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Indicator of the Week: 25 Stocks That Could Carve Out Thanksgiving Week Gains

Retail and apparel stocks have historically outperformed during Thanksgiving week

Senior Quantitative Analyst
Nov 16, 2016 at 8:05 AM
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Thanksgiving week is coming up, and you can expect some pretty low volumes during the four-day trading week (3.5 days, to be more precise). This week, I'll take a look at what you can expect as far as stock returns go around the holiday. Below is a breakdown of how the S&P 500 Index (SPX) has historically performed during the week, along with some individual stocks that have tended to do well.

Thanksgiving Week: Thanksgiving week has been pretty bullish over the past 50 years. The week averages a gain of 0.64% and has been positive 68% of the time. Compare that to other weeks for the SPX, which average a gain of 0.13% and are positive about 55% of the time.

SPX Thanksgiving week Nov 15

The two tables below show how the week has performed each individual day. Historically, Monday and Tuesday of next week have been rather average. The outperformance has been due to the day before Thanksgiving and the day after. Wednesday and Friday of Thanksgiving week have outperformed typical days quite significantly.

SPX thanksgiving week 22

Individual Stocks: Below is a list of SPX stocks that have performed the best during the week of Thanksgiving. The number of stocks from the retail and textile apparel sectors stands out quite a bit. In the S&P 500, these sectors make up about 6.5% of the total stocks. In this list of best-performing stocks during Thanksgiving week, they account for 44% of the stocks -- you could say 48%, if you count Apple Inc. (NASDAQ:AAPL) as a retailer. Investors might tend to buy these names in anticipation of Black Friday.

Best thanksgiving

Finally, here's a table showing the worst stocks in the S&P 500 during the holiday week. Utility stocks and then big financial companies (I'm looking at the banks, Wall Street, and insurance sectors) seem to be pretty prominent on the list.

Worst thanksgiving

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