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The UK Stock Market Almanac 2016: Seasonality analysis and studies of market anomalies to give you an edge in the year ahead by Stephen Eckett

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An average month

What does an average month for the FTSE 100 look like?

The summary pages for each month in the diary section carry charts that show the average cumulative behaviour of the market day-by-day. These charts are produced by calculating the daily mean return for each day in the trading year over a specific period (in this case from 1984). These charts then show the average behaviour of the market for the 12 calendar months for each day of the month. But we can also combine those 12 month charts into one, to show the average behaviour of the market on each day in any month.

The following chart plots the average daily returns for each day in the month for the FTSE 100 over the period 1984-2015. For example, since 1984 the market has ...

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