ABC arbitrage S.A. - ABCA.PA - Seasonality

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ABC arbitrage S.A. - ABCA.PA - Seasonality

Seasonality Charts

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Correlation

Election

81.08%

2000

80.37%

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Probability %	60%	50%	60%	60%	50%	50%	60%	56%	56%	67%	78%	78%
Average return %	+0.30%	-0.91%	-0.55%	+1.43%	+1.10%	-0.84%	-0.09%	+0.20%	-1.20%	-1.54%	+1.88%	-2.31%
2026	+1.30%	+4.94%	-8.36%	+1.90%	-1.49%	-1.89%	-0.19%	-2.13%	+4.35%	--	--	--
2025	+6.47%	+1.76%	+9.83%	+5.61%	+1.66%	+3.59%	-1.58%	-4.81%	-1.52%	-8.38%	+4.66%	-3.74%
2024	-7.90%	-18.74%	+6.39%	+3.66%	+6.55%	-8.98%	+4.94%	+7.67%	+5.29%	+7.21%	-1.02%	-1.44%
2023	+0.47%	-1.23%	-5.16%	-0.16%	+1.82%	-3.57%	-0.17%	+2.69%	-4.92%	-16.55%	+4.75%	-5.13%
2022	-0.56%	-0.99%	+5.69%	-1.75%	-0.96%	-2.90%	-0.28%	+0.43%	-8.96%	+2.19%	+2.29%	-3.59%
2021	+1.93%	+0.54%	-2.55%	-1.38%	+0.56%	-1.25%	+0.85%	+1.12%	-3.31%	+1.71%	+1.83%	-1.52%
2020	-0.90%	-1.81%	-4.91%	+0.65%	+8.97%	+0.59%	+1.61%	-1.87%	+8.06%	-3.66%	+1.97%	+0.28%
2019	+1.48%	+0.65%	-1.45%	+7.68%	-4.10%	+1.11%	-1.41%	+0.16%	+5.39%	+0.75%	-0.45%	+0.45%
2018	+6.05%	+7.36%	-6.01%	+2.08%	-0.73%	+4.41%	+0.42%	0.00%	-12.61%	+2.24%	+0.16%	-4.85%
2017	-5.29%	-1.62%	+1.04%	-3.99%	-1.23%	+0.47%	-5.12%	-1.31%	+1.82%	+0.65%	+2.75%	-1.26%

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