E.B. Capital Markets' Q1 Seasonality Spreadsheet

By Todd Campbell
Wednesday, January 1, 2014 6:55 PM EDT

Click Here for access to our Q1 2014 seasonality excel database:  

68 companies (see below) entered October having robust seasonality for Q4 (posting positive returns in 9 or 10 of the past 10 Q4's).  61 gained ground in the quarter.  Of the 68, the average return was 11.55% (as of mid-day December 31st).

I've also broke out the best seasonality plays across all market caps at the end of this email.

Best wishes for a happy, safe, and productive 2014.

-Todd
Todd Campbell
E.B. Capital Markets, LLC
 
Here are the 68 from Q4 and how they performed (scroll to the bottom for the Q1 picks):
 

Q4 2013 9/30/2013 12/31/2013  
X 20.55 29.36 42.87%
AAP 82.63 110.9 34.21%
HZO 12.2 16.05 31.56%
UHAL 184.13 236.55 28.47%
CLF 20.39 26.11 28.05%
GPN 51.06 64.8 26.91%
TCBK 22.69 28.48 25.52%
RCL 38.06 47.2 24.01%
KFY 21.4 26.27 22.76%
HP 68.5 83.91 22.50%
CVCO 56.95 68.93 21.04%
WLT 14.02 16.75 19.47%
MTW 19.48 23.27 19.46%
AYI 91.9 109.53 19.18%
BEAV 73.82 86.58 17.29%
ALK 62.46 73.16 17.13%
BLK 269.14 315.15 17.10%
BMI 46.34 54.23 17.03%
NTCT 25.53 29.62 16.02%
CLC 55.36 64.22 16.00%
PRE 90.97 105.18 15.62%
APH 77.2 89.22 15.57%
HTHIY.PK 66.35 76.44 15.21%
JOY 50.88 58.5 14.98%
BLL 44.76 51.44 14.92%
PCLN 1010.95 1154.32 14.18%
CHH 43 49.03 14.02%
LII 74.81 85.29 14.01%
FFIN 58.61 66.26 13.05%
KSU 109.17 123.1 12.76%
PII 128.78 145.13 12.70%
DE 80.93 91.16 12.64%
MON 103.94 116.14 11.74%
HCSG 25.6 28.48 11.25%
DHR 69.3 76.93 11.01%
EV 38.63 42.73 10.61%
WLP 83.27 91.98 10.46%
NUE 48.68 53.38 9.65%
WM 40.91 44.77 9.44%
FCN 37.8 41.22 9.05%
EMR 64.28 69.97 8.85%
ACI 4.08 4.43 8.58%
NKE 72.41 78.5 8.41%
UNP 154.59 167.52 8.36%
AFL 61.65 66.63 8.08%
TRV 84.29 90.46 7.32%
FHN 10.94 11.68 6.76%
MD 50.2 53.26 6.10%
JBHT 72.78 77.1 5.94%
PBCT 14.22 15.06 5.91%
CMP 75.69 80 5.69%
HMSY 21.49 22.67 5.49%
TRP 43.53 45.81 5.24%
UNH 71.34 75 5.13%
APD 106.57 111.49 4.62%
COST 114.88 118.85 3.46%
AIR 27.26 27.92 2.42%
MCD 95.42 96.77 1.41%
NDSN 73.45 74.35 1.23%
MTD 240.09 242.59 1.04%
SHW 181.69 183.04 0.74%
CHRW 59.22 58.24 -1.65%
BMRN 72.17 70.11 -2.85%
MWV 38.1 36.64 -3.83%
ASML 98.76 93.68 -5.14%
VTR 60.71 57.35 -5.53%
BBD 13.68 12.53 -8.41%
LPHI 2.14 1.77 -17.29%
SPY 167.1 184.07 10.16%

 
How to use the Q1 Seasonality Database:
 
Helpful tips:

  • The data is broken out in tabs along the bottom (e.g. ETFs, Universe, etc).  Simply click on each tab to display the data.
  • The far left tab is our "Search" tab.  Enter stock symbols to compare against each other, or compare against benchmark ETFs.
  • Within other tabs, pressing the control key and F key at the same time activates excel's search feature.
  • Use the "Data" ribbon in excel (along the top row of functions) to sort by sector, industry, etc.
  • The "filter" feature in data also provides you with sort options.

