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Fourier Analysis of ACV (AllianzGI Diversified Income & )


ACV (AllianzGI Diversified Income & ) appears to have interesting cyclic behaviour every 5 weeks (.1521*sine), 4 weeks (.1499*sine), and 5 weeks (.1253*cosine).

ACV (AllianzGI Diversified Income & ) has an average price of 17.26 (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 5/21/2015 to 11/28/2016 for ACV (AllianzGI Diversified Income & ), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
017.25875   0 
11.88401 -.56869 (1*2π)/8181 weeks
2.30207 .36861 (2*2π)/8141 weeks
3.44565 .36434 (3*2π)/8127 weeks
4.07034 .90944 (4*2π)/8120 weeks
5.14204 .24203 (5*2π)/8116 weeks
6.01162 .36075 (6*2π)/8114 weeks
7.02878 .04463 (7*2π)/8112 weeks
8.14114 .28942 (8*2π)/8110 weeks
9-.02657 .05475 (9*2π)/819 weeks
10.04808 -.05781 (10*2π)/818 weeks
11-.0373 .03942 (11*2π)/817 weeks
12-.01217 .04127 (12*2π)/817 weeks
13.04341 -.10824 (13*2π)/816 weeks
14.02575 .07375 (14*2π)/816 weeks
15.12529 -.00181 (15*2π)/815 weeks
16.0221 .15211 (16*2π)/815 weeks
17-.05806 .01444 (17*2π)/815 weeks
18.1098 .11332 (18*2π)/815 weeks
19-.08404 .03026 (19*2π)/814 weeks
20.03829 .04108 (20*2π)/814 weeks
21-.01453 .1499 (21*2π)/814 weeks
22.04061 .01962 (22*2π)/814 weeks
23.07435 .03367 (23*2π)/814 weeks
24.08928 .0668 (24*2π)/813 weeks
25.0652 .09257 (25*2π)/813 weeks
26-.00479 .00543 (26*2π)/813 weeks
27.07198 -.01565 (27*2π)/813 weeks
28.0501 .02782 (28*2π)/813 weeks
29.10003 .01795 (29*2π)/813 weeks
30.00947 .02401 (30*2π)/813 weeks
31-.02839 .007 (31*2π)/813 weeks
32.03441 -.01458 (32*2π)/813 weeks
33.04535 .00863 (33*2π)/812 weeks
34.07601 .03078 (34*2π)/812 weeks
35.06884 .00734 (35*2π)/812 weeks
36.05427 .03128 (36*2π)/812 weeks
37.0479 .00776 (37*2π)/812 weeks
38.04232 .0538 (38*2π)/812 weeks
39.00005 .00601 (39*2π)/812 weeks
40.06529 .01422 (40*2π)/812 weeks
41.06529 -.01422 (41*2π)/812 weeks
42.00005 -.00601 (42*2π)/812 weeks
43.04232 -.0538 (43*2π)/812 weeks
44.0479 -.00776 (44*2π)/812 weeks
45.05427 -.03128 (45*2π)/812 weeks
46.06884 -.00734 (46*2π)/812 weeks
47.07601 -.03078 (47*2π)/812 weeks
48.04535 -.00863 (48*2π)/812 weeks
49.03441 .01458 (49*2π)/812 weeks
50-.02839 -.007 (50*2π)/812 weeks
51.00947 -.02401 (51*2π)/812 weeks
52.10003 -.01795 (52*2π)/812 weeks
53.0501 -.02782 (53*2π)/812 weeks
54.07198 .01565 (54*2π)/812 weeks
55-.00479 -.00543 (55*2π)/811 weeks
56.0652 -.09257 (56*2π)/811 weeks
57.08928 -.0668 (57*2π)/811 weeks
58.07435 -.03367 (58*2π)/811 weeks
59.04061 -.01962 (59*2π)/811 weeks
60-.01453 -.1499 (60*2π)/811 weeks
61.03829 -.04108 (61*2π)/811 weeks
62-.08404 -.03026 (62*2π)/811 weeks
63.1098 -.11332 (63*2π)/811 weeks
64-.05806 -.01444 (64*2π)/811 weeks
65.0221 -.15211 (65*2π)/811 weeks
66.12529 .00181 (66*2π)/811 weeks
67.02575 -.07375 (67*2π)/811 weeks
68.04341 .10824 (68*2π)/811 weeks
69-.01217 -.04127 (69*2π)/811 weeks
70-.0373 -.03942 (70*2π)/811 weeks
71.04808 .05781 (71*2π)/811 weeks
72-.02657 -.05475 (72*2π)/811 weeks
73.14114 -.28942 (73*2π)/811 weeks
74.02878 -.04463 (74*2π)/811 weeks
75.01162 -.36075 (75*2π)/811 weeks
76.14204 -.24203 (76*2π)/811 weeks
77.07034 -.90944 (77*2π)/811 weeks
78.44565 -.36434 (78*2π)/811 weeks
79.30207 -.36861 (79*2π)/811 weeks

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