Back to list of Stocks    See Also: Seasonal Analysis of ABIGenetic Algorithms Stock Portfolio Generator, and Fourier Calculator

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


ABI (Safety First Trust Series 2009-) appears to have interesting cyclic behaviour every 8 weeks (.9325*sine), 6 weeks (.8292*cosine), and 5 weeks (.6387*cosine).

ABI (Safety First Trust Series 2009-) has an average price of 12.31 (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 1/9/2017 for ABI (Safety First Trust Series 2009-), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
012.31152   0 
1.86646 -4.04657 (1*2π)/126126 weeks
2-2.44469 -2.53263 (2*2π)/12663 weeks
3-2.73773 .76135 (3*2π)/12642 weeks
41.31574 .57292 (4*2π)/12632 weeks
5-.04341 -.76997 (5*2π)/12625 weeks
6.32588 .80722 (6*2π)/12621 weeks
7.0507 .53035 (7*2π)/12618 weeks
8.56533 -.61916 (8*2π)/12616 weeks
9-.12266 -1.05943 (9*2π)/12614 weeks
10.37207 -.00429 (10*2π)/12613 weeks
11.81173 -.55296 (11*2π)/12611 weeks
12-.1269 -.19718 (12*2π)/12611 weeks
13-.25692 .7851 (13*2π)/12610 weeks
14.32737 .10037 (14*2π)/1269 weeks
15.02865 -.93248 (15*2π)/1268 weeks
16-.33495 -.13399 (16*2π)/1268 weeks
17.51925 .47665 (17*2π)/1267 weeks
18.80815 -.07493 (18*2π)/1267 weeks
19-.13433 -.46418 (19*2π)/1267 weeks
20-.82918 .18489 (20*2π)/1266 weeks
21.18138 -.17687 (21*2π)/1266 weeks
22.27772 -.69587 (22*2π)/1266 weeks
23-.31943 -.28086 (23*2π)/1265 weeks
24-.3364 .55647 (24*2π)/1265 weeks
25.36192 -.00186 (25*2π)/1265 weeks
26-.36476 -.4979 (26*2π)/1265 weeks
27-.07512 -.16916 (27*2π)/1265 weeks
28.63871 -.02348 (28*2π)/1265 weeks
29.2762 -.17434 (29*2π)/1264 weeks
30-.55594 .01201 (30*2π)/1264 weeks
31-.25776 .23297 (31*2π)/1264 weeks
32.23232 -.16762 (32*2π)/1264 weeks
33.04931 -.67364 (33*2π)/1264 weeks
34-.07655 -.08468 (34*2π)/1264 weeks
35.28499 .2705 (35*2π)/1264 weeks
36-.1036 -.14411 (36*2π)/1264 weeks
37-.5312 -.14476 (37*2π)/1263 weeks
38-.28644 .16258 (38*2π)/1263 weeks
39.23798 -.36693 (39*2π)/1263 weeks
40-.06032 -.45872 (40*2π)/1263 weeks
41.03482 .28067 (41*2π)/1263 weeks
42.09489 .37938 (42*2π)/1263 weeks
43-.06419 -.33342 (43*2π)/1263 weeks
44-.21424 -.36144 (44*2π)/1263 weeks
45.07108 -.11592 (45*2π)/1263 weeks
46.29825 -.0451 (46*2π)/1263 weeks
47.14326 -.10559 (47*2π)/1263 weeks
48-.43344 .13865 (48*2π)/1263 weeks
49-.09888 -.14838 (49*2π)/1263 weeks
50-.13505 -.42831 (50*2π)/1263 weeks
51-.02528 -.12742 (51*2π)/1262 weeks
52-.21555 .19336 (52*2π)/1262 weeks
53.07939 .1884 (53*2π)/1262 weeks
54-.29593 .01401 (54*2π)/1262 weeks
55-.15072 .03175 (55*2π)/1262 weeks
56.16582 -.16924 (56*2π)/1262 weeks
57.16155 -.12587 (57*2π)/1262 weeks
