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Fourier Analysis of AA (Alcoa Inc. Common Stock)


AA (Alcoa Inc. Common Stock) appears to have interesting cyclic behaviour every 2 weeks (.7829*cosine), 2 weeks (.5777*cosine), and 2 weeks (.4644*sine).

AA (Alcoa Inc. Common Stock) has an average price of 31.63 (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 10/18/2016 to 3/20/2017 for AA (Alcoa Inc. Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
031.628   0 
1-2.37417 -4.07064 (1*2π)/2323 weeks
2-2.78343 -.0677 (2*2π)/2312 weeks
3-1.07022 -2.10243 (3*2π)/238 weeks
4-1.26087 -.94095 (4*2π)/236 weeks
5-.88768 -1.08713 (5*2π)/235 weeks
6-.20365 -.3186 (6*2π)/234 weeks
7-.33512 -.46492 (7*2π)/233 weeks
8-.78287 -.46436 (8*2π)/233 weeks
9-.57769 -.12459 (9*2π)/233 weeks
10.12907 .23812 (10*2π)/232 weeks
11-.56359 .49217 (11*2π)/232 weeks
12-.56359 -.49217 (12*2π)/232 weeks
13.12907 -.23812 (13*2π)/232 weeks
14-.57769 .12459 (14*2π)/232 weeks
15-.78287 .46436 (15*2π)/232 weeks
16-.33512 .46492 (16*2π)/231 weeks
17-.20365 .3186 (17*2π)/231 weeks
18-.88768 1.08713 (18*2π)/231 weeks
19-1.26087 .94095 (19*2π)/231 weeks
20-1.07022 2.10243 (20*2π)/231 weeks
21-2.78343 .0677 (21*2π)/231 weeks

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