 
Here are the BEST seasonal plays for Q1 2014:
 

      SPY 7 1.99% -2.03% 4.69% 0.66% -9.29% -11.25% 5.43% 5.90% 12.69% 10.51% 1.93% 3.34% 7.76% 1.00
Symbol SECTOR INDUSTRY % Profit- Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1 Q1
        (of 10) 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 Average Median Std Dev Correl
BKE SERVICES APPAREL STORES 100% 10 31.27% 18.81% 27.69% 5.69% 36.51% 47.63% 26.32% 7.53% 17.76% 4.52% 22.37% 22.56% 14.19% -0.70
BWLD SERVICES RESTAURANTS 100% 10 10.59% 8.67% 25.24% 19.74% 5.51% 42.61% 19.47% 24.13% 34.34% 20.20% 21.05% 19.97% 11.44% 0.12
DRI SERVICES RESTAURANTS 100% 10 17.80% 10.59% 5.54% 2.55% 18.34% 22.41% 27.92% 6.52% 13.30% 15.91% 14.09% 14.61% 7.97% -0.23
PCLN TECHNOLOGY INTERNET SERVICE PROVIDERS 100% 10 50.61% 6.82% 11.29% 22.13% 5.22% 6.97% 16.75% 26.75% 53.41% 10.92% 21.09% 14.02% 17.71% 0.54
PRXL SERVICES RESEARCH SERVICES 100% 10 10.09% 15.76% 30.50% 24.24% 8.07% 0.21% 65.32% 17.29% 30.04% 33.63% 23.51% 20.76% 18.27% 0.63
RGC SERVICES MOVIE PRODUCTION, THEATERS 100% 10 8.08% 2.95% 0.50% 4.14% 8.38% 33.80% 23.16% 16.65% 15.68% 21.09% 13.44% 12.03% 10.55% -0.08
ROST SERVICES APPAREL STORES 100% 10 15.86% 1.13% 1.20% 17.67% 17.54% 21.13% 25.64% 12.79% 22.57% 12.40% 14.79% 16.70% 8.28% -0.01
RS INDUSTRIAL GOODS METAL FABRICATION 100% 10 6.05% 2.87% 53.86% 23.13% 10.64% 32.61% 14.15% 13.33% 16.32% 15.12% 18.81% 14.63% 14.88% -0.03
SHLD SERVICES DEPARTMENT STORES 100% 10 73.19% 34.58% 14.11% 7.28% 0.04% 17.60% 29.93% 12.07% 108.46% 20.82% 31.81% 19.21% 33.73% 0.49
VFC CONSUMER GOODS TEXTILES 100% 10 8.62% 7.27% 3.38% 1.36% 13.73% 5.56% 10.29% 15.09% 15.52% 11.70% 9.25% 9.46% 4.89% 0.34
ACIW TECHNOLOGY TECHINICAL & SYSTEM SOFTWARE 90% 9 3.91% 16.62% 8.41% -0.55% 4.62% 17.92% 20.17% 22.07% 40.61% 11.83% 14.56% 14.23% 11.87% 0.44
AME INDUSTRIAL GOODS INDUSTRIAL ELECTRICAL EQUIPMENT 90% 9 6.54% 12.95% 5.81% 8.68% -6.11% 3.68% 8.53% 11.91% 15.39% 15.59% 8.30% 8.60% 6.47% 0.78
ARO SERVICES APPAREL STORES 90% 9 32.27% 11.31% 14.63% 30.32% 2.26% 65.05% 27.00% -1.30% 41.77% 4.53% 22.79% 20.82% 20.67% -0.24
ARW SERVICES ELECTRONICS WHOLESALE 90% 9 10.03% 4.32% 0.75% 19.65% -14.33% 1.17% 1.76% 22.28% 12.19% 6.67% 6.45% 5.50% 10.49% 0.53
