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

Fourier Analysis of ADT (ADT Corporation Common Stock)


ADT (ADT Corporation Common Stock) appears to have interesting cyclic behaviour every 17 weeks (.7889*sine), 16 weeks (.588*cosine), and 9 weeks (.4004*cosine).

ADT (ADT Corporation Common Stock) has an average price of 37.03 (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 10/1/2012 to 11/28/2016 for ADT (ADT Corporation Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
037.03228   0 
14.57209 .54557 (1*2π)/218218 weeks
21.61069 1.3694 (2*2π)/218109 weeks
3-1.24633 -1.9543 (3*2π)/21873 weeks
4-.87478 .50348 (4*2π)/21855 weeks
5-.64568 1.47784 (5*2π)/21844 weeks
6-1.43913 -.83157 (6*2π)/21836 weeks
7.82085 -.19869 (7*2π)/21831 weeks
8.07416 -.83419 (8*2π)/21827 weeks
9-.89212 -.5224 (9*2π)/21824 weeks
10-.07149 -.02561 (10*2π)/21822 weeks
11.09347 .55186 (11*2π)/21820 weeks
12.12327 -.05311 (12*2π)/21818 weeks
13-.17063 -.78887 (13*2π)/21817 weeks
14-.58803 -.21225 (14*2π)/21816 weeks
15-.19111 -.0635 (15*2π)/21815 weeks
16.18277 .19568 (16*2π)/21814 weeks
17.20442 -.30805 (17*2π)/21813 weeks
18-.17522 -.21114 (18*2π)/21812 weeks
19-.30939 -.43935 (19*2π)/21811 weeks
20.11461 .18387 (20*2π)/21811 weeks
21-.29183 .16965 (21*2π)/21810 weeks
22.3408 -.10701 (22*2π)/21810 weeks
23-.11805 -.3492 (23*2π)/2189 weeks
24-.40045 -.06341 (24*2π)/2189 weeks
25-.29285 -.10703 (25*2π)/2189 weeks
26.26663 -.28418 (26*2π)/2188 weeks
27.13941 .12771 (27*2π)/2188 weeks
28.17643 -.09135 (28*2π)/2188 weeks
29-.35722 -.23314 (29*2π)/2188 weeks
30.03565 .16553 (30*2π)/2187 weeks
31-.24403 .06948 (31*2π)/2187 weeks
32.03035 .05214 (32*2π)/2187 weeks
33-.0541 -.38795 (33*2π)/2187 weeks
34-.04601 .042 (34*2π)/2186 weeks
35-.29783 -.16421 (35*2π)/2186 weeks
36-.02148 .10631 (36*2π)/2186 weeks
37.00725 -.02622 (37*2π)/2186 weeks
38-.15863 -.29621 (38*2π)/2186 weeks
39.06173 -.05555 (39*2π)/2186 weeks
40-.21718 -.04375 (40*2π)/2185 weeks
41-.18561 -.13209 (41*2π)/2185 weeks
42-.00608 -.1296 (42*2π)/2185 weeks
43.14697 -.04301 (43*2π)/2185 weeks
44-.04555 -.29408 (44*2π)/2185 weeks
45-.08785 -.00935 (45*2π)/2185 weeks
46-.20396 -.06446 (46*2π)/2185 weeks
47.07454 -.11051 (47*2π)/2185 weeks
48.20432 -.15224 (48*2π)/2185 weeks
49.06701 -.02038 (49*2π)/2184 weeks
50-.20939 -.1427 (50*2π)/2184 weeks
51-.0308 -.02131 (51*2π)/2184 weeks
52.067 .01834 (52*2π)/2184 weeks
53.13924 .0884 (53*2π)/2184 weeks
54-.01333 -.31503 (54*2π)/2184 weeks
55-.12524 -.03329 (55*2π)/2184 weeks
56-.03787 .15334 (56*2π)/2184 weeks
57-.03061 .05004 (57*2π)/2184 weeks
58.109 -.15284 (58*2π)/2184 weeks
59.01192 -.10927 (59*2π)/2184 weeks
60-.21263 -.06785 (60*2π)/2184 weeks
61-.02325 .07637 (61*2π)/2184 weeks
62.13539 .03292 (62*2π)/2184 weeks
63-.0872 -.07186 (63*2π)/2183 weeks
64.00558 -.14725 (64*2π)/2183 weeks
65.0261 -.00306 (65*2π)/2183 weeks
