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Fourier Analysis of ABI (Safety First Trust Series 2009-)


ABI (Safety First Trust Series 2009-) appears to have interesting cyclic behaviour every 8 weeks (.8747*cosine), 6 weeks (.8398*cosine), and 5 weeks (.6748*cosine).

ABI (Safety First Trust Series 2009-) has an average price of 12.34 (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 8/22/2014 to 11/28/2016 for ABI (Safety First Trust Series 2009-), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
012.34168   0 
11.71437 -3.75148 (1*2π)/120120 weeks
2-1.21406 -3.44502 (2*2π)/12060 weeks
3-3.09608 -1.22838 (3*2π)/12040 weeks
4.13467 .81805 (4*2π)/12030 weeks
5.3555 -.94081 (5*2π)/12024 weeks
6-.50359 .28228 (6*2π)/12020 weeks
7-1.0954 .10724 (7*2π)/12017 weeks
8-.1773 .31433 (8*2π)/12015 weeks
9.65553 -.55805 (9*2π)/12013 weeks
10-.08034 -.31563 (10*2π)/12012 weeks
11.368 .68366 (11*2π)/12011 weeks
12.76455 .47286 (12*2π)/12010 weeks
13-.0808 -.43565 (13*2π)/1209 weeks
14-.7393 -.42218 (14*2π)/1209 weeks
15.01717 .36768 (15*2π)/1208 weeks
16.87473 .1343 (16*2π)/1208 weeks
17.54708 -.3656 (17*2π)/1207 weeks
18-.44064 -.24693 (18*2π)/1207 weeks
19-.83983 .45044 (19*2π)/1206 weeks
20.16837 -.06375 (20*2π)/1206 weeks
21.38086 -.55756 (21*2π)/1206 weeks
22-.19847 -.37058 (22*2π)/1205 weeks
23-.67476 .36596 (23*2π)/1205 weeks
24.10825 .4122 (24*2π)/1205 weeks
25-.05985 -.49056 (25*2π)/1205 weeks
26-.11938 -.38889 (26*2π)/1205 weeks
27.16528 .41974 (27*2π)/1204 weeks
28.32238 .54857 (28*2π)/1204 weeks
29.02902 -.21183 (29*2π)/1204 weeks
30-.38894 -.3997 (30*2π)/1204 weeks
31-.42306 -.04321 (31*2π)/1204 weeks
32.31014 .16173 (32*2π)/1204 weeks
33.41548 -.02294 (33*2π)/1204 weeks
34-.29906 .12941 (34*2π)/1204 weeks
35-.38999 .30811 (35*2π)/1203 weeks
36.04741 .20049 (36*2π)/1203 weeks
37.16583 -.48481 (37*2π)/1203 weeks
38-.11515 -.31695 (38*2π)/1203 weeks
39.15062 .38574 (39*2π)/1203 weeks
40.14255 .47269 (40*2π)/1203 weeks
41.02189 -.23507 (41*2π)/1203 weeks
42-.09892 -.34856 (42*2π)/1203 weeks
43.07772 -.0605 (43*2π)/1203 weeks
44.28192 .19505 (44*2π)/1203 weeks
45.33258 .20079 (45*2π)/1203 weeks
46-.32412 -.0595 (46*2π)/1203 weeks
47-.09545 .00757 (47*2π)/1203 weeks
48.29683 -.18936 (48*2π)/1203 weeks
49.34565 .00894 (49*2π)/1202 weeks
50.06785 -.1876 (50*2π)/1202 weeks
51-.14004 .15725 (51*2π)/1202 weeks
52-.01124 -.1497 (52*2π)/1202 weeks
53-.02062 -.38738 (53*2π)/1202 weeks
54.05595 -.16373 (54*2π)/1202 weeks
55.08543 .1049 (55*2π)/1202 weeks
56-.0538 -.01079 (56*2π)/1202 weeks
57-.28384 -.07915 (57*2π)/1202 weeks
58-.34656 -.0854 (58*2π)/1202 weeks
59.0969 -.06901 (59*2π)/1202 weeks
60.48158   (60*2π)/1202 weeks
61.0969 .06901 (61*2π)/1202 weeks
62-.34656 .0854 (62*2π)/1202 weeks
63-.28384 .07915 (63*2π)/1202 weeks
64-.0538 .01079 (64*2π)/1202 weeks
65.08543 -.1049 (65*2π)/1202 weeks
66.05595 .16373 (66*2π)/1202 weeks
67-.02062 .38738 (67*2π)/1202 weeks
68-.01124 .1497 (68*2π)/1202 weeks
69-.14004 -.15725 (69*2π)/1202 weeks
70.06785 .1876 (70*2π)/1202 weeks
71.34565 -.00894 (71*2π)/1202 weeks
72.29683 .18936 (72*2π)/1202 weeks
73-.09545 -.00757 (73*2π)/1202 weeks
74-.32412 .0595 (74*2π)/1202 weeks
75.33258 -.20079 (75*2π)/1202 weeks
76.28192 -.19505 (76*2π)/1202 weeks
77.07772 .0605 (77*2π)/1202 weeks
78-.09892 .34856 (78*2π)/1202 weeks
79.02189 .23507 (79*2π)/1202 weeks
80.14255 -.47269 (80*2π)/1202 weeks
81.15062 -.38574 (81*2π)/1201 weeks
82-.11515 .31695 (82*2π)/1201 weeks
83.16583 .48481 (83*2π)/1201 weeks
84.04741 -.20049 (84*2π)/1201 weeks
85-.38999 -.30811 (85*2π)/1201 weeks
86-.29906 -.12941 (86*2π)/1201 weeks
87.41548 .02294 (87*2π)/1201 weeks
88.31014 -.16173 (88*2π)/1201 weeks
89-.42306 .04321 (89*2π)/1201 weeks
90-.38894 .3997 (90*2π)/1201 weeks
91.02902 .21183 (91*2π)/1201 weeks
92.32238 -.54857 (92*2π)/1201 weeks
93.16528 -.41974 (93*2π)/1201 weeks
94-.11938 .38889 (94*2π)/1201 weeks
95-.05985 .49056 (95*2π)/1201 weeks
96.10825 -.4122 (96*2π)/1201 weeks
97-.67476 -.36596 (97*2π)/1201 weeks
98-.19847 .37058 (98*2π)/1201 weeks
99.38086 .55756 (99*2π)/1201 weeks
100.16837 .06375 (100*2π)/1201 weeks
101-.83983 -.45044 (101*2π)/1201 weeks
102-.44064 .24693 (102*2π)/1201 weeks
103.54708 .3656 (103*2π)/1201 weeks
104.87473 -.1343 (104*2π)/1201 weeks
105.01717 -.36768 (105*2π)/1201 weeks
106-.7393 .42218 (106*2π)/1201 weeks
107-.0808 .43565 (107*2π)/1201 weeks
108.76455 -.47286 (108*2π)/1201 weeks
109.368 -.68366 (109*2π)/1201 weeks
110-.08034 .31563 (110*2π)/1201 weeks
111.65553 .55805 (111*2π)/1201 weeks
112-.1773 -.31433 (112*2π)/1201 weeks
113-1.0954 -.10724 (113*2π)/1201 weeks
114-.50359 -.28228 (114*2π)/1201 weeks
115.3555 .94081 (115*2π)/1201 weeks
116.13467 -.81805 (116*2π)/1201 weeks
117-3.09608 1.22838 (117*2π)/1201 weeks
118-1.21406 3.44502 (118*2π)/1201 weeks

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