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

Fourier Analysis of BBAGF (BB BIOTECH AG)


BBAGF (BB BIOTECH AG) appears to have interesting cyclic behaviour every 11 weeks (17.5564*cosine), 12 weeks (15.5442*cosine), and 4 weeks (12.5695*cosine).

BBAGF (BB BIOTECH AG) has an average price of 105.35 (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 12/30/1993 to 3/20/2017 for BBAGF (BB BIOTECH AG), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0105.3455   0 
1-109.8829 -81.75577 (1*2π)/193193 weeks
247.06888 70.55854 (2*2π)/19397 weeks
3-3.98053 -46.57617 (3*2π)/19364 weeks
42.46452 -2.82696 (4*2π)/19348 weeks
5-17.90088 4.02652 (5*2π)/19339 weeks
623.47454 -2.48414 (6*2π)/19332 weeks
7-7.35994 -7.43327 (7*2π)/19328 weeks
81.28196 -.65219 (8*2π)/19324 weeks
9-.89022 5.05397 (9*2π)/19321 weeks
10.47297 -5.34215 (10*2π)/19319 weeks
111.75447 3.40384 (11*2π)/19318 weeks
12-2.45463 -9.8019 (12*2π)/19316 weeks
13-.99746 7.64748 (13*2π)/19315 weeks
145.41886 -1.34256 (14*2π)/19314 weeks
152.45865 -8.57408 (15*2π)/19313 weeks
16-15.54423 8.06078 (16*2π)/19312 weeks
1717.55637 -.1028 (17*2π)/19311 weeks
18-12.5467 -5.47269 (18*2π)/19311 weeks
193.85055 -.92957 (19*2π)/19310 weeks
20-5.82504 6.35795 (20*2π)/19310 weeks
218.53458 -6.16783 (21*2π)/1939 weeks
22-5.84838 .27325 (22*2π)/1939 weeks
23-2.0838 -.64646 (23*2π)/1938 weeks
244.61397 3.84445 (24*2π)/1938 weeks
25-3.01273 -7.14804 (25*2π)/1938 weeks
26-2.42473 .76415 (26*2π)/1937 weeks
27-1.15778 4.6794 (27*2π)/1937 weeks
286.44586 -7.62062 (28*2π)/1937 weeks
29-9.34789 4.14942 (29*2π)/1937 weeks
307.82401 -1.31874 (30*2π)/1936 weeks
31-5.90013 -.22515 (31*2π)/1936 weeks
323.4386 -.35368 (32*2π)/1936 weeks
33-1.55808 -.97221 (33*2π)/1936 weeks
34-1.00464 -2.39199 (34*2π)/1936 weeks
351.2431 4.58503 (35*2π)/1936 weeks
361.0927 -5.5584 (36*2π)/1935 weeks
37-1.4904 3.69969 (37*2π)/1935 weeks
38-2.48678 -3.37965 (38*2π)/1935 weeks
394.54573 5.16693 (39*2π)/1935 weeks
40-4.65615 -7.25151 (40*2π)/1935 weeks
415.48081 4.90802 (41*2π)/1935 weeks
42-8.64496 -3.07983 (42*2π)/1935 weeks
4312.5083 4.91523 (43*2π)/1934 weeks
44-12.5695 -9.5422 (44*2π)/1934 weeks
455.7168 11.71397 (45*2π)/1934 weeks
46-.35357 -8.39889 (46*2π)/1934 weeks
47-1.54899 2.66329 (47*2π)/1934 weeks
48-.72318 -.7613 (48*2π)/1934 weeks
49.70002 2.66311 (49*2π)/1934 weeks
50.59477 -2.80898 (50*2π)/1934 weeks
51-1.13918 1.45601 (51*2π)/1934 weeks
52-1.75912 -.9828 (52*2π)/1934 weeks
533.06211 1.93625 (53*2π)/1934 weeks
54-2.98481 -4.61613 (54*2π)/1934 weeks
55.50802 2.92123 (55*2π)/1934 weeks
56-.53636 .53074 (56*2π)/1933 weeks
572.66788 -4.08023 (57*2π)/1933 weeks
