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Every year, the popular press talks about the Santa Claus Rally - the notion that stocks rally in the last week of the year. But academic literature to back this up is thin on the
ground. In this study, which took less than 5 minutes to complete using Acumen, we look at the aggregate performance of retail stocks over 10 years of history. The results show a
wide spread of returns, with American Eagle (AEO) making gains consistently every year for 10 years.
1.51%
0.18%
0.15%
5.58%
-3.62%
10
40.00%
CUMULATIVE
PERCENT
RETURN
AVERAGE
PERCENT
RETURN
GEOMETRIC
MEAN
PERCENT
RETURN
BEST PERCENT
RETURN
WORST
PERCENT
RETURN
NUMBER OF
TRADES
PERCENT OF
TRADES
POSITIVE
^GSPC
XLB
XLE
XLF
XLI
XLK
XLP
XLU
XLV
XLY
Enable Zoom
Cumulative Return:
25
20
15
10
5
0
-5
-10
-15
-20
PATENT PENDING
Cumulative Return:
20
10
-10
-20
2004
2005
2006
2007
2008
2009
2010
2011
2012
PATENT PENDING
Study Results
Symbol
Name
Sector
Cumulative
Percent
Return
Average
Percent
Return
Geometric
Mean
Percent
Return
Best
Percent
Return
Worst
Percent
Return
Number
of
Trades
Percent
of
Trades
Positive
AEO
Consumer Services
22.71%
2.08%
2.07%
4.36%
0.10%
10
100.00%
HTSI
Consumer Services
1.18%
1.18%
1.18%
1.18%
1.18%
100.00%
EXPR
Express
Consumer Services
4.59%
1.51%
1.51%
1.84%
1.27%
100.00%
AWAY
Homeaway Inc.
Technology
18.78%
9.25%
8.99%
16.83%
1.66%
100.00%
SIG
Consumer Services
10.27%
0.99%
0.98%
2.97%
-2.27%
10
70.00%
SSI
Stage Stores
Consumer Services
16.27%
1.79%
1.52%
23.13%
-8.53%
10
70.00%
KMX
Carmax Inc
Consumer Durables
4.46%
0.46%
0.44%
6.06%
-2.23%
10
70.00%
Trade History
Symbol
Buy
Date
Sell
Date
Percentage
Return
Buy
Price
Sell
Price
Cumulative
Dividends
HSNI
12/24/2008
12/31/2008
29.82%
5.60
7.27
0.00
HSNI
12/24/2009
12/31/2009
-1.70%
20.54
20.19
0.00
HSNI
12/23/2010
12/31/2010
-0.65%
30.85
30.65
0.00
HSNI
12/23/2011
12/30/2011
-3.13%
37.43
36.26
0.00
HSNI
12/24/2012
12/31/2012
-0.16%
55.17
55.08
0.00
NFLX
12/24/2003
12/31/2003
-4.02%
28.49
27.34
0.00
NFLX
12/23/2004
12/31/2004
6.94%
11.53
12.33
0.00
Name
Day Moving
% Return YTD
Current
Week Ago
Trading Range
Average
AAP
109.36
9.03%
55.63%
OB
OB
ABG
53.02
3.95%
70.43%
OB
AEO
14.38
-4.33%
-30.46%
AMZN
Amazon
402.20
11.29%
56.55%
OB
OB
AN
Autonation
49.84
1.12%
28.12%
ANF
32.91
-4.91%
-30.53%
OS
OS
ANN
Ann Inc
36.42
3.29%
7.50%
OB
ARO
Aeropostale Inc
8.50
-7.01%
-35.26%
OS
OS
ASNA
20.23
-0.66%
7.04%
AWAY
Homeaway Inc.
40.07
17.69%
83.39%
OB
OB
AZO
Autozone
473.19
5.28%
32.07%
OB
OB
BBY
39.66
-4.73%
239.85%
OS
BIG
Big Lots
31.29
-12.73%
9.48%
OS
OS
BKE
Buckle
50.96
1.63%
15.82%
BKS
14.60
-1.77%
-3.44%
BWS
27.68
13.64%
48.10%
OB
CAB
Cabela's Inc
64.61
4.65%
54.72%
OB
CASY
71.13
-3.44%
35.72%
OS
OS
CATO
Cato Corp.
30.88
-1.12%
11.48%
CHS
Chico's Fas
18.66
5.44%
0.00%
OB
OB
CONN
Conn's
75.00
17.35%
147.61%
OB
OB
COST
118.53
-1.55%
19.14%
CVS
Cvs Corp.
70.06
8.78%
43.95%
OB
OB
DDS
Dillard's
95.58
10.36%
15.49%
OB
OB
DG
60.08
2.43%
37.70%
OB
OB
DKS
57.11
4.90%
25.27%
OB
DLTR
Dollar Tree
55.45
-3.82%
38.52%
OS
OS
DSW
Dsw Inc.
