Thomson Reuters (TRI.TO)
Seasonality Analysis
Thomson Reuters Annual Seasonality Statistics
Thomson Reuters Monthly Seasonality Performance
| Month | Avg Return | Win Rate | Strength |
|---|---|---|---|
| January | 0.77% | Moderate | |
| February | -0.67% | Weak | |
| March | 1.46% | Moderate | |
| April | 1.60% | Strong | |
| May | 0.25% | Weak | |
| June | 0.20% | Moderate | |
| July BEST | 2.17% | Strong | |
| August | 0.09% | Weak | |
| September WORST | -1.57% | Weak | |
| October | 1.63% | Strong | |
| November | 1.43% | Weak | |
| December | 1.03% | Weak |
Thomson Reuters 2026 vs Historical Pattern
Thomson Reuters Interactive Seasonality Chart
Thomson Reuters Pattern Scanner
Thomson Reuters Seasonal Historical Performance
About Thomson Reuters (TRI.TO) Seasonality
Thomson Reuters (TRI.TO) has been analyzed using 18 years of historical data to identify seasonal patterns. Classified under Stocks, Thomson Reuters shows distinct seasonal tendencies based on historical data.
The strongest month for Thomson Reuters is historically July, with an average return of 2.17% and a win rate of 78%. Conversely, September tends to be the weakest month, averaging -1.57% return.
Looking at the full calendar year, Thomson Reuters has an average annual return of 8.38% with an overall monthly win rate of 58.1%. Out of 12 months, 10 typically show positive average returns.
The seasonal pattern for Thomson Reuters has a consistency score of 46.7 (Poor), based on 19 years of data. Higher consistency means the seasonal pattern has been more reliable across different market conditions.
Thomson Reuters Seasonality FAQ
What is the best month to buy Thomson Reuters (TRI.TO)?
Historically, July has been the best month for Thomson Reuters, with an average return of 2.17% and a win rate of 78%. However, past performance does not guarantee future results.
What is the worst month for Thomson Reuters (TRI.TO)?
Based on historical data, September has been the weakest month for Thomson Reuters, with an average return of -1.57%. This is a historical observation and does not guarantee future results.
How reliable is TRI.TO seasonality data?
The seasonality analysis for Thomson Reuters is based on 18 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 Thomson Reuters seasonality in my trading?
Use Thomson Reuters (TRI.TO) 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.