Sunday, May 3, 2020

A seasonal look at the performance of MSCI Singapore (SIMSCI) component stocks in May using R and SIT


We want to know how the component stocks of SIMSCI performed historically. We can easily find the answers in 5 minutes using R and SIT.

Refer also to my earlier post:
https://mystockmarketstories.blogspot.com/2020/04/sti-seasonality-with-r-want-to-know.html

First we run the R script below on the SIMSCI component stocks to see how many months each components stocks were positive during May for the past 8 years.

After running the R script, the following results were obtained:



C31 - Capitaland, C52 - ComfortDelgro, S63 - ST Eng and T39 - SPH performed worst among the component stocks.

With this insight, we can use the SIT Seasonality Tool to deep dive into Capitaland during May


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