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Fourier Analysis of ALLE (Allegion plc Ordinary Shares)


ALLE (Allegion plc Ordinary Shares) appears to have interesting cyclic behaviour every 16 weeks (1.3693*sine), 11 weeks (.9898*sine), and 12 weeks (.5626*sine).

ALLE (Allegion plc Ordinary Shares) has an average price of 58.31 (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 11/18/2013 to 11/21/2016 for ALLE (Allegion plc Ordinary Shares), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
058.30517   0 
1-.65639 -7.67154 (1*2π)/158158 weeks
2.54416 -3.38117 (2*2π)/15879 weeks
3-2.27981 -2.64023 (3*2π)/15853 weeks
4-1.60308 -2.8644 (4*2π)/15840 weeks
5-.69497 -.74961 (5*2π)/15832 weeks
6.04125 -.7348 (6*2π)/15826 weeks
7-1.37095 -1.25874 (7*2π)/15823 weeks
8-.69026 -1.03147 (8*2π)/15820 weeks
91.1621 -1.18779 (9*2π)/15818 weeks
10.04349 -1.36931 (10*2π)/15816 weeks
11.02611 -.51324 (11*2π)/15814 weeks
12.39934 -.35918 (12*2π)/15813 weeks
13-.53598 -.56256 (13*2π)/15812 weeks
14-.49653 -.98977 (14*2π)/15811 weeks
15-.26108 -.49843 (15*2π)/15811 weeks
16.25852 -.09268 (16*2π)/15810 weeks
17-.09109 -.50774 (17*2π)/1589 weeks
18-.11823 -.67387 (18*2π)/1589 weeks
19-.03619 -.55928 (19*2π)/1588 weeks
20.09147 -.2599 (20*2π)/1588 weeks
21-.29045 -.55212 (21*2π)/1588 weeks
22.05733 -.46869 (22*2π)/1587 weeks
23.0328 -.26571 (23*2π)/1587 weeks
24-.20736 -.46898 (24*2π)/1587 weeks
25.14454 -.46367 (25*2π)/1586 weeks
26-.54955 -.62036 (26*2π)/1586 weeks
27-.12548 -.36224 (27*2π)/1586 weeks
28-.31665 -.36372 (28*2π)/1586 weeks
29-.23717 -.25455 (29*2π)/1585 weeks
30-.29122 -.11636 (30*2π)/1585 weeks
31-.49386 -.40894 (31*2π)/1585 weeks
32.1616 -.14724 (32*2π)/1585 weeks
33.03269 -.40174 (33*2π)/1585 weeks
34-.41659 -.24804 (34*2π)/1585 weeks
35.00171 .04778 (35*2π)/1585 weeks
36.12017 -.22682 (36*2π)/1584 weeks
37-.33262 -.31843 (37*2π)/1584 weeks
38-.24418 -.09725 (38*2π)/1584 weeks
39-.10122 -.08218 (39*2π)/1584 weeks
40-.25284 -.29678 (40*2π)/1584 weeks
41-.33728 -.18592 (41*2π)/1584 weeks
42.04962 .06134 (42*2π)/1584 weeks
43-.22765 .02667 (43*2π)/1584 weeks
44-.1902 .00415 (44*2π)/1584 weeks
45-.03608 .06682 (45*2π)/1584 weeks
46.09152 .12173 (46*2π)/1583 weeks
47-.10357 -.0158 (47*2π)/1583 weeks
48-.03627 -.05999 (48*2π)/1583 weeks
49.00976 .05555 (49*2π)/1583 weeks
50.10647 .04877 (50*2π)/1583 weeks
51-.17971 -.0612 (51*2π)/1583 weeks
52-.15704 -.12558 (52*2π)/1583 weeks
53-.13859 -.32774 (53*2π)/1583 weeks
54-.25384 -.18342 (54*2π)/1583 weeks
55-.10965 -.0657 (55*2π)/1583 weeks
56-.1956 -.08084 (56*2π)/1583 weeks
57-.1638 -.16765 (57*2π)/1583 weeks
58-.01573 -.04257 (58*2π)/1583 weeks
59.03843 -.09297 (59*2π)/1583 weeks
60-.03184 .00073 (60*2π)/1583 weeks
61-.1875 -.20479 (61*2π)/1583 weeks
62-.16413 .0154 (62*2π)/1583 weeks
63-.16018 -.04686 (63*2π)/1583 weeks
64-.08833 -.09933 (64*2π)/1582 weeks
65-.25727 -.0469 (65*2π)/1582 weeks
66-.29461 -.19158 (66*2π)/1582 weeks
67-.05267 .00438 (67*2π)/1582 weeks
68-.09116 .05194 (68*2π)/1582 weeks
69-.30746 .04046 (69*2π)/1582 weeks
70-.23742 .00693 (70*2π)/1582 weeks
71-.36797 .13972 (71*2π)/1582 weeks
72-.11424 -.25329 (72*2π)/1582 weeks
