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Seasonality Report For Maruti

Know when to sit in Maruti & when not.

Maruti is one of the top stocks in the Nifty 50, influencing not only the Nifty index but also the Nifty Auto Index. Have you ever tried to understand the impact of Maruti's movements? If so, you’ll know that changes in Maruti’s stock can drive the performance of the entire auto sector. We’re now introducing a comprehensive report that provides all the insights you need on Maruti's market movements.

Cost: 199 ₹
Format: Pdf
Total Page: 88
Language: English 

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Why Seasonality?
Because Seasonality is the only way, which can give you a complete probability one year ago before it happens. 

Can we use the seasonal chart in our Intraday or SwingTrading?
Yes, we can. Seasonal charts give short glumes in a second and after that we can add this "probability" to our trading strategy, to get a perfect result or you can say perfect return. 

 

Is this Seasonality strategy good for Investments?
200+ years study concludes: Seasonality is the best investment strategy for a multi-asset portfolio.​ However, every investment strategy has its ups and downs in the short term. Even the best strategy can occasionally underperform and the worst one can take the lead. If you dismiss the objectively best strategy because it has underperformed over the past year, your investment results are bound to suffer. That is why it is important to examine time series that are as long as possible – it is the best way to identify long-term market drivers. That is exactly what researchers Guido Baltussen and Laurens Swinkels from Erasmus University in Rotterdam together with Robeco analyst Pim van Vliet have recently done in a study (“Global Factor Premiums”, SSRN id 3325720). Some of the data they used to date back as far as 1799! Not only did the data cover long time periods, the researchers also looked at a plethora of different time series: they examined 68 markets drawn from four asset classes. These comprised equities, bonds, currencies, and commodities.
 

Six strategies put to the test - 

In markets, the authors of the study compare the following investment strategies:

BAB(betting against beta): low volatility investments are preferred.

Value: the strategy is based on the idea that fundamentally cheap securities will generate better long-term returns than expensive ones.       

Momentum: in the “cross-sectional momentum” strategy securities are purchased which have achieved the largest outperformance compared to the rest of the market over the past 3 to 12 months (the number of securities held is largely kept stable).

Carry: In this strategy securities that offer large yields independent of their price performance in the form of dividend or interest payments are preferred.

Trend: in contrast to the momentum strategy, the main criterion for comparison in this strategy is a security's past performance: securities are purchased if they have performed well in the past (the number of securities held fluctuates). 

Seasonality: purchases of securities are timed to coincide with particularly favorable seasonal trends.

As you can see, the researchers included the most popular investment strategies in their comprehensive study.

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