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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 (1.0006*cosine), 2 weeks (.7095*cosine), and 2 weeks (.3881*sine).

AA (Alcoa Inc. Common Stock) has an average price of 30.81 (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 2/13/2017 for AA (Alcoa Inc. Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
030.80689   0 
1-.68341 -3.58028 (1*2π)/1818 weeks
2-3.31104 -3.17382 (2*2π)/189 weeks
3-1.45878 -1.45239 (3*2π)/186 weeks
4-1.01437 -1.81504 (4*2π)/185 weeks
5-.85285 -.65924 (5*2π)/184 weeks
6-1.00059 -.38814 (6*2π)/183 weeks
7-.70947 -.40738 (7*2π)/183 weeks
8-.167 .32243 (8*2π)/182 weeks
9-1.38317   (9*2π)/182 weeks
10-.167 -.32243 (10*2π)/182 weeks
11-.70947 .40738 (11*2π)/182 weeks
12-1.00059 .38814 (12*2π)/182 weeks
13-.85285 .65924 (13*2π)/181 weeks
14-1.01437 1.81504 (14*2π)/181 weeks
15-1.45878 1.45239 (15*2π)/181 weeks
16-3.31104 3.17382 (16*2π)/181 weeks

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