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Fourier Analysis of CN (DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF)


CN (DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF) appears to have interesting cyclic behaviour every 17 weeks (.6477*sine), 19 weeks (.587*sine), and 17 weeks (.3228*cosine).

CN (DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF) has an average price of 27.67 (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 4/30/2014 to 11/6/2017 for CN (DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF DEUTSCHE X-TRACKERS MSCI ALL CHINA EQUITY ETF), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
027.67005   0 
1.62304 -.26422 (1*2π)/185185 weeks
2-1.62415 -3.53467 (2*2π)/18593 weeks
31.49343 -2.76072 (3*2π)/18562 weeks
4.38877 -1.05112 (4*2π)/18546 weeks
5-.84268 -.76356 (5*2π)/18537 weeks
6.14577 -1.94204 (6*2π)/18531 weeks
7.48861 -.43095 (7*2π)/18526 weeks
8-1.26692 -.46266 (8*2π)/18523 weeks
9.27042 -1.18536 (9*2π)/18521 weeks
10-.07794 -.58696 (10*2π)/18519 weeks
11.32281 -.64768 (11*2π)/18517 weeks
12-.25408 -.23691 (12*2π)/18515 weeks
13-.12497 -.44415 (13*2π)/18514 weeks
14-.08725 -.38712 (14*2π)/18513 weeks
15-.0597 -.27523 (15*2π)/18512 weeks
16-.21073 -.47877 (16*2π)/18512 weeks
17.06947 -.20148 (17*2π)/18511 weeks
18-.2797 -.29137 (18*2π)/18510 weeks
19.05535 -.50899 (19*2π)/18510 weeks
20-.10678 -.05218 (20*2π)/1859 weeks
21-.27576 -.32351 (21*2π)/1859 weeks
22.08351 -.29971 (22*2π)/1858 weeks
23-.00363 -.2316 (23*2π)/1858 weeks
24-.26762 -.18378 (24*2π)/1858 weeks
25-.10564 -.46222 (25*2π)/1857 weeks
26.02886 -.11493 (26*2π)/1857 weeks
27-.22569 -.22921 (27*2π)/1857 weeks
28-.17533 -.18615 (28*2π)/1857 weeks
29-.02965 -.11903 (29*2π)/1856 weeks
30-.02249 -.16947 (30*2π)/1856 weeks
31-.15639 -.0966 (31*2π)/1856 weeks
32-.02614 -.17574 (32*2π)/1856 weeks
33-.13637 -.00781 (33*2π)/1856 weeks
34-.04013 -.26719 (34*2π)/1855 weeks
35-.1258 -.23 (35*2π)/1855 weeks
36-.01232 -.09374 (36*2π)/1855 weeks
37-.12133 -.0489 (37*2π)/1855 weeks
38-.12365 -.36334 (38*2π)/1855 weeks
39.01237 -.07218 (39*2π)/1855 weeks
40-.23451 -.166 (40*2π)/1855 weeks
41.02515 -.14445 (41*2π)/1855 weeks
42-.14494 -.04822 (42*2π)/1854 weeks
43-.11637 -.15511 (43*2π)/1854 weeks
44-.02299 -.12093 (44*2π)/1854 weeks
45-.06364 -.01854 (45*2π)/1854 weeks
46-.22741 -.18274 (46*2π)/1854 weeks
47-.00763 -.14855 (47*2π)/1854 weeks
48-.10989 -.06819 (48*2π)/1854 weeks
49-.04428 -.14868 (49*2π)/1854 weeks
50-.16501 -.09312 (50*2π)/1854 weeks
