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Fourier Analysis of AA (Alcoa Inc)


AA (Alcoa Inc) appears to have interesting cyclic behaviour every 6 weeks (1.3086*sine), 6 weeks (.8418*cosine), and 5 weeks (.8063*cosine).

AA (Alcoa Inc) has an average price of 37.53 (topmost row, frequency = 0).



Click on the checkboxes shown on the right to see how the various frequencies contribute to the graph. Look for large magnitude coefficients (sine or cosine), as these are associated with frequencies which contribute most to the associated stock plot. If you find a large magnitude coefficient which dramatically changes the graph, look at the associated "Period" in weeks, as you may have found a significant recurring cycle for the stock of interest.

Right click on the graph above to see the menu of operations (download, full screen, etc.)

Fourier Analysis

Using data from 11/1/2016 to 1/8/2018 for AA (Alcoa Inc), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
037.52816   0 
12.66538 -6.19111 (1*2π)/6363 weeks
2-2.85405 -2.6529 (2*2π)/6332 weeks
3.54052 -1.82614 (3*2π)/6321 weeks
41.55614 -2.1682 (4*2π)/6316 weeks
5.97216 -1.71117 (5*2π)/6313 weeks
6-.3312 -1.61099 (6*2π)/6311 weeks
7-.70354 -1.32175 (7*2π)/639 weeks
8-1.42823 -1.59443 (8*2π)/638 weeks
9-.71581 -.92848 (9*2π)/637 weeks
10-.65324 -1.30862 (10*2π)/636 weeks
11-.84182 -.51165 (11*2π)/636 weeks
12-.65802 -.5944 (12*2π)/635 weeks
13-.71315 -.23247 (13*2π)/635 weeks
14-.80628 -.35633 (14*2π)/635 weeks
15-.4464 .15234 (15*2π)/634 weeks
16-.56325 -.3384 (16*2π)/634 weeks
17-.49458 -.71011 (17*2π)/634 weeks
18-.28094 -.17008 (18*2π)/634 weeks
19-.50289 -.38805 (19*2π)/633 weeks
20-.63168 -.52341 (20*2π)/633 weeks
21-.39415 -.04894 (21*2π)/633 weeks
22-.31651 -.64726 (22*2π)/633 weeks
23-.44999 -.24697 (23*2π)/633 weeks
24-.59864 -.14257 (24*2π)/633 weeks
25-.59185 -.28334 (25*2π)/633 weeks
26-.41177 -.1788 (26*2π)/632 weeks
27-.4687 .30873 (27*2π)/632 weeks
28-.41214 .186 (28*2π)/632 weeks
29-.52428 .00042 (29*2π)/632 weeks
30-.60003 .01763 (30*2π)/632 weeks
31-.75483 .27609 (31*2π)/632 weeks
32-.75483 -.27609 (32*2π)/632 weeks
33-.60003 -.01763 (33*2π)/632 weeks
34-.52428 -.00042 (34*2π)/632 weeks
35-.41214 -.186 (35*2π)/632 weeks
36-.4687 -.30873 (36*2π)/632 weeks
37-.41177 .1788 (37*2π)/632 weeks
38-.59185 .28334 (38*2π)/632 weeks
39-.59864 .14257 (39*2π)/632 weeks
40-.44999 .24697 (40*2π)/632 weeks
41-.31651 .64726 (41*2π)/632 weeks
42-.39415 .04894 (42*2π)/632 weeks
43-.63168 .52341 (43*2π)/631 weeks
44-.50289 .38805 (44*2π)/631 weeks
45-.28094 .17008 (45*2π)/631 weeks
46-.49458 .71011 (46*2π)/631 weeks
47-.56325 .3384 (47*2π)/631 weeks
48-.4464 -.15234 (48*2π)/631 weeks
49-.80628 .35633 (49*2π)/631 weeks
50-.71315 .23247 (50*2π)/631 weeks
51-.65802 .5944 (51*2π)/631 weeks
52-.84182 .51165 (52*2π)/631 weeks
53-.65324 1.30862 (53*2π)/631 weeks
54-.71581 .92848 (54*2π)/631 weeks
55-1.42823 1.59443 (55*2π)/631 weeks
56-.70354 1.32175 (56*2π)/631 weeks
57-.3312 1.61099 (57*2π)/631 weeks
58.97216 1.71117 (58*2π)/631 weeks
591.55614 2.1682 (59*2π)/631 weeks
60.54052 1.82614 (60*2π)/631 weeks
61-2.85405 2.6529 (61*2π)/631 weeks



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