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Fourier Analysis of AA (Alcoa Inc. Common Stock)


AA (Alcoa Inc. Common Stock) appears to have interesting cyclic behaviour every 180 weeks (2.605*sine), 111 weeks (2.2926*sine), and 192 weeks (2.2775*cosine).

AA (Alcoa Inc. Common Stock) has an average price of 19.75 (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 1/2/1962 to 4/17/2017 for AA (Alcoa Inc. Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
019.75487   0 
12.12509 -25.8212 (1*2π)/28852,885 weeks
2-10.92161 -3.84619 (2*2π)/28851,443 weeks
3-.70261 4.10226 (3*2π)/2885962 weeks
43.03693 -.80629 (4*2π)/2885721 weeks
5.90692 -1.42521 (5*2π)/2885577 weeks
62.32986 -1.81609 (6*2π)/2885481 weeks
7.355 -4.18153 (7*2π)/2885412 weeks
8-2.36744 -2.36921 (8*2π)/2885361 weeks
9-1.80475 .80876 (9*2π)/2885321 weeks
101.26091 .63903 (10*2π)/2885289 weeks
11.77085 -1.54788