 0.88 | -8.54% | -333.6 |
| 307 | BK | The Bank of New York Mellon Corporation | -4.02% | 80% | 4.75% | 1.18 | -7.24% | -269.0 |
| 308 | CSX | CSX Corporation | -4.04% | 40% | 7.06% | 1.74 | -15.83% | -84.7 |
| 309 | DHI | DR Horton Inc | -4.04% | 60% | 6.73% | 1.67 | -12.18% | -145.5 |
| 310 | NWS | News Corp B | -4.04% | 80% | 5.36% | 1.33 | -10.07% | -247.5 |
| 311 | SPY | S&P 500 Index | -4.06% | 80% | 3.63% | 0.89 | -9.24% | -333.7 |
| 312 | CPT | Camden Property Trust | -4.08% | 100% | 4.12% | 1.01 | -11.18% | -405.5 |
| 313 | NKE | Nike Inc | -4.09% | 60% | 12.26% | 3.00 | -21.69% | -94.8 |
| 314 | DVN | Devon Energy Corporation | -4.11% | 80% | 13.41% | 3.27 | -12.94% | -127.9 |
| 315 | SLV | iShares Silver Trust | -4.12% | 60% | 9.49% | 2.30 | -17.50% | -116.4 |
| 316 | AVB | AvalonBay Communities Inc | -4.12% | 80% | 2.69% | 0.65 | -7.52% | -429.1 |
| 317 | ODFL | Old Dominion Freight Line Inc | -4.13% | 80% | 4.90% | 1.19 | -10.45% | -274.9 |
| 318 | CHD | Church & Dwight Company Inc | -4.14% | 80% | 5.87% | 1.42 | -14.67% | -241.2 |
| 319 | KKR | KKR & Co LP | -4.16% | 80% | 6.57% | 1.58 | -14.95% | -223.1 |
| 320 | HSIC | Henry Schein Inc | -4.17% | 60% | 5.92% | 1.42 | -11.53% | -169.3 |
| 321 | HAS | Hasbro Inc | -4.19% | 60% | 8.16% | 1.95 | -14.46% | -134.3 |
| 322 | SBAC | SBA Communications Corp | -4.20% | 60% | 7.78% | 1.85 | -12.48% | -139.6 |
| 323 | AEP | American Electric Power Co Inc | -4.23% | 60% | 6.66% | 1.58 | -13.72% | -158.9 |
| 324 | TXT | Textron Inc | -4.23% | 80% | 3.10% | 0.73 | -8.42% | -404.4 |
| 325 | ITW | Illinois Tool Works Inc | -4.24% | 80% | 5.08% | 1.20 | -10.76% | -280.5 |