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Fourier Analysis of ACV (AllianzGI Diversified Income & )


ACV (AllianzGI Diversified Income & ) appears to have interesting cyclic behaviour every 10 weeks (.1446*sine), 10 weeks (.1298*cosine), and 8 weeks (.0905*cosine).

ACV (AllianzGI Diversified Income & ) has an average price of 17.11 (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 4/17/2017 for ACV (AllianzGI Diversified Income & ), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
017.10598   0 
11.80666 -1.43611 (1*2π)/101101 weeks
2.93206 .09194 (2*2π)/10151 weeks
3.46732 -.31897 (3*2π)/10134 weeks
4.29897 -.06136 (4*2π)/10125 weeks
5-.04052 .52368 (5*2π)/10120 weeks
6.01648 -.00001 (6*2π)/10117 weeks
7.02885 .12255 (7*2π)/10114 weeks
8-.1411 .08887 (8*2π)/10113 weeks
9.06086 -.01506 (9*2π)/10111 weeks
10.12975 .14462 (10*2π)/10110 weeks
11-.05501 -.07124 (11*2π)/1019 weeks
12-.09049 -.09639 (12*2π)/1018 weeks
13.03411 -.01194 (13*2π)/1018 weeks
14-.03862 -.06805 (14*2π)/1017 weeks
15-.05258 -.03701 (15*2π)/1017 weeks
16-.05188 -.11967 (16*2π)/1016 weeks
17.06719 .00811 (17*2π)/1016 weeks
18-.00643 -.05756 (18*2π)/1016 weeks
19.07902 -.01385 (19*2π)/1015 weeks
20-.0356 .07969 (20*2π)/1015 weeks
21-.08432 .02644 (21*2π)/1015 weeks
22.06582 -.01383 (22*2π)/1015 weeks
23-.02226 .09951 (23*2π)/1014 weeks
24-.04783 -.03595 (24*2π)/1014 weeks
25.01906 .02628 (25*2π)/1014 weeks
26.05013 .09658 (26*2π)/1014 weeks
27.01209 -.07194 (27*2π)/1014 weeks
28-.00033 -.06725 (28*2π)/1014 weeks
29-.00602 -.01601 (29*2π)/1013 weeks
30.02215 .03696 (30*2π)/1013 weeks
31.03042 .03701 (31*2π)/1013 weeks
32-.04827 .00654 (32*2π)/1013 weeks
33-.02052 -.03638 (33*2π)/1013 weeks
34.03014 -.00804 (34*2π)/1013 weeks
35.01357 .00266 (35*2π)/1013 weeks
36.04444 -.02572 (36*2π)/1013 weeks
37-.0186 .02665 (37*2π)/1013 weeks
38-.01043 .0081 (38*2π)/1013 weeks
39-.03779 -.05031 (39*2π)/1013 weeks
40-.01232 -.0377 (40*2π)/1013 weeks
41-.00227 -.01475 (41*2π)/1012 weeks
42.01262 -.0224 (42*2π)/1012 weeks
43-.02543 .00588 (43*2π)/1012 weeks
44.00504 .02726 (44*2π)/1012 weeks
45.00922 .03707 (45*2π)/1012 weeks
46.01155 .00819 (46*2π)/1012 weeks
47.0223 .021 (47*2π)/1012 weeks
48-.02937 .01951 (48*2π)/1012 weeks
49-.03037 -.01513 (49*2π)/1012 weeks
50.01327 .02177 (50*2π)/1012 weeks
51.01327 -.02177 (51*2π)/1012 weeks
52-.03037 .01513 (52*2π)/1012 weeks
53-.02937 -.01951 (53*2π)/1012 weeks
54.0223 -.021 (54*2π)/1012 weeks
55.01155 -.00819 (55*2π)/1012 weeks
56.00922 -.03707 (56*2π)/1012 weeks
57.00504 -.02726 (57*2π)/1012 weeks
58-.02543 -.00588 (58*2π)/1012 weeks
59.01262 .0224 (59*2π)/1012 weeks
60-.00227 .01475 (60*2π)/1012 weeks
61-.01232 .0377 (61*2π)/1012 weeks
62-.03779 .05031 (62*2π)/1012 weeks
63-.01043 -.0081 (63*2π)/1012 weeks
64-.0186 -.02665 (64*2π)/1012 weeks
65.04444 .02572 (65*2π)/1012 weeks
66.01357 -.00266 (66*2π)/1012 weeks
67.03014 .00804 (67*2π)/1012 weeks
68-.02052 .03638 (68*2π)/1011 weeks
69-.04827 -.00654 (69*2π)/1011 weeks
70.03042 -.03701 (70*2π)/1011 weeks
71.02215 -.03696 (71*2π)/1011 weeks
72-.00602 .01601 (72*2π)/1011 weeks
73-.00033 .06725 (73*2π)/1011 weeks
74.01209 .07194 (74*2π)/1011 weeks
75.05013 -.09658 (75*2π)/1011 weeks
76.01906 -.02628 (76*2π)/1011 weeks
77-.04783 .03595 (77*2π)/1011 weeks
78-.02226 -.09951 (78*2π)/1011 weeks
79.06582 .01383 (79*2π)/1011 weeks
80-.08432 -.02644 (80*2π)/1011 weeks
81-.0356 -.07969 (81*2π)/1011 weeks
82.07902 .01385 (82*2π)/1011 weeks
83-.00643 .05756 (83*2π)/1011 weeks
84.06719 -.00811 (84*2π)/1011 weeks
85-.05188 .11967 (85*2π)/1011 weeks
86-.05258 .03701 (86*2π)/1011 weeks
87-.03862 .06805 (87*2π)/1011 weeks
88.03411 .01194 (88*2π)/1011 weeks
89-.09049 .09639 (89*2π)/1011 weeks
90-.05501 .07124 (90*2π)/1011 weeks
91.12975 -.14462 (91*2π)/1011 weeks
92.06086 .01506 (92*2π)/1011 weeks
93-.1411 -.08887 (93*2π)/1011 weeks
94.02885 -.12255 (94*2π)/1011 weeks
95.01648 .00001 (95*2π)/1011 weeks
96-.04052 -.52368 (96*2π)/1011 weeks
97.29897 .06136 (97*2π)/1011 weeks
98.46732 .31897 (98*2π)/1011 weeks
99.93206 -.09194 (99*2π)/1011 weeks



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