ASTE INDUSTRIAL GOODS FARM & CONSTRUCTION MACHINERY 90% 9 30.96% 28.06% 9.94% 14.68% 4.21% -16.28% 7.51% 15.07% 13.28% 4.70% 11.21% 11.61% 13.20% 0.36
AXE SERVICES ELECTRONICS WHOLESALE 90% 9 15.11% 0.44% 22.12% 21.45% 2.85% 5.17% -0.53% 17.02% 21.61% 9.28% 11.45% 12.20% 9.09% 0.49
BIG SERVICES DISCOUNT, VARIETY STORES 90% 9 2.04% -0.91% 16.24% 36.47% 39.46% 43.41% 25.67% 42.58% 13.93% 23.93% 24.28% 24.80% 16.27% -0.35
BLL CONSUMER GOODS PACKAGING & CONTAINERS 90% 9 14.05% -5.45% 10.60% 5.39% 2.28% 4.60% 3.43% 5.47% 20.36% 6.63% 6.74% 5.43% 7.00% 0.55
BONT SERVICES DEPARTMENT STORES 90% 9 39.22% 15.01% 69.17% 62.29% -42.41% 74.47% 36.04% 22.47% 178.33% 6.95% 46.15% 37.63% 57.85% 0.43
BPO FINANCIALS PROPERTY MANAGEMENT 90% 9 8.97% 3.33% 16.76% 2.90% 1.05% -23.67% 28.05% 1.92% 12.42% 1.85% 5.36% 3.12% 13.35% 0.63
BRKR TECHNOLOGY SCIENTIFIC & TECHNICAL INSTRUMENTS 90% 9 10.11% -12.66% 11.11% 40.08% 15.71% 52.48% 21.48% 25.60% 23.27% 25.33% 21.25% 22.37% 17.56% -0.16
CHD CONSUMER GOODS CLEANING PRODUCTS 90% 9 9.55% 5.68% 11.95% 18.28% 0.48% -6.79% 10.99% 15.46% 8.04% 21.21% 9.49% 10.27% 8.31% 0.76
CI HEALTHCARE HEALTH CARE PLANS 90% 9 3.24% 9.47% 16.97% 8.46% -24.42% 4.72% 3.84% 20.89% 17.39% 16.75% 7.73% 8.97% 12.97% 0.70
CL CONSUMER GOODS PERSONAL PRODUCTS 90% 9 10.59% 2.45% 4.68% 2.88% 0.41% -13.40% 4.36% 1.17% 6.52% 13.55% 3.32% 3.62% 7.18% 0.75
CLB BASIC MATERIALS OIL & GAS EQUIPMENT & SERVICES 90% 9 27.01% 9.93% 27.28% 3.49% -4.33% 22.41% 10.83% 15.05% 15.74% 26.53% 15.39% 15.40% 10.70% 0.38
CMP BASIC MATERIALS SYNTHETICS 90% 9 16.10% 6.20% 3.08% 6.82% 44.68% -3.27% 20.04% 5.29% 4.90% 6.40% 11.02% 6.30% 13.50% -0.30
COHR TECHNOLOGY SCIENTIFIC & TECHNICAL INSTRUMENTS 90% 9 10.47% 10.91% 18.31% 0.55% 11.24% -19.61% 7.49% 28.71% 11.59% 12.07% 9.17% 11.07% 12.45% 0.58
COO HEALTHCARE MEDICAL INSTRUMENTS & SUPPLIES 90% 9 14.58% 3.28% 5.31% 9.25% -9.38% 61.51% 2.05% 23.34% 15.92% 16.68% 14.25% 11.91% 19.02% -0.23
DKS SERVICES SPORTING GOODS 90% 9 19.53% 4.51% 19.37% 18.93% -3.56% 1.17% 4.96% 6.61% 30.75% 4.24% 10.65% 5.78% 10.79% 0.60
DNR BASIC MATERIALS INDEPENDENT OIL & GAS 90% 9 21.26% 28.43% 39.07% 7.19% -4.03% 36.08% 13.99% 27.82% 20.73% 15.12% 20.57% 21.00% 13.14% 0.08
DPZ SERVICES FOOD WHOLESALE 100% 9   5.66% 18.47% 16.01% 1.98% 39.03% 62.73% 15.56% 15.52% 18.60% 21.51% 16.01% 18.57% 0.07
