I've attached the Q3 seasonality spreadsheet.
The spreadsheet provides seasonal return history for our large, mid, and small cap universes, as well as our ADR and ETF universe.
The database is broken out by tabs (large, mid, small, etc) and includes a 'universe' tab that includes 10 year seasonal returns across the baskets.
The database also includes a search tab that allows you to quickly find 10 year seasonality on 1600 securities and compare it to various benchmark ETFs or other stocks.
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