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Fourier Analysis of ALFA (AlphaClone Alternative Alpha ET)


ALFA (AlphaClone Alternative Alpha ET) appears to have interesting cyclic behaviour every 24 weeks (.4463*sine), 20 weeks (.4307*sine), and 21 weeks (.3079*sine).

ALFA (AlphaClone Alternative Alpha ET) has an average price of 35.94 (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 5/31/2012 to 11/28/2016 for ALFA (AlphaClone Alternative Alpha ET), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
035.93543   0 
1-5.85938 -4.23072 (1*2π)/236236 weeks
2-.76624 .2044 (2*2π)/236118 weeks
31.72407 -1.08672 (3*2π)/23679 weeks
4-.40831 -1.37167 (4*2π)/23659 weeks
5-.2822 -.69041 (5*2π)/23647 weeks
6.11749 -.34878 (6*2π)/23639 weeks
7-.46028 -.56446 (7*2π)/23634 weeks
8-.33826 -.3858 (8*2π)/23630 weeks
9-.34403 -.14234 (9*2π)/23626 weeks
10-.09895 -.44627 (10*2π)/23624 weeks
11-.03192 -.3079 (11*2π)/23621 weeks
12-.26029 -.43073 (12*2π)/23620 weeks
13.14694 -.14613 (13*2π)/23618 weeks
14.10502 -.25172 (14*2π)/23617 weeks
15.01532 -.22029 (15*2π)/23616 weeks
16.0479 -.11758 (16*2π)/23615 weeks
17-.28313 -.18427 (17*2π)/23614 weeks
18.17116 -.13326 (18*2π)/23613 weeks
19-.19058 -.22137 (19*2π)/23612 weeks
20.10708 -.1511 (20*2π)/23612 weeks
21-.30684 -.09932 (21*2π)/23611 weeks
22-.04872 -.04866 (22*2π)/23611 weeks
23.05849 -.2301 (23*2π)/23610 weeks
24.09066 -.05116 (24*2π)/23610 weeks
25-.21651 -.08851 (25*2π)/2369 weeks
26.05343 -.14333 (26*2π)/2369 weeks
27-.06256 -.27222 (27*2π)/2369 weeks
28.07336 -.14432 (28*2π)/2368 weeks
29-.09575 -.03734 (29*2π)/2368 weeks
30-.05029 -.20596 (30*2π)/2368 weeks
31-.12349 -.2149 (31*2π)/2368 weeks
32-.16574 .02184 (32*2π)/2367 weeks
33.03223 -.12109 (33*2π)/2367 weeks
34-.02841 -.06965 (34*2π)/2367 weeks
35-.04148 -.15394 (35*2π)/2367 weeks
36-.05437 -.12166 (36*2π)/2367 weeks
37-.06531 -.10153 (37*2π)/2366 weeks
38-.15289 -.17471 (38*2π)/2366 weeks
39-.07899 -.0342 (39*2π)/2366 weeks
40-.07677 -.03888 (40*2π)/2366 weeks
41-.09157 -.09043 (41*2π)/2366 weeks
42-.0796 -.09509 (42*2π)/2366 weeks
43.00339 -.00909 (43*2π)/2365 weeks
44-.03443 -.12709 (44*2π)/2365 weeks
45.02983 -.11204 (45*2π)/2365 weeks
46-.12046 .0254 (46*2π)/2365 weeks
47-.02213 -.04983 (47*2π)/2365 weeks
48-.06129 -.08163 (48*2π)/2365 weeks
49-.06561 -.04687 (49*2π)/2365 weeks
50-.12752 -.05509 (50*2π)/2365 weeks
51-.10155 .00487 (51*2π)/2365 weeks
52-.02235 -.10861 (52*2π)/2365 weeks
53.01039 -.00028 (53*2π)/2364 weeks
54-.12146 -.09809 (54*2π)/2364 weeks
55-.07727 .04615 (55*2π)/2364 weeks
56-.11443 -.08627 (56*2π)/2364 weeks
57-.05909 .03328 (57*2π)/2364 weeks
58.00542 -.10143 (58*2π)/2364 weeks
59-.11317 -.04827 (59*2π)/2364 weeks
60-.09891 -.00679 (60*2π)/2364 weeks
61-.03237 -.02007 (61*2π)/2364 weeks
62.01905 -.01461 (62*2π)/2364 weeks
63-.05655 -.09969 (63*2π)/2364 weeks
64-.03141 .02357 (64*2π)/2364 weeks
65.00485 -.00336 (65*2π)/2364 weeks
66-.00174 -.00723 (66*2π)/2364 weeks
67-.01527 -.02122 (67*2π)/2364 weeks
68-.05973 -.03555 (68*2π)/2363 weeks
69-.07922 -.00485 (69*2π)/2363 weeks
70-.03267 .06871 (70*2π)/2363 weeks
