How to calculate the seasonal performance of an index?

[tone_n_tune]

Hi All, I have been looking to reproduce this seasonality chart of S&P500 Index but for NASDAQ100 Index - Imgur: The magic of the Internet

I request help in calculating the seasonal performance (%) of the index, something as simple as mean/median monthly performance will do, e.g., QQQ - Seasonality

Historical daily Close NASDAQ100 Data is here - NASDAQ 100 Index (NASDAQ100) | FRED | St. Louis Fed

[rfeigel]

I’m not exactly sure what you’re after so I didn’t spend any time trying to do anything very fancy.

NASDAQ100 Index – rfeigel

[tone_n_tune]

@rfeigel Thank you! However, I need the output in a year-wise monthly value only, not in multiple years of monthly values. Say, the Month (Number) column should have 12 rows for 12 months.

Also, would it not be more practical to take the last day of each month’s value and calculate the % performance from it, instead of the monthly mean value? If yes, then how can I take the month-end value?

[rfeigel]

This should work. I uploaded the new workflow to the Hub. You can use the original link.

I added a component with simple bar charts and a Table View.

NASDAQ100 Index rev 1 – rfeigel

[tone_n_tune]

@rfeigel thank you. I was wondering if we could again aggregate the final result into just 12 months.

[rfeigel]

I don’t understand. Please explain in detail.

[tone_n_tune]

I meant that I would like to have just the Month and % Change (avg) column at the end, so the total number of rows will be 12 for 12 months. What that means is another aggregation is needed to find out the avg change per month.

[rfeigel]

Try this. Retains previous info and adds monthly averages.

NASDAQ100 Index rev 2 – rfeigel

[rfeigel]

Did the last workflow do what you want?

[tone_n_tune]

Pardon me, I can not see any configs in the last 2 files you sent. It just says no configs, making it hard for me to understand. Would it be possible to incorporate those additional bits into the original file at the top of this thread?

[rfeigel]

Both rev 1 and rev 2 were built on the original workflow. Both run perfectly on my machine (Windows 11 KAP 5.3.2). Can you provide a detailed explanation of what happens, preferably with screenshot(s) and the error log? I downloaded rev 2 from the Hub and it works fine so the problem is definitely at your end. Here’s rev 2 again:
NASDAQ100 Index rev 2.knwf (119.4 KB)

[tone_n_tune]

@rfeigel

Can you provide a detailed explanation of what happens, preferably with screenshot(s) and the error log?

There is no error, just that there is no configurable options:

[rfeigel]

There’s no need to configure anything. If you want to open the metanode and component to see what’s inside right click them and follow these steps:

To view the output, right click the Tables & Charts component and and left click “Open View”

I’d suggest you read up on metanodes and components.
https://docs.knime.com/latest/analytics_platform_components_guide/index.html#introduction

[rfeigel]

Did my last post help?