66-.18797 .07 (66*2π)/2183 weeks
67-.03403 -.00795 (67*2π)/2183 weeks
68.12886 -.00998 (68*2π)/2183 weeks
69-.134 -.14372 (69*2π)/2183 weeks
70-.06318 -.12088 (70*2π)/2183 weeks
71.00686 .00316 (71*2π)/2183 weeks
72-.0401 .1031 (72*2π)/2183 weeks
73-.03927 -.11602 (73*2π)/2183 weeks
74.10727 -.11325 (74*2π)/2183 weeks
75-.00427 -.06543 (75*2π)/2183 weeks
76-.18407 .03231 (76*2π)/2183 weeks
77.04255 -.0154 (77*2π)/2183 weeks
78.05356 .06148 (78*2π)/2183 weeks
79-.01234 -.13367 (79*2π)/2183 weeks
80-.05608 -.13725 (80*2π)/2183 weeks
81-.06808 -.04059 (81*2π)/2183 weeks
82.04822 .10079 (82*2π)/2183 weeks
83.06235 -.0736 (83*2π)/2183 weeks
84.01026 -.03548 (84*2π)/2183 weeks
85.0282 -.11423 (85*2π)/2183 weeks
86-.03573 -.05349 (86*2π)/2183 weeks
87.09121 .12128 (87*2π)/2183 weeks
88-.02383 .06826 (88*2π)/2182 weeks
89.1455 -.01565 (89*2π)/2182 weeks
90-.04543 -.03048 (90*2π)/2182 weeks
91-.14033 .08392 (91*2π)/2182 weeks
92-.0171 -.03188 (92*2π)/2182 weeks
93.07468 .12791 (93*2π)/2182 weeks
94-.04954 -.01573 (94*2π)/2182 weeks
95-.04334 -.025 (95*2π)/2182 weeks
96-.03525 -.11116 (96*2π)/2182 weeks
97-.07503 .14684 (97*2π)/2182 weeks
98.05325 .01687 (98*2π)/2182 weeks
99-.04427 .04754 (99*2π)/2182 weeks
100.05716 -.09819 (100*2π)/2182 weeks
101-.18395 .09498 (101*2π)/2182 weeks
102-.11972 -.06428 (102*2π)/2182 weeks
103.03936 .0045 (103*2π)/2182 weeks
104.09406 .05046 (104*2π)/2182 weeks
105-.00482 -.14207 (105*2π)/2182 weeks
106-.09705 .06699 (106*2π)/2182 weeks
107-.07589 .18137 (107*2π)/2182 weeks
108-.01892 -.10742 (108*2π)/2182 weeks
109-.04252   (109*2π)/2182 weeks
110-.01892 .10742 (110*2π)/2182 weeks
111-.07589 -.18137 (111*2π)/2182 weeks
112-.09705 -.06699 (112*2π)/2182 weeks
113-.00482 .14207 (113*2π)/2182 weeks
114.09406 -.05046 (114*2π)/2182 weeks
115.03936 -.0045 (115*2π)/2182 weeks
116-.11972 .06428 (116*2π)/2182 weeks
117-.18395 -.09498 (117*2π)/2182 weeks
118.05716 .09819 (118*2π)/2182 weeks
119-.04427 -.04754 (119*2π)/2182 weeks
120.05325 -.01687 (120*2π)/2182 weeks
121-.07503 -.14684 (121*2π)/2182 weeks
122-.03525 .11116 (122*2π)/2182 weeks
123-.04334 .025 (123*2π)/2182 weeks
124-.04954 .01573 (124*2π)/2182 weeks
125.07468 -.12791 (125*2π)/2182 weeks
126-.0171 .03188 (126*2π)/2182 weeks
127-.14033 -.08392 (127*2π)/2182 weeks
128-.04543 .03048 (128*2π)/2182 weeks
129.1455 .01565 (129*2π)/2182 weeks
130-.02383 -.06826 (130*2π)/2182 weeks
131.09121 -.12128 (131*2π)/2182 weeks
132-.03573 .05349 (132*2π)/2182 weeks
133.0282 .11423 (133*2π)/2182 weeks
134.01026 .03548 (134*2π)/2182 weeks
135.06235 .0736 (135*2π)/2182 weeks
136.04822 -.10079 (136*2π)/2182 weeks
137-.06808 .04059 (137*2π)/2182 weeks
138-.05608 .13725 (138*2π)/2182 weeks
139-.01234 .13367 (139*2π)/2182 weeks
140.05356 -.06148 (140*2π)/2182 weeks
141.04255 .0154 (141*2π)/2182 weeks
142-.18407 -.03231 (142*2π)/2182 weeks
