Seasonality Screener
Filter by month, look-back, volatility, etc.
| Ticker – | Name – | Market Cap – | Avg Returns ▲ | Consistency – | Std Dev – | Rel. Vol – | Max DD – | Seasonality Score – |
|---|---|---|---|---|---|---|---|---|
| IVZ | Invesco Plc | 9,289,430,000 | -3.17% | 60% | 9.85% | 3.11 | -16.86% | -71.5 |
| MMC | Marsh & McLennan Companies Inc | 103,698,244,000 | -3.14% | 100% | 2.44% | 0.78 | -7.48% | -378.5 |
| YUM | Yum! Brands Inc | 42,188,247,000 | -3.14% | 80% | 3.50% | 1.12 | -6.65% | -218.6 |
| OMC | Omnicom Group Inc | 15,046,466,000 | -3.13% | 80% | 4.29% | 1.37 | -7.35% | -186.7 |
| STX | Seagate Technology PLC | 33,588,077,000 | -3.12% | 60% | 10.26% | 3.29 | -19.58% | -67.5 |
| VRTX | Vertex Pharmaceuticals Inc | 100,187,349,000 | -3.11% | 80% | 4.32% | 1.39 | -9.44% | -184.4 |
| OKE | ONEOK Inc | 46,287,069,000 | -3.08% | 80% | 8.56% | 2.78 | -16.32% | -108.1 |
| LH | Laboratory Corporation of America Holdings | 22,916,485,000 | -3.07% | 80% | 5.62% | 1.83 | -9.09% | -148.0 |
| SRE | Sempra Energy | 53,926,814,000 | -3.06% | 80% | 3.51% | 1.15 | -8.48% | -208.8 |
| DD | Dupont De Nemours Inc | 30,892,939,000 | -3.05% | 80% | 5.49% | 1.80 | -9.40% | -148.9 |
| BXP | Boston Properties Inc | 11,822,817,000 | -3.05% | 80% | 6.04% | 1.98 | -9.45% | -138.5 |
| STE | STERIS plc | 24,388,241,000 | -3.01% | 60% | 8.95% | 2.98 | -17.23% | -70.1 |
| LYB | LyondellBasell Industries NV | 17,311,095,000 | -3.01% | 80% | 5.78% | 1.92 | -9.30% | -140.0 |
| BKR | Baker Hughes Co | 42,343,502,000 | -3.00% | 60% | 8.72% | 2.90 | -17.02% | -71.4 |
| CME | CME Group Inc | 97,839,563,000 | -2.99% | 80% | 3.94% | 1.32 | -9.00% | -183.8 |
| TYL | Tyler Technologies Inc | 24,670,474,000 | -2.98% | 80% | 2.81% | 0.94 | -6.46% | -235.3 |
| EOG | EOG Resources Inc | 64,055,902,000 | -2.93% | 80% | 12.74% | 4.35 | -20.71% | -73.6 |
| WYNN | Wynn Resorts Limited | 11,731,725,000 | -2.93% | 60% | 15.88% | 5.42 | -17.89% | -43.6 |
| GE | GE Aerospace | 282,002,817,000 | -2.91% | 80% | 7.56% | 2.60 | -15.58% | -107.6 |
| COF | Capital One Financial Corporation | 137,253,134,000 | -2.90% | 60% | 5.96% | 2.06 | -12.89% | -89.2 |
| BAX | Baxter International Inc | 12,496,398,000 | -2.90% | 60% | 5.18% | 1.79 | -7.64% | -99.1 |
| JNJ | Johnson & Johnson | 428,202,852,000 | -2.88% | 80% | 2.56% | 0.89 | -6.72% | -237.4 |
| DVA | DaVita HealthCare Partners Inc | 9,772,620,000 | -2.88% | 80% | 6.72% | 2.33 | -11.10% | -115.6 |
| PG | Procter & Gamble Company | 371,031,409,000 | -2.87% | 60% | 3.61% | 1.26 | -8.47% | -127.4 |
| CVX | Chevron Corp | 306,252,644,000 | -2.86% | 60% | 7.61% | 2.67 | -14.22% | -72.3 |