71-.03026 -.08509 (71*2π)/2363 weeks
72-.05033 -.04154 (72*2π)/2363 weeks
73-.0817 -.05453 (73*2π)/2363 weeks
74-.01208 -.03376 (74*2π)/2363 weeks
75-.04268 -.05072 (75*2π)/2363 weeks
76-.07588 -.00598 (76*2π)/2363 weeks
77-.07639 -.03897 (77*2π)/2363 weeks
78-.01691 .01415 (78*2π)/2363 weeks
79-.09645 -.05054 (79*2π)/2363 weeks
80-.11552 -.04109 (80*2π)/2363 weeks
81-.01198 -.01877 (81*2π)/2363 weeks
82-.05922 -.04318 (82*2π)/2363 weeks
83-.06667 -.02009 (83*2π)/2363 weeks
84.01643 -.01887 (84*2π)/2363 weeks
85-.02245 .01614 (85*2π)/2363 weeks
86-.07582 -.03403 (86*2π)/2363 weeks
87-.03421 -.06628 (87*2π)/2363 weeks
88-.11678 -.05431 (88*2π)/2363 weeks
89.00339 -.00841 (89*2π)/2363 weeks
90-.04873 -.0257 (90*2π)/2363 weeks
91-.06444 .04257 (91*2π)/2363 weeks
92-.00498 -.07462 (92*2π)/2363 weeks
93-.06402 -.01756 (93*2π)/2363 weeks
94-.03963 .02406 (94*2π)/2363 weeks
95-.04926 -.01654 (95*2π)/2362 weeks
96-.0416 .04756 (96*2π)/2362 weeks
97-.06149 -.00914 (97*2π)/2362 weeks
98-.09417 .00155 (98*2π)/2362 weeks
99-.00842 .02245 (99*2π)/2362 weeks
100-.06606 -.04991 (100*2π)/2362 weeks
101-.07588 .03513 (101*2π)/2362 weeks
102-.06706 .05737 (102*2π)/2362 weeks
103.02678 -.04437 (103*2π)/2362 weeks
104-.0447 -.08326 (104*2π)/2362 weeks
105-.07207 .0099 (105*2π)/2362 weeks
106.00485 .05593 (106*2π)/2362 weeks
107-.10388 -.01246 (107*2π)/2362 weeks
108.00423 -.0263 (108*2π)/2362 weeks
109-.10324 .01935 (109*2π)/2362 weeks
110-.00228 -.02902 (110*2π)/2362 weeks
111-.03942 -.00683 (111*2π)/2362 weeks
112-.11252 -.00808 (112*2π)/2362 weeks
113-.00582 -.02633 (113*2π)/2362 weeks
114-.025 -.05061 (114*2π)/2362 weeks
115-.03134 .03297 (115*2π)/2362 weeks
116-.00993 .02382 (116*2π)/2362 weeks
117-.05525 -.04575 (117*2π)/2362 weeks
118-.03798   (118*2π)/2362 weeks
119-.05525 .04575 (119*2π)/2362 weeks
120-.00993 -.02382 (120*2π)/2362 weeks
121-.03134 -.03297 (121*2π)/2362 weeks
122-.025 .05061 (122*2π)/2362 weeks
123-.00582 .02633 (123*2π)/2362 weeks
124-.11252 .00808 (124*2π)/2362 weeks
125-.03942 .00683 (125*2π)/2362 weeks
126-.00228 .02902 (126*2π)/2362 weeks
127-.10324 -.01935 (127*2π)/2362 weeks
128.00423 .0263 (128*2π)/2362 weeks
129-.10388 .01246 (129*2π)/2362 weeks
130.00485 -.05593 (130*2π)/2362 weeks
131-.07207 -.0099 (131*2π)/2362 weeks
132-.0447 .08326 (132*2π)/2362 weeks
133.02678 .04437 (133*2π)/2362 weeks
134-.06706 -.05737 (134*2π)/2362 weeks
135-.07588 -.03513 (135*2π)/2362 weeks
136-.06606 .04991 (136*2π)/2362 weeks
137-.00842 -.02245 (137*2π)/2362 weeks
138-.09417 -.00155 (138*2π)/2362 weeks
139-.06149 .00914 (139*2π)/2362 weeks
140-.0416 -.04756 (140*2π)/2362 weeks
141-.04926 .01654 (141*2π)/2362 weeks
142-.03963 -.02406 (142*2π)/2362 weeks
143-.06402 .01756 (143*2π)/2362 weeks
144-.00498 .07462 (144*2π)/2362 weeks
145-.06444 -.04257 (145*2π)/2362 weeks
146-.04873 .0257 (146*2π)/2362 weeks
147.00339 .00841 (147*2π)/2362 weeks
148-.11678 .05431 (148*2π)/2362 weeks
149-.03421 .06628 (149*2π)/2362 weeks
150-.07582 .03403 (150*2π)/2362 weeks
151-.02245 -.01614 (151*2π)/2362 weeks
152.01643 .01887 (152*2π)/2362 weeks
153-.06667 .02009 (153*2π)/2362 weeks
