FactSet (FDS) Seasonality

Recurring seasonal patterns for FDS — the calendar windows where FactSet has historically tended to rise or fall, with the win rate (how often it repeated) and average return for each, based on the last 10 years of price history.

Patterns found
632
Upcoming this year
99
Bullish windows
449
Best win rate
100%

FDS seasonality at a glance

Over the last 10 years, FDS's strongest seasonal window has been Nov 1 – Dec 1: it ended higher in 10 of 10 years (100% win rate) with an average return of +6.72% across a 30-day hold. On the weak side, FDS has historically declined between Dec 16 – Jan 5, falling in 9 of 10 years (average -3.47%).

In total, our analysis finds 632 recurring seasonal windows for FactSet — 449 bullish and 183 bearish. The next high-win-rate window, Oct 27 – Nov 16, opens tomorrow. These figures describe historical behaviour only — not a forecast.

FDS's upcoming & recent seasonal patterns

Holding period:10-day20-day30-day

Ordered by season — windows opening soon first, plus a couple of recently completed high-performers. Holding-period colors help you compare durations at a glance.

StatusSeasonal windowHoldAvg returnWin rateThis year
Completedended 62d agoAug 15 – Aug 2510d+1.21%80%+4.44%
Completedended 65d agoAug 12 – Aug 2210d+1.60%90%+7.89%
Active20d leftOct 26 – Nov 1520d+3.50%90%—
Active30d leftOct 26 – Nov 2530d+4.83%90%—
UpcomingtomorrowOct 27 – Nov 1620d+4.07%90%—
UpcomingtomorrowOct 27 – Nov 2630d+4.86%90%—
Upcomingin 2dOct 28 – Nov 1720d+3.47%80%—

Win rate = how often the pattern repeated in the same direction. Average return = the mean move across all analysed years. Past performance does not guarantee future results.

Explore FDS seasonality in full

See the seasonal curve chart, filter by win rate and return, and track upcoming windows — free during beta.

FDS seasonality FAQ

What has historically been the best month to buy FDS stock?

Based on the last 10 years of price data, FDS's strongest seasonal window starts in November: Nov 1 to Dec 1, which ended higher in 10 of 10 years (100% win rate) with an average return of +6.72%. Past seasonal patterns do not guarantee future performance.

What is FDS's strongest seasonal pattern?

FDS's highest-win-rate pattern in our data is the Nov 1 – Dec 1 window (30-day hold): up in 10 of the last 10 years with an average move of +6.72%.

When has FDS historically performed worst?

FDS's weakest recurring window has been Dec 16 to Jan 5, declining in 9 of 10 years with an average return of -3.47%.

How reliable are FDS's seasonal patterns?

Each FDS pattern is scored by its historical win rate — the share of the last 10 years it repeated in the same direction. FDS currently shows 632 recurring windows (449 bullish, 183 bearish). Seasonality describes historical tendencies only; it is not a prediction, and past performance does not guarantee future results.

What is FDS stock seasonality?

Seasonality is the tendency of a stock to perform in a similar way during the same period each year. By analysing FactSet's price history across many years, SeasonalityX identifies recurring calendar windows — exact start and end dates — where FDS has repeatedly risen (bullish) or fallen (bearish). Each pattern is scored by its win rate and average return so you can judge how reliable and how strong it has been.

Seasonality is one input among many — it works best alongside your own research and risk management. Learn more in our guide to seasonal analysis and the tutorials.

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