Hang Seng (^HSI)
Seasonality Analysis
Hong Kong stock index
Hang Seng Annual Seasonality Statistics
Hang Seng Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | -0.35% | Weak | |
| February | 0.63% | Moderate | |
| March | -1.31% | Weak | |
| April BEST | 2.08% | Strong | |
| May WORST | -1.33% | Weak | |
| June | -0.03% | Weak | |
| July | 1.32% | Moderate | |
| August | -1.31% | Weak | |
| September | -0.97% | Weak | |
| October | -0.01% | Weak | |
| November | 0.73% | Weak | |
| December | 0.35% | Moderate |
Hang Seng 2026 vs Historical Pattern
Hang Seng Interactive Seasonality Chart
Hang Seng Pattern Scanner
Hang Seng Seasonal Historical Performance
About Hang Seng (^HSI) Seasonality
Hang Seng (^HSI) has been analyzed using 27 years of historical data to identify seasonal patterns. Classified under Indices, Hang Seng shows distinct seasonal tendencies based on historical data.
The strongest month for Hang Seng is historically April, with an average return of 2.08% and a win rate of 67%. Conversely, May tends to be the weakest month, averaging -1.33% return.
Looking at the full calendar year, Hang Seng has an average annual return of -0.20% with an overall monthly win rate of 52.8%. Out of 12 months, 5 typically show positive average returns.
The seasonal pattern for Hang Seng has a consistency score of 34.8 (Poor), based on 27 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Hang Seng Seasonality FAQ
What is the best month to buy Hang Seng (^HSI)?
Historically, April has been the best month for Hang Seng, with an average return of 2.08% and a win rate of 67%. However, past performance does not guarantee future results.
What is the worst month for Hang Seng (^HSI)?
Based on historical data, May has been the weakest month for Hang Seng, with an average return of -1.33%. This is a historical observation and does not guarantee future results.
How reliable is ^HSI seasonality data?
The seasonality analysis for Hang Seng is based on 27 years of historical price data. While seasonal patterns can provide useful insights, they should be combined with other forms of analysis. Past patterns do not guarantee future performance.
How can I use Hang Seng seasonality in my trading?
Use Hang Seng (^HSI) seasonality as one factor in your analysis. Identify historically strong and weak months, combine with other research methods. SeasOptima provides premium tools including interactive charts, pattern scanning, and historical performance data for deeper analysis.