154-.05922 .04318 (154*2π)/2362 weeks
155-.01198 .01877 (155*2π)/2362 weeks
156-.11552 .04109 (156*2π)/2362 weeks
157-.09645 .05054 (157*2π)/2362 weeks
158-.01691 -.01415 (158*2π)/2361 weeks
159-.07639 .03897 (159*2π)/2361 weeks
160-.07588 .00598 (160*2π)/2361 weeks
161-.04268 .05072 (161*2π)/2361 weeks
162-.01208 .03376 (162*2π)/2361 weeks
163-.0817 .05453 (163*2π)/2361 weeks
164-.05033 .04154 (164*2π)/2361 weeks
165-.03026 .08509 (165*2π)/2361 weeks
166-.03267 -.06871 (166*2π)/2361 weeks
167-.07922 .00485 (167*2π)/2361 weeks
168-.05973 .03555 (168*2π)/2361 weeks
169-.01527 .02122 (169*2π)/2361 weeks
170-.00174 .00723 (170*2π)/2361 weeks
171.00485 .00336 (171*2π)/2361 weeks
172-.03141 -.02357 (172*2π)/2361 weeks
173-.05655 .09969 (173*2π)/2361 weeks
174.01905 .01461 (174*2π)/2361 weeks
175-.03237 .02007 (175*2π)/2361 weeks
176-.09891 .00679 (176*2π)/2361 weeks
177-.11317 .04827 (177*2π)/2361 weeks
178.00542 .10143 (178*2π)/2361 weeks
179-.05909 -.03328 (179*2π)/2361 weeks
180-.11443 .08627 (180*2π)/2361 weeks
181-.07727 -.04615 (181*2π)/2361 weeks
182-.12146 .09809 (182*2π)/2361 weeks
183.01039 .00028 (183*2π)/2361 weeks
184-.02235 .10861 (184*2π)/2361 weeks
185-.10155 -.00487 (185*2π)/2361 weeks
186-.12752 .05509 (186*2π)/2361 weeks
187-.06561 .04687 (187*2π)/2361 weeks
188-.06129 .08163 (188*2π)/2361 weeks
189-.02213 .04983 (189*2π)/2361 weeks
190-.12046 -.0254 (190*2π)/2361 weeks
191.02983 .11204 (191*2π)/2361 weeks
192-.03443 .12709 (192*2π)/2361 weeks
193.00339 .00909 (193*2π)/2361 weeks
194-.0796 .09509 (194*2π)/2361 weeks
195-.09157 .09043 (195*2π)/2361 weeks
196-.07677 .03888 (196*2π)/2361 weeks
197-.07899 .0342 (197*2π)/2361 weeks
198-.15289 .17471 (198*2π)/2361 weeks
199-.06531 .10153 (199*2π)/2361 weeks
200-.05437 .12166 (200*2π)/2361 weeks
201-.04148 .15394 (201*2π)/2361 weeks
202-.02841 .06965 (202*2π)/2361 weeks
203.03223 .12109 (203*2π)/2361 weeks
204-.16574 -.02184 (204*2π)/2361 weeks
205-.12349 .2149 (205*2π)/2361 weeks
206-.05029 .20596 (206*2π)/2361 weeks
207-.09575 .03734 (207*2π)/2361 weeks
208.07336 .14432 (208*2π)/2361 weeks
209-.06256 .27222 (209*2π)/2361 weeks
210.05343 .14333 (210*2π)/2361 weeks
211-.21651 .08851 (211*2π)/2361 weeks
212.09066 .05116 (212*2π)/2361 weeks
213.05849 .2301 (213*2π)/2361 weeks
214-.04872 .04866 (214*2π)/2361 weeks
215-.30684 .09932 (215*2π)/2361 weeks
216.10708 .1511 (216*2π)/2361 weeks
217-.19058 .22137 (217*2π)/2361 weeks
218.17116 .13326 (218*2π)/2361 weeks
219-.28313 .18427 (219*2π)/2361 weeks
220.0479 .11758 (220*2π)/2361 weeks
221.01532 .22029 (221*2π)/2361 weeks
222.10502 .25172 (222*2π)/2361 weeks
223.14694 .14613 (223*2π)/2361 weeks
224-.26029 .43073 (224*2π)/2361 weeks
225-.03192 .3079 (225*2π)/2361 weeks
226-.09895 .44627 (226*2π)/2361 weeks
227-.34403 .14234 (227*2π)/2361 weeks
228-.33826 .3858 (228*2π)/2361 weeks
229-.46028 .56446 (229*2π)/2361 weeks
230.11749 .34878 (230*2π)/2361 weeks
231-.2822 .69041 (231*2π)/2361 weeks
232-.40831 1.37167 (232*2π)/2361 weeks
2331.72407 1.08672 (233*2π)/2361 weeks
234-.76624 -.2044 (234*2π)/2361 weeks

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