143-.00427 .06543 (143*2π)/2182 weeks
144.10727 .11325 (144*2π)/2182 weeks
145-.03927 .11602 (145*2π)/2182 weeks
146-.0401 -.1031 (146*2π)/2181 weeks
147.00686 -.00316 (147*2π)/2181 weeks
148-.06318 .12088 (148*2π)/2181 weeks
149-.134 .14372 (149*2π)/2181 weeks
150.12886 .00998 (150*2π)/2181 weeks
151-.03403 .00795 (151*2π)/2181 weeks
152-.18797 -.07 (152*2π)/2181 weeks
153.0261 .00306 (153*2π)/2181 weeks
154.00558 .14725 (154*2π)/2181 weeks
155-.0872 .07186 (155*2π)/2181 weeks
156.13539 -.03292 (156*2π)/2181 weeks
157-.02325 -.07637 (157*2π)/2181 weeks
158-.21263 .06785 (158*2π)/2181 weeks
159.01192 .10927 (159*2π)/2181 weeks
160.109 .15284 (160*2π)/2181 weeks
161-.03061 -.05004 (161*2π)/2181 weeks
162-.03787 -.15334 (162*2π)/2181 weeks
163-.12524 .03329 (163*2π)/2181 weeks
164-.01333 .31503 (164*2π)/2181 weeks
165.13924 -.0884 (165*2π)/2181 weeks
166.067 -.01834 (166*2π)/2181 weeks
167-.0308 .02131 (167*2π)/2181 weeks
168-.20939 .1427 (168*2π)/2181 weeks
169.06701 .02038 (169*2π)/2181 weeks
170.20432 .15224 (170*2π)/2181 weeks
171.07454 .11051 (171*2π)/2181 weeks
172-.20396 .06446 (172*2π)/2181 weeks
173-.08785 .00935 (173*2π)/2181 weeks
174-.04555 .29408 (174*2π)/2181 weeks
175.14697 .04301 (175*2π)/2181 weeks
176-.00608 .1296 (176*2π)/2181 weeks
177-.18561 .13209 (177*2π)/2181 weeks
178-.21718 .04375 (178*2π)/2181 weeks
179.06173 .05555 (179*2π)/2181 weeks
180-.15863 .29621 (180*2π)/2181 weeks
181.00725 .02622 (181*2π)/2181 weeks
182-.02148 -.10631 (182*2π)/2181 weeks
183-.29783 .16421 (183*2π)/2181 weeks
184-.04601 -.042 (184*2π)/2181 weeks
185-.0541 .38795 (185*2π)/2181 weeks
186.03035 -.05214 (186*2π)/2181 weeks
187-.24403 -.06948 (187*2π)/2181 weeks
188.03565 -.16553 (188*2π)/2181 weeks
189-.35722 .23314 (189*2π)/2181 weeks
190.17643 .09135 (190*2π)/2181 weeks
191.13941 -.12771 (191*2π)/2181 weeks
192.26663 .28418 (192*2π)/2181 weeks
193-.29285 .10703 (193*2π)/2181 weeks
194-.40045 .06341 (194*2π)/2181 weeks
195-.11805 .3492 (195*2π)/2181 weeks
196.3408 .10701 (196*2π)/2181 weeks
197-.29183 -.16965 (197*2π)/2181 weeks
198.11461 -.18387 (198*2π)/2181 weeks
199-.30939 .43935 (199*2π)/2181 weeks
200-.17522 .21114 (200*2π)/2181 weeks
201.20442 .30805 (201*2π)/2181 weeks
202.18277 -.19568 (202*2π)/2181 weeks
203-.19111 .0635 (203*2π)/2181 weeks
204-.58803 .21225 (204*2π)/2181 weeks
205-.17063 .78887 (205*2π)/2181 weeks
206.12327 .05311 (206*2π)/2181 weeks
207.09347 -.55186 (207*2π)/2181 weeks
208-.07149 .02561 (208*2π)/2181 weeks
209-.89212 .5224 (209*2π)/2181 weeks
210.07416 .83419 (210*2π)/2181 weeks
211.82085 .19869 (211*2π)/2181 weeks
212-1.43913 .83157 (212*2π)/2181 weeks
213-.64568 -1.47784 (213*2π)/2181 weeks
214-.87478 -.50348 (214*2π)/2181 weeks
215-1.24633 1.9543 (215*2π)/2181 weeks
2161.61069 -1.3694 (216*2π)/2181 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.