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

Fourier Analysis of CHMD (CHINA MEDIA GROUP CP)

CHMD (CHINA MEDIA GROUP CP) appears to have interesting cyclic behaviour every 2 weeks (.0021*sine), 2 weeks (.0021*sine), and 2 weeks (.0016*cosine).

CHMD (CHINA MEDIA GROUP CP) has an average price of .01 (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 7/12/2016 to 1/9/2017 for CHMD (CHINA MEDIA GROUP CP), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0.01111   0 
1-.00065 -.00031 (1*2π)/2727 weeks
2.00162 .00184 (2*2π)/2714 weeks
3-.00097 .00051 (3*2π)/279 weeks
4.00117 .0013 (4*2π)/277 weeks
5-.00052 -.00082 (5*2π)/275 weeks
6.0001 .00077 (6*2π)/275 weeks
7.00119 .00032 (7*2π)/274 weeks
8-.00046 -.00078 (8*2π)/273 weeks
9.00021 .00173 (9*2π)/273 weeks
10.0012 -.00081 (10*2π)/273 weeks
11-.0013 -.00019 (11*2π)/272 weeks
12.00158 .00126 (12*2π)/272 weeks
13-.00028 -.00212 (13*2π)/272 weeks
14-.00028 .00212 (14*2π)/272 weeks
15.00158 -.00126 (15*2π)/272 weeks
16-.0013 .00019 (16*2π)/272 weeks
17.0012 .00081 (17*2π)/272 weeks
18.00021 -.00173 (18*2π)/272 weeks
19-.00046 .00078 (19*2π)/271 weeks
20.00119 -.00032 (20*2π)/271 weeks
21.0001 -.00077 (21*2π)/271 weeks
22-.00052 .00082 (22*2π)/271 weeks
23.00117 -.0013 (23*2π)/271 weeks
24-.00097 -.00051 (24*2π)/271 weeks
25.00162 -.00184 (25*2π)/271 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.