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Fourier Analysis of AA (Alcoa Inc)


AA (Alcoa Inc) appears to have interesting cyclic behaviour every 5 weeks (1.1686*sine), 4 weeks (.9484*sine), and 4 weeks (.9129*cosine).

AA (Alcoa Inc) has an average price of 33.34 (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 9/5/2017 for AA (Alcoa Inc), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
033.34299   0 
1-.4626 -.92706 (1*2π)/4747 weeks
2-.07593 -3.76535 (2*2π)/4724 weeks
3.23623 -1.72159 (3*2π)/4716 weeks
4-1.30659 -.90505 (4*2π)/4712 weeks
5-1.15524 -1.41928 (5*2π)/479 weeks
6-.28178 -2.06607 (6*2π)/478 weeks
7-.58863 -1.54289 (7*2π)/477 weeks
8-1.05123 -1.00841 (8*2π)/476 weeks
9-.72007 -.83525 (9*2π)/475 weeks
10-.53738 -1.16861 (10*2π)/475 weeks
11-.82268 -.94836 (11*2π)/474 weeks
12-.23805 -.56348 (12*2π)/474 weeks
13-.91292 -.33688 (13*2π)/474 weeks
14-.40316 -.36194 (14*2π)/473 weeks
15-.71464 -.09645 (15*2π)/473 weeks
16-.39555 .004 (16*2π)/473 weeks
17-.39126 -.50269 (17*2π)/473 weeks
18-.37771 -.15233 (18*2π)/473 weeks
19-.58858 -.31488 (19*2π)/472 weeks
20-.07705 -.11086 (20*2π)/472 weeks
21-.36442 .1293 (21*2π)/472 weeks
22-.54208 .11928 (22*2π)/472 weeks
23-.64298 .36817 (23*2π)/472 weeks
24-.64298 -.36817 (24*2π)/472 weeks
25-.54208 -.11928 (25*2π)/472 weeks
26-.36442 -.1293 (26*2π)/472 weeks
27-.07705 .11086 (27*2π)/472 weeks
28-.58858 .31488 (28*2π)/472 weeks
29-.37771 .15233 (29*2π)/472 weeks
30-.39126 .50269 (30*2π)/472 weeks
31-.39555 -.004 (31*2π)/472 weeks
32-.71464 .09645 (32*2π)/471 weeks
33-.40316 .36194 (33*2π)/471 weeks
34-.91292 .33688 (34*2π)/471 weeks
35-.23805 .56348 (35*2π)/471 weeks
36-.82268 .94836 (36*2π)/471 weeks
37-.53738 1.16861 (37*2π)/471 weeks
38-.72007 .83525 (38*2π)/471 weeks
39-1.05123 1.00841 (39*2π)/471 weeks
40-.58863 1.54289 (40*2π)/471 weeks
41-.28178 2.06607 (41*2π)/471 weeks
42-1.15524 1.41928 (42*2π)/471 weeks
43-1.30659 .90505 (43*2π)/471 weeks
44.23623 1.72159 (44*2π)/471 weeks
45-.07593 3.76535 (45*2π)/471 weeks



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