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Fourier Analysis of ACV (AllianzGI Diversified Income & )


ACV (AllianzGI Diversified Income & ) appears to have interesting cyclic behaviour every 5 weeks (.1419*sine), 5 weeks (.1309*cosine), and 4 weeks (.0833*cosine).

ACV (AllianzGI Diversified Income & ) has an average price of 17.08 (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 1/9/2017 for ACV (AllianzGI Diversified Income & ), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
017.08016   0 
11.77907 -.82224 (1*2π)/8787 weeks
2.42603 .45389 (2*2π)/8744 weeks
3.55356 .2824 (3*2π)/8729 weeks
4.54152 .63955 (4*2π)/8722 weeks
5-.02652 .03894 (5*2π)/8717 weeks
6.0675 .18147 (6*2π)/8715 weeks
7-.15772 .07121 (7*2π)/8712 weeks
8.07414 .02214 (8*2π)/8711 weeks
9-.12116 .23676 (9*2π)/8710 weeks
10-.05444 .08293 (10*2π)/879 weeks
11.10023 .01701 (11*2π)/878 weeks
12-.01075 .00084 (12*2π)/877 weeks
13-.01694 .01762 (13*2π)/877 weeks
14.05024 -.11425 (14*2π)/876 weeks
15.02766 .06076 (15*2π)/876 weeks
16.09899 -.0209 (16*2π)/875 weeks
17.06257 .14192 (17*2π)/875 weeks
18-.03623 .05885 (18*2π)/875 weeks
19.13087 -.0004 (19*2π)/875 weeks
20-.02306 .09923 (20*2π)/874 weeks
21.05901 -.04675 (21*2π)/874 weeks
22.08326 -.00157 (22*2π)/874 weeks
23-.07709 -.03469 (23*2π)/874 weeks
24-.00884 -.02719 (24*2π)/874 weeks
25.01516 .00803 (25*2π)/873 weeks
26.02471 .05902 (26*2π)/873 weeks
27.01172 .09358 (27*2π)/873 weeks
28-.02078 .00045 (28*2π)/873 weeks
29.05004 -.01802 (29*2π)/873 weeks
30.03399 .01927 (30*2π)/873 weeks
31.06398 -.0097 (31*2π)/873 weeks
32-.01352 .03936 (32*2π)/873 weeks
33-.02081 .03584 (33*2π)/873 weeks
34.0182 -.02888 (34*2π)/873 weeks
35.04181 -.01802 (35*2π)/872 weeks
36.04068 -.02664 (36*2π)/872 weeks
37.01211 .00899 (37*2π)/872 weeks
38.03534 .02054 (38*2π)/872 weeks
39.01673 .03064 (39*2π)/872 weeks
40.03506 .015 (40*2π)/872 weeks
41.0091 .05335 (41*2π)/872 weeks
42-.01162 .00235 (42*2π)/872 weeks
43.04834 .01878 (43*2π)/872 weeks
44.04834 -.01878 (44*2π)/872 weeks
45-.01162 -.00235 (45*2π)/872 weeks
46.0091 -.05335 (46*2π)/872 weeks
47.03506 -.015 (47*2π)/872 weeks
48.01673 -.03064 (48*2π)/872 weeks
49.03534 -.02054 (49*2π)/872 weeks
50.01211 -.00899 (50*2π)/872 weeks
51.04068 .02664 (51*2π)/872 weeks
52.04181 .01802 (52*2π)/872 weeks
53.0182 .02888 (53*2π)/872 weeks
54-.02081 -.03584 (54*2π)/872 weeks
55-.01352 -.03936 (55*2π)/872 weeks
56.06398 .0097 (56*2π)/872 weeks
57.03399 -.01927 (57*2π)/872 weeks
58.05004 .01802 (58*2π)/872 weeks
59-.02078 -.00045 (59*2π)/871 weeks
60.01172 -.09358 (60*2π)/871 weeks
61.02471 -.05902 (61*2π)/871 weeks
62.01516 -.00803 (62*2π)/871 weeks
63-.00884 .02719 (63*2π)/871 weeks
64-.07709 .03469 (64*2π)/871 weeks
65.08326 .00157 (65*2π)/871 weeks
66.05901 .04675 (66*2π)/871 weeks
67-.02306 -.09923 (67*2π)/871 weeks
68.13087 .0004 (68*2π)/871 weeks
69-.03623 -.05885 (69*2π)/871 weeks
70.06257 -.14192 (70*2π)/871 weeks
71.09899 .0209 (71*2π)/871 weeks
72.02766 -.06076 (72*2π)/871 weeks
73.05024 .11425 (73*2π)/871 weeks
74-.01694 -.01762 (74*2π)/871 weeks
75-.01075 -.00084 (75*2π)/871 weeks
76.10023 -.01701 (76*2π)/871 weeks
77-.05444 -.08293 (77*2π)/871 weeks
78-.12116 -.23676 (78*2π)/871 weeks
79.07414 -.02214 (79*2π)/871 weeks
80-.15772 -.07121 (80*2π)/871 weeks
81.0675 -.18147 (81*2π)/871 weeks
82-.02652 -.03894 (82*2π)/871 weeks
83.54152 -.63955 (83*2π)/871 weeks
84.55356 -.2824 (84*2π)/871 weeks
85.42603 -.45389 (85*2π)/871 weeks

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