51-.07783 -.09723 (51*2π)/1854 weeks
52-.21041 -.07058 (52*2π)/1854 weeks
53-.05658 -.14367 (53*2π)/1853 weeks
54-.07062 -.07445 (54*2π)/1853 weeks
55-.16472 -.04955 (55*2π)/1853 weeks
56-.17754 -.05849 (56*2π)/1853 weeks
57-.08466 -.17474 (57*2π)/1853 weeks
58-.04979 .00023 (58*2π)/1853 weeks
59-.16425 -.07709 (59*2π)/1853 weeks
60-.03491 -.14122 (60*2π)/1853 weeks
61-.03227 .03799 (61*2π)/1853 weeks
62-.12223 .02038 (62*2π)/1853 weeks
63-.08991 -.1113 (63*2π)/1853 weeks
64.04102 -.07611 (64*2π)/1853 weeks
65-.0824 -.00095 (65*2π)/1853 weeks
66-.19036 -.08883 (66*2π)/1853 weeks
67-.06214 -.09991 (67*2π)/1853 weeks
68-.11264 .00256 (68*2π)/1853 weeks
69-.13532 -.03592 (69*2π)/1853 weeks
70-.0863 -.04058 (70*2π)/1853 weeks
71-.0948 -.07983 (71*2π)/1853 weeks
72-.04122 -.08746 (72*2π)/1853 weeks
73-.05511 .02237 (73*2π)/1853 weeks
74-.14355 -.01887 (74*2π)/1853 weeks
75-.13375 -.07936 (75*2π)/1852 weeks
76-.14476 -.0499 (76*2π)/1852 weeks
77-.10185 -.11155 (77*2π)/1852 weeks
78-.06763 .01716 (78*2π)/1852 weeks
79-.15165 .01012 (79*2π)/1852 weeks
80-.07648 -.04315 (80*2π)/1852 weeks
81-.12216 .04135 (81*2π)/1852 weeks
82-.13742 -.0559 (82*2π)/1852 weeks
83.01372 -.06646 (83*2π)/1852 weeks
84-.12999 -.02446 (84*2π)/1852 weeks
85-.11742 .04126 (85*2π)/1852 weeks
86-.16389 -.07825 (86*2π)/1852 weeks
87-.03285 .08014 (87*2π)/1852 weeks
88-.15498 -.0572 (88*2π)/1852 weeks
89-.05778 .03893 (89*2π)/1852 weeks
90-.1502 -.09297 (90*2π)/1852 weeks
91-.03873 -.00332 (91*2π)/1852 weeks
92-.12521 .05827 (92*2π)/1852 weeks
93-.12521 -.05827 (93*2π)/1852 weeks
94-.03873 .00332 (94*2π)/1852 weeks
95-.1502 .09297 (95*2π)/1852 weeks
96-.05778 -.03893 (96*2π)/1852 weeks
97-.15498 .0572 (97*2π)/1852 weeks
98-.03285 -.08014 (98*2π)/1852 weeks
99-.16389 .07825 (99*2π)/1852 weeks
100-.11742 -.04126 (100*2π)/1852 weeks
101-.12999 .02446 (101*2π)/1852 weeks
102.01372 .06646 (102*2π)/1852 weeks
103-.13742 .0559 (103*2π)/1852 weeks
104-.12216 -.04135 (104*2π)/1852 weeks
105-.07648 .04315 (105*2π)/1852 weeks
106-.15165 -.01012 (106*2π)/1852 weeks
107-.06763 -.01716 (107*2π)/1852 weeks
108-.10185 .11155 (108*2π)/1852 weeks
109-.14476 .0499 (109*2π)/1852 weeks
110-.13375 .07936 (110*2π)/1852 weeks
111-.14355 .01887 (111*2π)/1852 weeks
112-.05511 -.02237 (112*2π)/1852 weeks
113-.04122 .08746 (113*2π)/1852 weeks
114-.0948 .07983 (114*2π)/1852 weeks
115-.0863 .04058 (115*2π)/1852 weeks
116-.13532 .03592 (116*2π)/1852 weeks
117-.11264 -.00256 (117*2π)/1852 weeks
118-.06214 .09991 (118*2π)/1852 weeks
