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Fourier Analysis of BABA (Alibaba Group Holding Limited A)


BABA (Alibaba Group Holding Limited A) appears to have interesting cyclic behaviour every 10 weeks (1.4259*sine), 7 weeks (1.3672*cosine), and 6 weeks (.8088*cosine).

BABA (Alibaba Group Holding Limited A) has an average price of 85.59 (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 9/19/2014 to 1/9/2017 for BABA (Alibaba Group Holding Limited A), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
085.59467   0 
113.8667 1.81552 (1*2π)/122122 weeks
2.62141 -.40896 (2*2π)/12261 weeks
3-2.94101 .21864 (3*2π)/12241 weeks
4-2.53925 4.35839 (4*2π)/12231 weeks
5-6.69233 1.35784 (5*2π)/12224 weeks
62.15503 1.02047 (6*2π)/12220 weeks
7-1.28988 -1.66301 (7*2π)/12217 weeks
8.74221 -.45756 (8*2π)/12215 weeks
9-.19701 -1.1625 (9*2π)/12214 weeks
10-.08146 -1.17402 (10*2π)/12212 weeks
11.88201 -.01156 (11*2π)/12211 weeks
12-.86716 -1.4259 (12*2π)/12210 weeks
13.97364 -.6569 (13*2π)/1229 weeks
14.80322 -.57086 (14*2π)/1229 weeks
15.87277 .23156 (15*2π)/1228 weeks
16.60603 -.36809 (16*2π)/1228 weeks
171.36715 .16476 (17*2π)/1227 weeks
18.13741 .1255 (18*2π)/1227 weeks
19.49742 .00123 (19*2π)/1226 weeks
20-.14892 .29791 (20*2π)/1226 weeks
21.80883 .23708 (21*2π)/1226 weeks
22.41074 -.07194 (22*2π)/1226 weeks
23-.30844 -.32068 (23*2π)/1225 weeks
24-.40836 -.23947 (24*2π)/1225 weeks
25-.5822 -.33551 (25*2π)/1225 weeks
26-.11764 .02195 (26*2π)/1225 weeks
27.11684 -.49633 (27*2π)/1225 weeks
28.47435 .1517 (28*2π)/1224 weeks
29.19478 -.3314 (29*2π)/1224 weeks
30-.72443 .31003 (30*2π)/1224 weeks
31.1688 -.3961 (31*2π)/1224 weeks
32-.23379 .05295 (32*2π)/1224 weeks
33.56637 -.66238 (33*2π)/1224 weeks
34-.38019 -.02908 (34*2π)/1224 weeks
35.03698 .11758 (35*2π)/1223 weeks
36-.16628 .48951 (36*2π)/1223 weeks
37.0502 .31299 (37*2π)/1223 weeks
38-.03436 .216 (38*2π)/1223 weeks
39-.27701 -.28909 (39*2π)/1223 weeks
40.10568 .31125 (40*2π)/1223 weeks
41-.44383 .21443 (41*2π)/1223 weeks
42.24783 .23932 (42*2π)/1223 weeks
43-.16438 .08841 (43*2π)/1223 weeks
44-.43687 -.96526 (44*2π)/1223 weeks
45-.34051 -.42955 (45*2π)/1223 weeks
46.19533 -.19663 (46*2π)/1223 weeks
47.61446 -.1974 (47*2π)/1223 weeks
48.32425 .29613 (48*2π)/1223 weeks
49-.06639 .00375 (49*2π)/1222 weeks
50.05092 -.00146 (50*2π)/1222 weeks
51-.35602 -.17531 (51*2π)/1222 weeks
52-.00587 -.03353 (52*2π)/1222 weeks
53.02434 .35315 (53*2π)/1222 weeks
54.13691 -.17951 (54*2π)/1222 weeks