73-.06734 -.20168 (73*2π)/1582 weeks
74-.20834 -.02771 (74*2π)/1582 weeks
75-.24022 .01469 (75*2π)/1582 weeks
76-.2152 .03019 (76*2π)/1582 weeks
77-.24705 -.15224 (77*2π)/1582 weeks
78-.28316 .16784 (78*2π)/1582 weeks
79-.10617   (79*2π)/1582 weeks
80-.28316 -.16784 (80*2π)/1582 weeks
81-.24705 .15224 (81*2π)/1582 weeks
82-.2152 -.03019 (82*2π)/1582 weeks
83-.24022 -.01469 (83*2π)/1582 weeks
84-.20834 .02771 (84*2π)/1582 weeks
85-.06734 .20168 (85*2π)/1582 weeks
86-.11424 .25329 (86*2π)/1582 weeks
87-.36797 -.13972 (87*2π)/1582 weeks
88-.23742 -.00693 (88*2π)/1582 weeks
89-.30746 -.04046 (89*2π)/1582 weeks
90-.09116 -.05194 (90*2π)/1582 weeks
91-.05267 -.00438 (91*2π)/1582 weeks
92-.29461 .19158 (92*2π)/1582 weeks
93-.25727 .0469 (93*2π)/1582 weeks
94-.08833 .09933 (94*2π)/1582 weeks
95-.16018 .04686 (95*2π)/1582 weeks
96-.16413 -.0154 (96*2π)/1582 weeks
97-.1875 .20479 (97*2π)/1582 weeks
98-.03184 -.00073 (98*2π)/1582 weeks
99.03843 .09297 (99*2π)/1582 weeks
100-.01573 .04257 (100*2π)/1582 weeks
101-.1638 .16765 (101*2π)/1582 weeks
102-.1956 .08084 (102*2π)/1582 weeks
103-.10965 .0657 (103*2π)/1582 weeks
104-.25384 .18342 (104*2π)/1582 weeks
105-.13859 .32774 (105*2π)/1582 weeks
106-.15704 .12558 (106*2π)/1581 weeks
107-.17971 .0612 (107*2π)/1581 weeks
108.10647 -.04877 (108*2π)/1581 weeks
109.00976 -.05555 (109*2π)/1581 weeks
110-.03627 .05999 (110*2π)/1581 weeks
111-.10357 .0158 (111*2π)/1581 weeks
112.09152 -.12173 (112*2π)/1581 weeks
113-.03608 -.06682 (113*2π)/1581 weeks
114-.1902 -.00415 (114*2π)/1581 weeks
115-.22765 -.02667 (115*2π)/1581 weeks
116.04962 -.06134 (116*2π)/1581 weeks
117-.33728 .18592 (117*2π)/1581 weeks
118-.25284 .29678 (118*2π)/1581 weeks
119-.10122 .08218 (119*2π)/1581 weeks
120-.24418 .09725 (120*2π)/1581 weeks
121-.33262 .31843 (121*2π)/1581 weeks
122.12017 .22682 (122*2π)/1581 weeks
123.00171 -.04778 (123*2π)/1581 weeks
124-.41659 .24804 (124*2π)/1581 weeks
125.03269 .40174 (125*2π)/1581 weeks
126.1616 .14724 (126*2π)/1581 weeks
127-.49386 .40894 (127*2π)/1581 weeks
128-.29122 .11636 (128*2π)/1581 weeks
129-.23717 .25455 (129*2π)/1581 weeks
130-.31665 .36372 (130*2π)/1581 weeks
131-.12548 .36224 (131*2π)/1581 weeks
132-.54955 .62036 (132*2π)/1581 weeks
133.14454 .46367 (133*2π)/1581 weeks
134-.20736 .46898 (134*2π)/1581 weeks
135.0328 .26571 (135*2π)/1581 weeks
136.05733 .46869 (136*2π)/1581 weeks
137-.29045 .55212 (137*2π)/1581 weeks
138.09147 .2599 (138*2π)/1581 weeks
139-.03619 .55928 (139*2π)/1581 weeks
140-.11823 .67387 (140*2π)/1581 weeks
141-.09109 .50774 (141*2π)/1581 weeks
142.25852 .09268 (142*2π)/1581 weeks
143-.26108 .49843 (143*2π)/1581 weeks
144-.49653 .98977 (144*2π)/1581 weeks
145-.53598 .56256 (145*2π)/1581 weeks
146.39934 .35918 (146*2π)/1581 weeks
147.02611 .51324 (147*2π)/1581 weeks
148.04349 1.36931 (148*2π)/1581 weeks
1491.1621 1.18779 (149*2π)/1581 weeks
150-.69026 1.03147 (150*2π)/1581 weeks
151-1.37095 1.25874 (151*2π)/1581 weeks
152.04125 .7348 (152*2π)/1581 weeks
153-.69497 .74961 (153*2π)/1581 weeks
154-1.60308 2.8644 (154*2π)/1581 weeks
155-2.27981 2.64023 (155*2π)/1581 weeks
156.54416 3.38117 (156*2π)/1581 weeks

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