Seasonality Analysis
Microsoft Corporation (MSFT) 10-Year Seasonality
Between 2016-07-09 and 2026-07-09, Wed had the strongest weekday average return for Microsoft Corporation (0.18%), while Thu was the weakest (0.04%). On the annual profile, May ranked best (4.50%) and Sep ranked worst (-2.00%).
Stock2016-07-09 → 2026-07-09Updated 2026-07-09
Prompt used in FactorBench
Show the 10-year seasonality of Microsoft Corporation (MSFT). Include monthly averages and day-of-week averages.Annual Seasonality (Average Monthly Return)
| Bucket | Average Return | Relative Strength | Samples |
|---|---|---|---|
| Jan | 1.92% | 10 | |
| Feb | -0.90% | 10 | |
| Mar | 1.37% | 10 | |
| Apr | 4.23% | 10 | |
| May | 4.50% | 10 | |
| Jun | 2.31% | 10 | |
| Jul | 3.72% | 11 | |
| Aug | 1.58% | 10 | |
| Sep | -2.00% | 10 | |
| Oct | 2.73% | 10 | |
| Nov | 4.12% | 10 | |
| Dec | -0.28% | 10 |
StrongestMay (4.50%)
WeakestSep (-2.00%)
Weekday Seasonality (Average Daily Return)
| Bucket | Average Return | Relative Strength | Samples |
|---|---|---|---|
| Mon | 0.09% | 470 | |
| Tue | 0.05% | 518 | |
| Wed | 0.18% | 515 | |
| Thu | 0.04% | 506 | |
| Fri | 0.14% | 504 |
StrongestWed (0.18%)
WeakestThu (0.04%)