Stock prices analysis with Python

Introduction

This page contains analysis of S&P500 stock prices with Python, collection of interesting findings and fun charts.

This data is only for fun purpose and should not be used for as main criteria for buying/selling stocks.

If you need more detailed analysis — check pdfs and Jupyter notebooks on my GitHub.

There will be two screenshots:

• first one is where all stock prices are compared with base price which is the first price in history
• second one is where stock prices are compared with base price which is first price within specific period(If we want to analyze weekdays then dataset is split into weeks/period and each Monday is base price for each week/period)

Which month do stock prices raise or fall in?

Period: 10 years, 2011–01–01 to 2021–01–01

Code example(If you need full code check GitHub link above):

Jupyter code that processes data and generates charts

Monthly stock price fluctuations, base price — first price in history

Monthly stock price fluctuations, base price — first price in period

Stocks go down in April, May and September.

Stock go up in August, October, November and December

Which week do stock prices raise or fall in?

Period: 10 years, 2011–01–01 to 2021–01–01

Weekly stock price fluctuations, base price — first price in history

Weekly stock price fluctuations, base price — first price in period

Stocks go down in weeks 22-23, 44, 52.

Stocks go up in weeks 7, 24, 46, 49

Which weekday do stock prices raise or fall in?

Period: 10 years, 2011–01–01 to 2021–01–01

Weekday stock price fluctuations, base price — first price in history

Weekday stock price fluctuations, base price — first price in period

Stocks go down on Wednesdays.

Stocks go up unknown.

Which day of a month do stock prices raise or fall in?

Period: 10 years, 2011–01–01 to 2021–01–01

Daily stock price fluctuations, base price — first price in history

Weekday stock price fluctuations, base price — first price in period

Stocks go down on days 15, 23, 31.

Stocks go up on days 13, 20, 27, 30.

Which hour of a day do stock prices raise or fall in?

Period: 2019–06–01 to 2021–05–01 (Yahoo Finance is limited to 2 year history for 1 hour interval)

Hourly stock price fluctuations, base price — first price in history

Hourly stock price fluctuations, base price — first price in period

Stocks go down at 11, 14.

Stocks go up at 10, 13.

Which time of a day do stock prices raise or fall in?

Period: 2021–03–14 to 2021–05–11 (Yahoo Finance is limited to 2 months history for 15 mins interval)

NOTE: 0.25 means 15 mins, 0.5 means 30 mins, 0.75 means 45 mins

Stock price fluctuations within one day, base price — first in history

Stock price fluctuations within one day, base price — first in period

Stocks go down at 14:30.

Stocks go up at 12:45, 14:15, 15:00.

Short summary

You cannot predict prices and even strategy “Sell in May and go away” seems to contradict to this analysis.

Long summary

Here is a table with summary of my findings: