◆ Which industries are likely to rise in December?
December is the month when the financial results of US investment trusts and hedge funds end in November, and the stocks are back in stock after buying back.
On the other hand, there is a tendency for selling pressure to increase because it is easy for individuals to sell tax saving measures, but after that, when selling of tax saving measures goes through and the selling pressure weakens, it is easy to buy, and the stock price is toward the end of the year It is said that it will start to rise greatly.
This December market trend is widely known to investors as the market anomaly “Tobi no Ishin”.
This time, we examined statistically from past stock price data what kind of industry is likely to rise in the December stock market.
◇ Verification conditions
Target of verification: Nikkei average adoption brands [225 brands]Verification period: March 1, 1990 to October 31, 2019
Investment amount per issue: 200,000 yen
・ Buy at the end of November
・ Sell with the next business day after 25 business days
At the end of November, we will purchase all stocks in a certain industry and verify that they are sold after 25 days. If the win rate is 50% or more and the profit / loss is positive, December is a month when stock prices are likely to rise.
The results of verification using past data with the above rules are as follows.
◆ Top 3 industry rankings in December
◇ 1st place: Mining [1 brand]
Win rate: 76.92%
Wins: 10 times
Losing number: 3 times
Number of draws: 0
Total profit [loss]: 46.10%
Average profit / loss [rate]: 3.55%
Total profit [rate]: 72.44%
Average profit [rate]: 7.24%
Total loss [rate]: -26.34%
Average loss [rate]: -8.78%
Profit factor [total profit ÷ total loss]: 2.750
Average retention days: 27.46 days
◇ 2nd place: Land Transportation [2 brands]
Win rate: 70.18%
Number of wins: 40
Loses: 17 times
Number of draws: 1
Total profit [loss]: 106.37%
Average profit / loss [rate]: 1.83%
Total profit [rate]: 223.18%
Average profit [rate]: 5.58%
Total loss [rate]: -116.81%
Average loss [rate]: -6.87%
Profit factor [total profit ÷ total loss]: 1.911
Average retention days: 27.41 days
◇ 3rd place: Insurance business [6 issues]
Win rate: 65.28%
Number of wins: 47
Loses: 25 times
Number of draws: 1
Total profit [loss]: 173.73%
Average profit / loss [rate]: 2.38%
Total profit [rate]: 354.82%
Average profit [rate]: 7.55%
Total loss [rate]: -181.09%
Average loss [rate]: -7.24%
Profit factor [total profit ÷ total loss]: 1.959
Average retention days: 27.49 days
The above is the verification results of the three industries that performed well in December. Looking at the verification results, the winning percentage exceeds 50% and the average profit / loss per trade is also positive. Therefore, it can be said that these three industries tend to rise in December.
The three industries introduced in this verification tended to rise easily in December. So, what stocks were the strongest in these industries? Lastly, here are some of the brands that performed particularly well in December.
◆ Deadline performance ranking in December
The table shows the ranking of stocks with the highest winning percentage in the previous verification. In December, “SOMPO Holdings <8630>”, “International Petroleum Development Teishi <1605>”, “Yamato Holdings <9064>” and others are performing well.
Since December is also a bonus month, the investment funds of individual investors are expected to increase. The increase in the amount of funds for individual investors is one of the reasons why the above-mentioned brands are performing well. In December, why not pay attention to the brands of the three industries [mining, land transportation, insurance] introduced above?
Text = Takeshi Nishimura [Money Guide]