58-6.46979 4.75197 (58*2π)/1933 weeks
598.46111 -3.36741 (59*2π)/1933 weeks
60-10.35989 -.68495 (60*2π)/1933 weeks
618.87396 3.88328 (61*2π)/1933 weeks
62-5.58866 -7.03147 (62*2π)/1933 weeks
632.89629 5.69077 (63*2π)/1933 weeks
64-2.70225 -3.14604 (64*2π)/1933 weeks
654.53518 2.72632 (65*2π)/1933 weeks
66-6.28898 -3.93854 (66*2π)/1933 weeks
674.08378 3.86688 (67*2π)/1933 weeks
68-1.8687 -2.10976 (68*2π)/1933 weeks
692.76286 -1.0439 (69*2π)/1933 weeks
70-3.52795 .74524 (70*2π)/1933 weeks
71.42979 1.97996 (71*2π)/1933 weeks
725.32306 -1.83158 (72*2π)/1933 weeks
73-10.45918 -3.35907 (73*2π)/1933 weeks
748.27771 8.49863 (74*2π)/1933 weeks
75-2.83093 -9.04532 (75*2π)/1933 weeks
76-1.44224 4.94054 (76*2π)/1933 weeks
771.24329 .495 (77*2π)/1933 weeks
78-.27059 -2.4084 (78*2π)/1932 weeks
79-.95828 2.6802 (79*2π)/1932 weeks
80.03632 -3.34221 (80*2π)/1932 weeks
81-.57751 3.68351 (81*2π)/1932 weeks
82.67087 -3.68208 (82*2π)/1932 weeks
83-1.55998 3.39316 (83*2π)/1932 weeks
84.61408 -3.26402 (84*2π)/1932 weeks
85-.59931 3.99289 (85*2π)/1932 weeks
86-.43725 -6.20649 (86*2π)/1932 weeks
87.06387 9.2149 (87*2π)/1932 weeks
881.95732 -12.56807 (88*2π)/1932 weeks
89-6.20974 12.30194 (89*2π)/1932 weeks
907.96536 -8.20146 (90*2π)/1932 weeks
91-5.86649 2.47485 (91*2π)/1932 weeks
92.13779 -1.13928 (92*2π)/1932 weeks
932.93979 3.50776 (93*2π)/1932 weeks
94-1.47375 -5.37122 (94*2π)/1932 weeks
95-1.21641 4.12208 (95*2π)/1932 weeks
96.87459 -1.10664 (96*2π)/1932 weeks
97.87459 1.10664 (97*2π)/1932 weeks
98-1.21641 -4.12208 (98*2π)/1932 weeks
99-1.47375 5.37122 (99*2π)/1932 weeks
1002.93979 -3.50776 (100*2π)/1932 weeks
101.13779 1.13928 (101*2π)/1932 weeks
102-5.86649 -2.47485 (102*2π)/1932 weeks
1037.96536 8.20146 (103*2π)/1932 weeks
104-6.20974 -12.30194 (104*2π)/1932 weeks
1051.95732 12.56807 (105*2π)/1932 weeks
106.06387 -9.2149 (106*2π)/1932 weeks
107-.43725 6.20649 (107*2π)/1932 weeks
108-.59931 -3.99289 (108*2π)/1932 weeks
109.61408 3.26402 (109*2π)/1932 weeks
110-1.55998 -3.39316 (110*2π)/1932 weeks
111.67087 3.68208 (111*2π)/1932 weeks
112-.57751 -3.68351 (112*2π)/1932 weeks
113.03632 3.34221 (113*2π)/1932 weeks
114-.95828 -2.6802 (114*2π)/1932 weeks
115-.27059 2.4084 (115*2π)/1932 weeks
1161.24329 -.495 (116*2π)/1932 weeks
117-1.44224 -4.94054 (117*2π)/1932 weeks
118-2.83093 9.04532 (118*2π)/1932 weeks
1198.27771 -8.49863 (119*2π)/1932 weeks
120-10.45918 3.35907 (120*2π)/1932 weeks
1215.32306 1.83158 (121*2π)/1932 weeks
122.42979 -1.97996 (122*2π)/1932 weeks
123-3.52795 -.74524 (123*2π)/1932 weeks
1242.76286 1.0439 (124*2π)/1932 weeks
125-1.8687 2.10976 (125*2π)/1932 weeks
1264.08378 -3.86688 (126*2π)/1932 weeks
