Understanding Volatility Using Seasonax: Exxon’s Stop & Drop Seasonal

The strong seasonal trend in oil prices is well known amongst seasonal traders and, at first glance, it is quite interesting to see the contrasting seasonals of XOM which is one of the world’s largest international oil and gas companies.

The strong seasonal trend in oil prices is well known amongst seasonal traders and, at first glance, it is quite interesting to see the contrasting seasonals of ExxonMobil (XOM) which is one of the world’s largest publicly traded international oil and gas companies. Initially it seems that it has a ‘stop & drop’ seasonal pattern. With Exxon’s earnings released on Friday it is particularly worth noting.

Over the last 15 years Exxon has seen it’s share prices move higher by an average of 1.29% from February 01 through to February 16. There is then a seasonal drop in the share price, but that was largely skewed by the Covid-19 induced slump in oil stock. Once you remove that from the data we can see that Exxon’s share prices are more stable than you may have first thought.

Seasonax is not only a great tool for exposing seasonal patterns, it can also help make sense of historical volatility in the simple way that unusual years can be excluded from the data to give a more accurate reflection of typical stock moves.

Video Length: 00:02:16

 


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