Seasonality Screener

Filter by month, look-back, volatility, etc.

Period Switch between monthly and quarterly seasonality.

Month Choose the calendar month to analyse. Defaults to the upcoming month.

Look-back (years) How many years of history to include. Tickers without at least this many years are excluded.

Market Cap Filter by company size using current market capitalization.

Min Consistency (%) How often the selected month’s return had the same direction as the average return.

Volatility (σ of returns) Standard deviation of monthly returns for the chosen period across the look-back window.

Relative Volatility σ / |avg|. Lower is ‘steadier’ monthly seasonality.

Max Drawdown (%) Worst single-month return for this period across the look-back window.

Avg Return Filter by the sign of the average monthly return.

Recent Trend Bias Average of the last N complete months (excludes current month) to reflect recent momentum.

Moving Average Filter by where the latest close sits on the selected daily EMA.

Seasonality Score How well the stock follows monthly seasonality. Higher scores reflect stronger seasonality.

Ticker –	Name –	Market Cap –	Avg Returns ▲	Consistency –	Std Dev –	Rel. Vol –	Max DD –	Seasonality Score –
PLD	Prologis Inc	102,792,258,000	-6.88%	100%	6.41%	0.93	-17.87%	-726.6
UHS	Universal Health Services Inc	11,617,881,000	-6.88%	100%	3.24%	0.47	-11.17%	-1,210.0
O	Realty Income Corporation	53,953,196,000	-6.77%	80%	6.22%	0.92	-14.39%	-545.3
EW	Edwards Lifesciences Corp	46,339,805,000	-6.75%	100%	2.09%	0.31	-9.40%	-1,625.1
MHK	Mohawk Industries Inc	7,939,835,000	-6.75%	60%	9.60%	1.42	-17.37%	-273.8
LRCX	Lam Research Corp	126,979,654,000	-6.71%	100%	5.94%	0.89	-16.06%	-734.7
MMM	3M Company	82,206,114,000	-6.71%	80%	5.52%	0.82	-12.23%	-587.8
KLAC	KLA-Tencor Corporation	115,608,396,000	-6.66%	100%	3.50%	0.52	-12.06%	-1,081.5
BLK	BlackRock Inc	174,746,943,000	-6.65%	80%	7.51%	1.13	-16.82%	-458.8
C	Citigroup Inc	172,565,955,000	-6.63%	100%	7.01%	1.06	-15.66%	-636.2
WDC	Western Digital Corporation	26,317,502,000	-6.60%	60%	9.66%	1.46	-22.96%	-262.1
GOOG	Alphabet Inc Class C	2,442,778,640,000	-6.59%	80%	4.78%	0.72	-11.91%	-635.1
ROK	Rockwell Automation Inc	38,622,204,000	-6.57%	100%	3.25%	0.49	-9.65%	-1,114.4
QCOM	Qualcomm Incorporated	168,593,752,000	-6.49%	100%	5.55%	0.86	-14.58%	-729.2
AMT	American Tower Corp	96,764,068,000	-6.45%	80%	6.57%	1.02	-15.49%	-481.4
IRM	Iron Mountain Incorporated	27,042,062,000	-6.45%	80%	6.86%	1.06	-15.48%	-466.1
MKC	McCormick & Company Incorporated	18,529,153,000	-6.44%	80%	5.76%	0.89	-15.23%	-529.5
INCY	Incyte Corporation	16,688,287,000	-6.43%	80%	4.03%	0.63	-10.48%	-689.2
MO	Altria Group	111,813,476,000	-6.42%	100%	2.89%	0.45	-9.91%	-1,166.9
TROW	T. Rowe Price Group Inc	23,355,705,000	-6.42%	80%	5.72%	0.89	-11.69%	-529.5
UNP	Union Pacific Corporation	132,704,567,000	-6.39%	80%	5.31%	0.83	-13.22%	-555.5
CLX	The Clorox Company	14,776,150,000	-6.36%	80%	6.78%	1.07	-16.23%	-458.9
BEN	Franklin Resources Inc	12,886,419,000	-6.36%	80%	5.93%	0.93	-16.35%	-506.9
MCO	Moodys Corporation	91,333,198,000	-6.35%	100%	4.54%	0.72	-14.55%	-815.9
GOOGL	Alphabet Inc Class A	2,442,040,705,000	-6.31%	80%	4.75%	0.75	-11.61%	-590.2

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