EAT SERVICES RESTAURANTS 90% 9 14.42% 3.29% 9.54% 8.74% -4.55% 44.86% 29.94% 21.81% 3.56% 22.21% 15.38% 11.98% 14.65% -0.11
EMN BASIC MATERIALS CHEMICALS- MAJOR DIVERSIFIED 90% 9 9.16% 2.95% 0.10% 7.59% 2.89% -13.68% 6.47% 18.73% 33.00% 3.10% 7.03% 4.78% 12.21% 0.71
ESV BASIC MATERIALS OIL & GAS DRILLING & EXPLORATION 90% 9 3.79% 18.76% 16.08% 8.74% 5.09% -6.93% 12.17% 9.03% 13.58% 2.09% 8.24% 8.89% 7.56% 0.45
FL SERVICES APPAREL STORES 90% 9 10.30% 9.10% 1.66% 7.96% -12.65% 45.38% 36.72% 1.31% 31.09% 7.19% 13.81% 8.53% 18.06% 0.03
FLS INDUSTRIAL GOODS DIVERSIFIED MACHINERY 90% 9 0.31% -6.10% 47.47% 13.65% 8.80% 9.54% 16.99% 8.32% 16.68% 14.54% 13.02% 11.59% 14.13% 0.31
FTI BASIC MATERIALS OIL & GAS EQUIPMENT & SERVICES 90% 9 15.91% 3.01% 19.33% 13.19% 0.33% 31.74% 11.72% 6.25% -3.47% 26.99% 12.50% 12.46% 11.41% -0.17
GES SERVICES APPAREL STORES 90% 9 49.29% 9.22% 9.88% 27.85% 7.03% 38.05% 11.44% -16.44% 5.47% 1.20% 14.30% 9.55% 19.07% -0.43
GLW TECHNOLOGY COMMUNICATION EQUIPMENT 90% 9 7.28% -5.42% 36.91% 21.58% 0.41% 39.84% 4.91% 6.98% 9.05% 6.43% 12.80% 7.13% 15.12% -0.22
HES BASIC MATERIALS OIL & GAS REFINING & MARKETING 90% 9 23.35% 17.15% 12.52% 12.14% -12.48% 1.21% 3.57% 11.47% 3.95% 35.39% 10.83% 11.80% 13.08% 0.53
HOLX HEALTHCARE MEDI CAL APPLIANCES & EQUIPMENT 90% 9 17.40% 16.01% 45.94% 21.91% -19.00% 0.15% 27.86% 17.96% 23.07% 12.94% 16.43% 17.68% 17.03% 0.65
HSIC SERVICES MEDICAL EQUIPMENT WHOLESALE 90% 9 5.50% 2.93% 9.67% 12.66% -6.51% 8.99% 11.98% 14.30% 17.46% 15.08% 9.21% 10.82% 7.06% 0.75
HUBG SERVICES AIR DELIVERY & FREIGHT SERVICES 90% 9 38.66% 19.98% 28.98% 5.23% 23.74% -35.92% 4.44% 2.99% 11.10% 14.46% 11.37% 12.78% 20.23% 0.34
JAH CONSUMER GOODS HOUSEWARES & ACCESSORIES 90% 9 29.84% 5.59% 8.94% 10.10% -7.90% 10.19% 7.93% 15.52% 34.64% 24.31% 13.92% 10.14% 12.60% 0.70
JLL FINANCIALS PROPERTY MANAGEMENT 90% 9 24.06% 24.70% 52.00% 13.14% 8.70% -16.00% 20.69% 18.85% 36.00% 18.42% 20.06% 19.77% 17.62% 0.68
JWN SERVICES APPAREL STORES 90% 9 16.63% 18.78% 5.03% 7.54% -10.88% 27.37% 9.18% 6.46% 12.65% 3.80% 9.66% 8.36% 10.26% -0.11
MW SERVICES APPAREL STORES 90% 9 6.26% 32.12% 22.22% 23.12% -13.48% 12.38% 14.12% 8.78% 20.19% 7.81% 13.35% 13.25% 12.46% 0.30
