What is MSCI January effect?
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What is MSCI January effect?
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MSCI Seasonal Patterns
Monthly Returns
| Month | Avg Return | Win Rate |
|---|---|---|
| January | +1.68% | 4737% |
| February | -0.79% | 5263% |
| March | +3.51% | 6842% |
| April | +0.38% | 5556% |
| May | +1.50% | 6111% |
| June | +1.47% | 5556% |
| July | +5.33% | 6111% |
| August | +1.23% | 6667% |
| September | -2.35% | 5000% |
| October | +0.44% | 6111% |
| November | +4.05% | 6842% |
| December | +3.71% | 5789% |
Best month: July (+5.33%)
Worst month: September (-2.35%)
Earnings Seasonality
Beat Rate8/8 (100%)