Seasonality Screener
Filter by month, look-back, volatility, etc.
| Ticker – | Name – | Market Cap – | Avg Returns ▼ | Consistency – | Std Dev – | Rel. Vol – | Max DD – | Seasonality Score – |
|---|---|---|---|---|---|---|---|---|
| STLD | Steel Dynamics Inc | 18,874,624,000 | -3.98% | 60% | 7.29% | 1.83 | -12.96% | -133.7 |
| PYPL | PayPal Holdings Inc | 65,968,853,000 | -3.99% | 80% | 6.22% | 1.56 | -9.86% | -216.8 |
| CMS | CMS Energy Corporation | 21,860,436,000 | -3.99% | 60% | 6.18% | 1.55 | -13.20% | -151.7 |
| NI | NiSource Inc | 19,907,750,000 | -3.99% | 80% | 6.65% | 1.66 | -14.65% | -206.2 |
| ALLE | Allegion PLC | 14,581,886,000 | -4.00% | 80% | 4.92% | 1.23 | -8.05% | -259.6 |
| KO | The Coca-Cola Company | 301,816,349,000 | -4.01% | 80% | 3.54% | 0.88 | -8.54% | -333.6 |
| BK | The Bank of New York Mellon Corporation | 71,285,760,000 | -4.02% | 80% | 4.75% | 1.18 | -7.24% | -269.0 |
| CSX | CSX Corporation | 68,083,507,000 | -4.04% | 40% | 7.06% | 1.74 | -15.83% | -84.7 |
| DHI | DR Horton Inc | 50,117,624,000 | -4.04% | 60% | 6.73% | 1.67 | -12.18% | -145.5 |
| NWS | News Corp B | 17,726,527,000 | -4.04% | 80% | 5.36% | 1.33 | -10.07% | -247.5 |
| SPY | S&P 500 Index | 0 | -4.06% | 80% | 3.63% | 0.89 | -9.24% | -333.7 |
| CPT | Camden Property Trust | 11,570,043,000 | -4.08% | 100% | 4.12% | 1.01 | -11.18% | -405.5 |
| NKE | Nike Inc | 113,544,069,000 | -4.09% | 60% | 12.26% | 3.00 | -21.69% | -94.8 |
| DVN | Devon Energy Corporation | 21,316,585,000 | -4.11% | 80% | 13.41% | 3.27 | -12.94% | -127.9 |
| SLV | iShares Silver Trust | 0 | -4.12% | 60% | 9.49% | 2.30 | -17.50% | -116.4 |
| AVB | AvalonBay Communities Inc | 27,259,226,000 | -4.12% | 80% | 2.69% | 0.65 | -7.52% | -429.1 |
| ODFL | Old Dominion Freight Line Inc | 32,534,008,000 | -4.13% | 80% | 4.90% | 1.19 | -10.45% | -274.9 |
| CHD | Church & Dwight Company Inc | 22,913,862,000 | -4.14% | 80% | 5.87% | 1.42 | -14.67% | -241.2 |
| KKR | KKR & Co LP | 128,600,580,000 | -4.16% | 80% | 6.57% | 1.58 | -14.95% | -223.1 |
| HSIC | Henry Schein Inc | 8,283,817,000 | -4.17% | 60% | 5.92% | 1.42 | -11.53% | -169.3 |
| HAS | Hasbro Inc | 11,225,651,000 | -4.19% | 60% | 8.16% | 1.95 | -14.46% | -134.3 |
| SBAC | SBA Communications Corp | 23,651,297,000 | -4.20% | 60% | 7.78% | 1.85 | -12.48% | -139.6 |
| AEP | American Electric Power Co Inc | 60,250,010,000 | -4.23% | 60% | 6.66% | 1.58 | -13.72% | -158.9 |
| TXT | Textron Inc | 14,199,374,000 | -4.23% | 80% | 3.10% | 0.73 | -8.42% | -404.4 |
| ITW | Illinois Tool Works Inc | 76,938,510,000 | -4.24% | 80% | 5.08% | 1.20 | -10.76% | -280.5 |