127-6.28898 3.93854 (127*2π)/1932 weeks
1284.53518 -2.72632 (128*2π)/1932 weeks
129-2.70225 3.14604 (129*2π)/1931 weeks
1302.89629 -5.69077 (130*2π)/1931 weeks
131-5.58866 7.03147 (131*2π)/1931 weeks
1328.87396 -3.88328 (132*2π)/1931 weeks
133-10.35989 .68495 (133*2π)/1931 weeks
1348.46111 3.36741 (134*2π)/1931 weeks
135-6.46979 -4.75197 (135*2π)/1931 weeks
1362.66788 4.08023 (136*2π)/1931 weeks
137-.53636 -.53074 (137*2π)/1931 weeks
138.50802 -2.92123 (138*2π)/1931 weeks
139-2.98481 4.61613 (139*2π)/1931 weeks
1403.06211 -1.93625 (140*2π)/1931 weeks
141-1.75912 .9828 (141*2π)/1931 weeks
142-1.13918 -1.45601 (142*2π)/1931 weeks
143.59477 2.80898 (143*2π)/1931 weeks
144.70002 -2.66311 (144*2π)/1931 weeks
145-.72318 .7613 (145*2π)/1931 weeks
146-1.54899 -2.66329 (146*2π)/1931 weeks
147-.35357 8.39889 (147*2π)/1931 weeks
1485.7168 -11.71397 (148*2π)/1931 weeks
149-12.5695 9.5422 (149*2π)/1931 weeks
15012.5083 -4.91523 (150*2π)/1931 weeks
151-8.64496 3.07983 (151*2π)/1931 weeks
1525.48081 -4.90802 (152*2π)/1931 weeks
153-4.65615 7.25151 (153*2π)/1931 weeks
1544.54573 -5.16693 (154*2π)/1931 weeks
155-2.48678 3.37965 (155*2π)/1931 weeks
156-1.4904 -3.69969 (156*2π)/1931 weeks
1571.0927 5.5584 (157*2π)/1931 weeks
1581.2431 -4.58503 (158*2π)/1931 weeks
159-1.00464 2.39199 (159*2π)/1931 weeks
160-1.55808 .97221 (160*2π)/1931 weeks
1613.4386 .35368 (161*2π)/1931 weeks
162-5.90013 .22515 (162*2π)/1931 weeks
1637.82401 1.31874 (163*2π)/1931 weeks
164-9.34789 -4.14942 (164*2π)/1931 weeks
1656.44586 7.62062 (165*2π)/1931 weeks
166-1.15778 -4.6794 (166*2π)/1931 weeks
167-2.42473 -.76415 (167*2π)/1931 weeks
168-3.01273 7.14804 (168*2π)/1931 weeks
1694.61397 -3.84445 (169*2π)/1931 weeks
170-2.0838 .64646 (170*2π)/1931 weeks
171-5.84838 -.27325 (171*2π)/1931 weeks
1728.53458 6.16783 (172*2π)/1931 weeks
173-5.82504 -6.35795 (173*2π)/1931 weeks
1743.85055 .92957 (174*2π)/1931 weeks
175-12.5467 5.47269 (175*2π)/1931 weeks
17617.55637 .1028 (176*2π)/1931 weeks
177-15.54423 -8.06078 (177*2π)/1931 weeks
1782.45865 8.57408 (178*2π)/1931 weeks
1795.41886 1.34256 (179*2π)/1931 weeks
180-.99746 -7.64748 (180*2π)/1931 weeks
181-2.45463 9.8019 (181*2π)/1931 weeks
1821.75447 -3.40384 (182*2π)/1931 weeks
183.47297 5.34215 (183*2π)/1931 weeks
184-.89022 -5.05397 (184*2π)/1931 weeks
1851.28196 .65219 (185*2π)/1931 weeks
186-7.35994 7.43327 (186*2π)/1931 weeks
18723.47454 2.48414 (187*2π)/1931 weeks
188-17.90088 -4.02652 (188*2π)/1931 weeks
1892.46452 2.82696 (189*2π)/1931 weeks
190-3.98053 46.57617 (190*2π)/1931 weeks
19147.06888 -70.55854 (191*2π)/1931 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.