58.01169 .10456 (58*2π)/1262 weeks
59-.0284 -.00056 (59*2π)/1262 weeks
60-.2437 -.18257 (60*2π)/1262 weeks
61-.4033 -.21038 (61*2π)/1262 weeks
62-.01404 -.07572 (62*2π)/1262 weeks
63.37849   (63*2π)/1262 weeks
64-.01404 .07572 (64*2π)/1262 weeks
65-.4033 .21038 (65*2π)/1262 weeks
66-.2437 .18257 (66*2π)/1262 weeks
67-.0284 .00056 (67*2π)/1262 weeks
68.01169 -.10456 (68*2π)/1262 weeks
69.16155 .12587 (69*2π)/1262 weeks
70.16582 .16924 (70*2π)/1262 weeks
71-.15072 -.03175 (71*2π)/1262 weeks
72-.29593 -.01401 (72*2π)/1262 weeks
73.07939 -.1884 (73*2π)/1262 weeks
74-.21555 -.19336 (74*2π)/1262 weeks
75-.02528 .12742 (75*2π)/1262 weeks
76-.13505 .42831 (76*2π)/1262 weeks
77-.09888 .14838 (77*2π)/1262 weeks
78-.43344 -.13865 (78*2π)/1262 weeks
79.14326 .10559 (79*2π)/1262 weeks
80.29825 .0451 (80*2π)/1262 weeks
81.07108 .11592 (81*2π)/1262 weeks
82-.21424 .36144 (82*2π)/1262 weeks
83-.06419 .33342 (83*2π)/1262 weeks
84.09489 -.37938 (84*2π)/1262 weeks
85.03482 -.28067 (85*2π)/1261 weeks
86-.06032 .45872 (86*2π)/1261 weeks
87.23798 .36693 (87*2π)/1261 weeks
88-.28644 -.16258 (88*2π)/1261 weeks
89-.5312 .14476 (89*2π)/1261 weeks
90-.1036 .14411 (90*2π)/1261 weeks
91.28499 -.2705 (91*2π)/1261 weeks
92-.07655 .08468 (92*2π)/1261 weeks
93.04931 .67364 (93*2π)/1261 weeks
94.23232 .16762 (94*2π)/1261 weeks
95-.25776 -.23297 (95*2π)/1261 weeks
96-.55594 -.01201 (96*2π)/1261 weeks
97.2762 .17434 (97*2π)/1261 weeks
98.63871 .02348 (98*2π)/1261 weeks
99-.07512 .16916 (99*2π)/1261 weeks
100-.36476 .4979 (100*2π)/1261 weeks
101.36192 .00186 (101*2π)/1261 weeks
102-.3364 -.55647 (102*2π)/1261 weeks
103-.31943 .28086 (103*2π)/1261 weeks
104.27772 .69587 (104*2π)/1261 weeks
105.18138 .17687 (105*2π)/1261 weeks
106-.82918 -.18489 (106*2π)/1261 weeks
107-.13433 .46418 (107*2π)/1261 weeks
108.80815 .07493 (108*2π)/1261 weeks
109.51925 -.47665 (109*2π)/1261 weeks
110-.33495 .13399 (110*2π)/1261 weeks
111.02865 .93248 (111*2π)/1261 weeks
112.32737 -.10037 (112*2π)/1261 weeks
113-.25692 -.7851 (113*2π)/1261 weeks
114-.1269 .19718 (114*2π)/1261 weeks
115.81173 .55296 (115*2π)/1261 weeks
116.37207 .00429 (116*2π)/1261 weeks
117-.12266 1.05943 (117*2π)/1261 weeks
118.56533 .61916 (118*2π)/1261 weeks
119.0507 -.53035 (119*2π)/1261 weeks
120.32588 -.80722 (120*2π)/1261 weeks
121-.04341 .76997 (121*2π)/1261 weeks
1221.31574 -.57292 (122*2π)/1261 weeks
123-2.73773 -.76135 (123*2π)/1261 weeks
124-2.44469 2.53263 (124*2π)/1261 weeks

Problems, Comments, Suggestions? Click here to contact Greg Thatcher

Please read my Disclaimer





Copyright (c) 2013 Thatcher Development Software, LLC. All rights reserved. No claim to original U.S. Gov't works.