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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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Trading around Christmas & New Year – FTSE 100

This page updates the analysis of the historical behaviour of the FTSE 100 since 1984 for the nine days around Christmas and New Year. The days studied were:

  • Days 1-3: the three trading days leading up to Christmas
  • Days 4-6: the three trading days between Christmas and New Year
  • Days 7-9: the first three trading days of the year

The following table shows the results of the analysis, where:

  1. Positive(%): the percentage of all days that the market has risen on this day
  2. Average daily return(%): the average return of the market for this day
  3. Standard Deviation: the standard deviation of the average returns for this day

1

2

3

4

5

6

7

8

9

Positive (%)

59

69 ...

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