119-.19036 .08883 (119*2π)/1852 weeks
120-.0824 .00095 (120*2π)/1852 weeks
121.04102 .07611 (121*2π)/1852 weeks
122-.08991 .1113 (122*2π)/1852 weeks
123-.12223 -.02038 (123*2π)/1852 weeks
124-.03227 -.03799 (124*2π)/1851 weeks
125-.03491 .14122 (125*2π)/1851 weeks
126-.16425 .07709 (126*2π)/1851 weeks
127-.04979 -.00023 (127*2π)/1851 weeks
128-.08466 .17474 (128*2π)/1851 weeks
129-.17754 .05849 (129*2π)/1851 weeks
130-.16472 .04955 (130*2π)/1851 weeks
131-.07062 .07445 (131*2π)/1851 weeks
132-.05658 .14367 (132*2π)/1851 weeks
133-.21041 .07058 (133*2π)/1851 weeks
134-.07783 .09723 (134*2π)/1851 weeks
135-.16501 .09312 (135*2π)/1851 weeks
136-.04428 .14868 (136*2π)/1851 weeks
137-.10989 .06819 (137*2π)/1851 weeks
138-.00763 .14855 (138*2π)/1851 weeks
139-.22741 .18274 (139*2π)/1851 weeks
140-.06364 .01854 (140*2π)/1851 weeks
141-.02299 .12093 (141*2π)/1851 weeks
142-.11637 .15511 (142*2π)/1851 weeks
143-.14494 .04822 (143*2π)/1851 weeks
144.02515 .14445 (144*2π)/1851 weeks
145-.23451 .166 (145*2π)/1851 weeks
146.01237 .07218 (146*2π)/1851 weeks
147-.12365 .36334 (147*2π)/1851 weeks
148-.12133 .0489 (148*2π)/1851 weeks
149-.01232 .09374 (149*2π)/1851 weeks
150-.1258 .23 (150*2π)/1851 weeks
151-.04013 .26719 (151*2π)/1851 weeks
152-.13637 .00781 (152*2π)/1851 weeks
153-.02614 .17574 (153*2π)/1851 weeks
154-.15639 .0966 (154*2π)/1851 weeks
155-.02249 .16947 (155*2π)/1851 weeks
156-.02965 .11903 (156*2π)/1851 weeks
157-.17533 .18615 (157*2π)/1851 weeks
158-.22569 .22921 (158*2π)/1851 weeks
159.02886 .11493 (159*2π)/1851 weeks
160-.10564 .46222 (160*2π)/1851 weeks
161-.26762 .18378 (161*2π)/1851 weeks
162-.00363 .2316 (162*2π)/1851 weeks
163.08351 .29971 (163*2π)/1851 weeks
164-.27576 .32351 (164*2π)/1851 weeks
165-.10678 .05218 (165*2π)/1851 weeks
166.05535 .50899 (166*2π)/1851 weeks
167-.2797 .29137 (167*2π)/1851 weeks
168.06947 .20148 (168*2π)/1851 weeks
169-.21073 .47877 (169*2π)/1851 weeks
170-.0597 .27523 (170*2π)/1851 weeks
171-.08725 .38712 (171*2π)/1851 weeks
172-.12497 .44415 (172*2π)/1851 weeks
173-.25408 .23691 (173*2π)/1851 weeks
174.32281 .64768 (174*2π)/1851 weeks
175-.07794 .58696 (175*2π)/1851 weeks
176.27042 1.18536 (176*2π)/1851 weeks
177-1.26692 .46266 (177*2π)/1851 weeks
178.48861 .43095 (178*2π)/1851 weeks
179.14577 1.94204 (179*2π)/1851 weeks
180-.84268 .76356 (180*2π)/1851 weeks
181.38877 1.05112 (181*2π)/1851 weeks
1821.49343 2.76072 (182*2π)/1851 weeks
183-1.62415 3.53467 (183*2π)/1851 weeks



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