NBL BASIC MATERIALS INDEPENDENT OIL & GAS 90% 9 6.13% 10.41% 9.10% 21.72% -8.31% 9.84% 2.73% 12.51% 3.81% 13.92% 8.19% 9.47% 7.95% 0.25
NE  BASIC MATERIALS OIL & GAS DRILLING & EXPLORATION 90% 9 7.32% 13.05% 15.02% 3.37% -12.02% 9.21% 2.87% 28.00% 24.46% 9.92% 10.12% 9.57% 11.33% 0.59
OII BASIC MATERIALS OIL & GAS DRILLING & EXPLORATION 90% 9 8.66% 0.55% 15.12% 6.11% -6.44% 26.46% 8.51% 21.48% 17.15% 23.83% 12.14% 11.89% 10.56% 0.35
PNRA SERVICES SPECIALTY EATERIES 90% 9 -1.54% 40.20% 14.46% 5.63% 16.95% 7.01% 14.27% 25.48% 13.76% 4.04% 14.03% 14.02% 11.96% -0.09
PRCP TECHNOLOGY SCIENTIFIC & TECHNICAL INSTRUMENTS 90% 9 -4.48% 8.16% 20.45% 6.16% 19.24% 4.39% 31.94% 28.45% 22.82% 22.32% 15.94% 19.84% 11.73% 0.49
PRGO HEALTHCARE DRUG RELATED PRODUCTS 90% 9 27.75% 11.16% 9.69% 2.34% 7.92% -22.95% 47.63% 25.68% 6.27% 14.23% 12.97% 10.42% 18.47% 0.51
PXD BASIC MATERIALS INDEPENDENT OIL & GAS 90% 9 1.49% 22.01% -13.46% 8.96% 0.87% 1.99% 17.00% 17.44% 24.76% 16.60% 9.77% 12.78% 11.93% 0.44
PZZA SERVICES RESTAURANTS 90% 9 1.14% 0.81% 10.62% 1.34% 6.65% 24.09% 10.06% 14.33% -0.05% 12.54% 8.15% 8.36% 7.75% -0.31
RCII SERVICES RENTAL & LEASING SERVICES 90% 9 9.86% 3.07% 35.52% -5.19% 26.35% 9.76% 33.45% 8.34% 2.04% 7.51% 13.07% 9.05% 13.85% -0.10
RIG BASIC MATERIALS OIL & GAS DRILLING & EXPLORATION 90% 9 16.17% 21.42% 15.23% 1.01% -5.55% 24.52% 4.32% 12.15% 44.83% 16.36% 15.05% 15.70% 14.00% 0.39
SKX CONSUMER GOODS TEXTILES 90% 9 60.86% 19.44% 62.73% 0.78% 3.59% -47.97% 23.50% 2.70% 4.95% 14.32% 14.49% 9.64% 31.66% 0.43
SPW INDUSTRIAL GOODS DIVERSIFIED MACHINERY 90% 9 -22.24% 8.05% 17.29% 15.19% 2.25% 16.55% 21.73% 11.41% 29.05% 12.91% 11.22% 14.05% 13.83% 0.31
TSO BASIC MATERIALS OIL & GAS REFINING & MARKETING 90% 9 28.93% 16.23% 11.20% 52.86% -36.95% 2.99% 2.54% 44.72% 14.93% 33.42% 17.09% 15.58% 25.43% 0.51
TTWO TECHNOLOGY MULTIMEDIA & GRAPHICS SOFTWARE 90% 9 27.69% 12.42% 5.42% 13.40% 38.32% 10.45% -1.79% 25.26% 13.58% 46.68% 19.14% 13.49% 15.09% 0.02
UHS HEALTHCARE HOSPITALS 90% 9 -14.11% 17.95% 8.82% 3.47% 5.02% 2.23% 15.23% 13.93% 7.98% 32.21% 9.27% 8.40% 12.06% 0.40
XEC BASIC MATERIALS INDEPENDENT OIL & GAS 90% 9 8.29% 2.89% 0.66% 1.54% 28.87% -31.22% 12.24% 30.27% 22.11% 30.92% 10.66% 10.26% 19.04% 0.56

None.

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