55.15302 .40382 (55*2π)/1222 weeks
56.38146 .25073 (56*2π)/1222 weeks
57-.45858 .46349 (57*2π)/1222 weeks
58-.02001 -.04048 (58*2π)/1222 weeks
59.07879 -.26609 (59*2π)/1222 weeks
60.09713 .14048 (60*2π)/1222 weeks
61-.37098   (61*2π)/1222 weeks
62.09713 -.14048 (62*2π)/1222 weeks
63.07879 .26609 (63*2π)/1222 weeks
64-.02001 .04048 (64*2π)/1222 weeks
65-.45858 -.46349 (65*2π)/1222 weeks
66.38146 -.25073 (66*2π)/1222 weeks
67.15302 -.40382 (67*2π)/1222 weeks
68.13691 .17951 (68*2π)/1222 weeks
69.02434 -.35315 (69*2π)/1222 weeks
70-.00587 .03353 (70*2π)/1222 weeks
71-.35602 .17531 (71*2π)/1222 weeks
72.05092 .00146 (72*2π)/1222 weeks
73-.06639 -.00375 (73*2π)/1222 weeks
74.32425 -.29613 (74*2π)/1222 weeks
75.61446 .1974 (75*2π)/1222 weeks
76.19533 .19663 (76*2π)/1222 weeks
77-.34051 .42955 (77*2π)/1222 weeks
78-.43687 .96526 (78*2π)/1222 weeks
79-.16438 -.08841 (79*2π)/1222 weeks
80.24783 -.23932 (80*2π)/1222 weeks
81-.44383 -.21443 (81*2π)/1222 weeks
82.10568 -.31125 (82*2π)/1221 weeks
83-.27701 .28909 (83*2π)/1221 weeks
84-.03436 -.216 (84*2π)/1221 weeks
85.0502 -.31299 (85*2π)/1221 weeks
86-.16628 -.48951 (86*2π)/1221 weeks
87.03698 -.11758 (87*2π)/1221 weeks
88-.38019 .02908 (88*2π)/1221 weeks
89.56637 .66238 (89*2π)/1221 weeks
90-.23379 -.05295 (90*2π)/1221 weeks
91.1688 .3961 (91*2π)/1221 weeks
92-.72443 -.31003 (92*2π)/1221 weeks
93.19478 .3314 (93*2π)/1221 weeks
94.47435 -.1517 (94*2π)/1221 weeks
95.11684 .49633 (95*2π)/1221 weeks
96-.11764 -.02195 (96*2π)/1221 weeks
97-.5822 .33551 (97*2π)/1221 weeks
98-.40836 .23947 (98*2π)/1221 weeks
99-.30844 .32068 (99*2π)/1221 weeks
100.41074 .07194 (100*2π)/1221 weeks
101.80883 -.23708 (101*2π)/1221 weeks
102-.14892 -.29791 (102*2π)/1221 weeks
103.49742 -.00123 (103*2π)/1221 weeks
104.13741 -.1255 (104*2π)/1221 weeks
1051.36715 -.16476 (105*2π)/1221 weeks
106.60603 .36809 (106*2π)/1221 weeks
107.87277 -.23156 (107*2π)/1221 weeks
108.80322 .57086 (108*2π)/1221 weeks
109.97364 .6569 (109*2π)/1221 weeks
110-.86716 1.4259 (110*2π)/1221 weeks
111.88201 .01156 (111*2π)/1221 weeks
112-.08146 1.17402 (112*2π)/1221 weeks
113-.19701 1.1625 (113*2π)/1221 weeks
114.74221 .45756 (114*2π)/1221 weeks
115-1.28988 1.66301 (115*2π)/1221 weeks
1162.15503 -1.02047 (116*2π)/1221 weeks
117-6.69233 -1.35784 (117*2π)/1221 weeks
118-2.53925 -4.35839 (118*2π)/1221 weeks
119-2.94101 -.21864 (119*2π)/1221 weeks
120.62141 .40896 (120*2π)/1221 weeks

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