Apr

14

Here is comparison of first 10 trading day return of each month (SPY 2000-2011) with first 10 days of just months of April:

Two-sample T for FOM10 AP vs FOM10

                  N    Mean   StDev  SE Mean
FOM10 AP   11  0.0050  0.045    0.014  T=0.3
FOM10       124  0.0007  0.036    0.003

>>April "pre tax" period is higher than non-April months, but N.S.

Here is same comparison of last 10 days of each month with last 10 days of Aprils:

Two-sample T for EOM10 AP vs EOM10

                   N     Mean   StDev  SE Mean
EOM10 AP   11   0.0088  0.030   0.009 T=1.3
EOM10       124  -0.0041  0.028   0.002

>Last 10D for Aprils ("post-tax") are also higher than non-Aprils


Comments

Name

Email

Website

Speak your mind

Archives

Resources & Links

Search