41.88
-3.91%
29.12%
EXPE
Expedia
67.61
15.38%
13.46%
OB
EXPR
Express
18.49
-16.86%
24.68%
OS
OS
FDO
64.49
-5.72%
2.30%
OS
OS
FINL
27.77
9.40%
46.78%
OB
FL
Footlocker Inc
41.11
12.53%
22.13%
OB
OB
FRAN
17.80
-1.91%
-30.50%
OS
FRED
Fred's
17.52
5.66%
26.68%
OB
OB
GCO
Genesco Inc.
73.13
4.47%
35.98%
OB
GES
Guess
31.09
-3.06%
25.72%
GME
Gamestop Corp.
49.25
-4.55%
92.61%
OS
GNC
57.51
-1.00%
72.08%
GPI
Group 1 Automotive
70.18
4.45%
13.34%
OB
GPS
Gap
38.57
-1.28%
22.95%
GRPN
Groupon Inc
11.68
16.36%
142.32%
OB
HIBB
Hibbett Sports
66.98
9.94%
25.31%
OB
OB
HSNI
Hsn
62.50
10.75%
13.41%
OB
OB
HTSI
49.31
-0.13%
29.42%
JCP
8.32
0.35%
-57.53%
JOSB
57.03
10.07%
33.78%
OB
OB
JWN
Nordstrom
61.19
1.06%
16.66%
KMX
Carmax Inc
48.08
-2.66%
27.23%
OB
KR
Kroger Company
39.70
-4.80%
50.95%
OS
OS
KSS
Kohl's Corp.
54.95
-0.24%
26.76%
LAD
Lithia Motors
68.71
3.52%
86.97%
LB
Limited Brands
61.04
-1.61%
29.21%
Macy's Inc
52.27
7.51%
39.35%
OB
MNRO
54.05
9.83%
59.28%
OB
OB
MW
Men's Wearhouse
52.01
9.56%
70.52%
OB
OB
NFLX
Netflix
375.67
9.29%
311.29%
OB
OB
NILE
Blue Nile
47.75
10.08%
22.72%
OB
OB
ODP
Office Depot
5.35
-0.25%
54.18%
ORLY
O'Reilly Automotive
128.76
1.99%
43.08%
PAG
46.25
9.32%
56.30%
OB
OB
PBY
12.20
-6.38%
21.88%
OS
PCLN
Priceline.com Inc
1190.95
6.76%
92.44%
OB
OB
PETM
Petsmart Inc
72.55
-0.50%
4.24%
PLCE
56.17
4.50%
23.97%
OB
PSMT
Pricesmart
115.45
1.21%
52.81%
RAD
4.99
-7.23%
305.69%
OS
RCII
Rent-A-Center Inc.
33.49
-2.66%
-5.13%
OS
ROST
Ross Stores
74.02
-2.00%
37.25%
OS
SAH
Sonic Automotive
24.66
6.72%
18.90%
OB
OB
SBH
30.00
10.16%
24.02%
OB
SFLY
Shutterfly
50.24
0.81%
70.36%
SHLD
45.94
-17.75%
12.52%
OS
OS
SIG
77.44
2.05%
40.90%
OB
SPLS
Staples
15.73
0.40%
36.43%
SSI
Stage Stores
21.87
4.51%
-12.24%
OB
SUSS
66.26
11.26%
85.34%
OB
OB
SVU
Supervalu Inc.
7.02
1.39%
147.18%
SWY
Safeway Inc.
33.08
-2.47%
84.50%
TFM
40.41
-13.76%
-18.43%
OS
OS
TGT
Target Corp.
62.49
-2.69%
4.85%
OS
OS
TIF
90.62
9.10%
55.17%
OB
OB
TJX
Tjx Companies
62.49
2.56%
48.96%
TRIP
Tripadvisor Inc.
83.13
0.79%
98.07%
TSCO
74.92
4.83%
70.21%
OB
ULTA
95.19
-20.21%
-2.10%
OS
OS
URBN
Urban Outfitters
36.48
-3.14%
-7.47%
OS
VSI
52.34
4.77%
-8.99%
WAG
Walgreen Company
59.04
0.76%
62.60%
WFM
59.27
-0.40%
30.01%
OS
WMT
Wal-Mart Stores
77.43
-0.71%
12.79%
XLB
Materials Sector
44.93
2.09%
21.43%
OB
XLE
Energy Sector
86.67
0.37%
20.26%
XLF
Financial Sector
21.61
2.86%
31.74%
OB
XLI
Industrial Sector
51.26
4.09%
35.14%
OB
XLK
Technology Sector
34.96
2.97%
20.76%
OB
XLP
42.55
0.28%
20.98%
XLU
Utilities Sector
37.83
-1.59%
7.14%
OS
OS
XLV
Healthcare Sector
54.91
2.34%
36.56%
OB
XLY
65.66
2.96%
38.87%
OB
ZUMZ
Zumiez Inc.
26.37
-6.09%
36.77%
OS
PATENT PENDING