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Fourier Analysis of CNXT (VanEck Vectors ChinaAMC SME-ChN)


CNXT (VanEck Vectors ChinaAMC SME-ChN) appears to have interesting cyclic behaviour every 9 weeks (1.1039*sine), 10 weeks (.8808*cosine), and 12 weeks (.7835*sine).

CNXT (VanEck Vectors ChinaAMC SME-ChN) has an average price of 35.08 (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 7/24/2014 to 3/20/2017 for CNXT (VanEck Vectors ChinaAMC SME-ChN), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
035.07534   0 
1-5.56134 4.55718 (1*2π)/140140 weeks
2-2.8921 -4.29938 (2*2π)/14070 weeks
32.04733 -.84502 (3*2π)/14047 weeks
4.98497 2.64398 (4*2π)/14035 weeks
5-2.72453 -.80605 (5*2π)/14028 weeks
62.13325 -.82652 (6*2π)/14023 weeks
7-1.07465 .68997 (7*2π)/14020 weeks
8.44992 -.45123 (8*2π)/14018 weeks
9-.38711 -.60237 (9*2π)/14016 weeks
10.11823 .24335 (10*2π)/14014 weeks
11-.39918 -.04303 (11*2π)/14013 weeks
12-.33802 -.78349 (12*2π)/14012 weeks
13.70182 .30664 (13*2π)/14011 weeks
14-.88079 .23384 (14*2π)/14010 weeks
15.32553 -1.10395 (15*2π)/1409 weeks
16.34481 .67034 (16*2π)/1409 weeks
17-.38671 -.04367 (17*2π)/1408 weeks
18-.3051 -.51157 (18*2π)/1408 weeks
19.48737 .1037 (19*2π)/1407 weeks
20-.52428 -.16585 (20*2π)/1407 weeks
21-.02248 -.09867 (21*2π)/1407 weeks
22.10779 -.00916 (22*2π)/1406 weeks
23-.08095 .19288 (23*2π)/1406 weeks
24.03021 -.45252 (24*2π)/1406 weeks
25.02253 .32077 (25*2π)/1406 weeks
26-.22789 -.06193 (26*2π)/1405 weeks
27.0144 -.52497 (27*2π)/1405 weeks
28.31115 .03091 (28*2π)/1405 weeks
29-.45835 .40157 (29*2π)/1405 weeks
30.06756 -.50367 (30*2π)/1405 weeks
31-.07716 .36416 (31*2π)/1405 weeks
32-.20343 -.27492 (32*2π)/1404 weeks
33.14899 -.02291 (33*2π)/1404 weeks
34-.0045 .21086 (34*2π)/1404 weeks
35-.31864 -.33346 (35*2π)/1404 weeks
36.28132 .00668 (36*2π)/1404 weeks
37-.20641 -.17222 (37*2π)/1404 weeks
38-.16346 -.04641 (38*2π)/1404 weeks
39.26586 -.1854 (39*2π)/1404 weeks
40-.16713 .16957 (40*2π)/1404 weeks
41-.16919 -.09225 (41*2π)/1403 weeks
42.06322 -.20532 (42*2π)/1403 weeks
43.16744 .16337 (43*2π)/1403 weeks
44-.32876 .09671 (44*2π)/1403 weeks
45.00748 -.29885 (45*2π)/1403 weeks
46.07451 .14858 (46*2π)/1403 weeks
47-.1241 .08159 (47*2π)/1403 weeks
48-.09426 -.15196 (48*2π)/1403 weeks
49.02603 -.0019 (49*2π)/1403 weeks
50.0343 .03985 (50*2π)/1403 weeks
51-.18374 .03075 (51*2π)/1403 weeks
52-.02212 -.06157 (52*2π)/1403 weeks
53-.10303 -.01872 (53*2π)/1403 weeks
54.04015 -.08552 (54*2π)/1403 weeks
55-.1772 .18666 (55*2π)/1403 weeks
56-.07709 -.1993 (56*2π)/1403 weeks
57-.01319 .04114 (57*2π)/1402 weeks
58-.04556 -.07149 (58*2π)/1402 weeks
59.14916 .02763 (59*2π)/1402 weeks
60-.28398 .03007 (60*2π)/1402 weeks
61.15783 -.20399 (61*2π)/1402 weeks
62-.04048 .2037 (62*2π)/1402 weeks
63-.15547 -.20352 (63*2π)/1402 weeks
64-.10726 -.09685 (64*2π)/1402 weeks
65.23084 .13749 (65*2π)/1402 weeks
66-.3286 -.13936 (66*2π)/1402 weeks
67.08037 .12388 (67*2π)/1402 weeks
68-.1189 -.15381 (68*2π)/1402 weeks
69.11546 .12207 (69*2π)/1402 weeks
70-.17607   (70*2π)/1402 weeks
71.11546 -.12207 (71*2π)/1402 weeks
72-.1189 .15381 (72*2π)/1402 weeks
73.08037 -.12388 (73*2π)/1402 weeks
74-.3286 .13936 (74*2π)/1402 weeks
75.23084 -.13749 (75*2π)/1402 weeks
76-.10726 .09685 (76*2π)/1402 weeks
77-.15547 .20352 (77*2π)/1402 weeks
78-.04048 -.2037 (78*2π)/1402 weeks
79.15783 .20399 (79*2π)/1402 weeks
80-.28398 -.03007 (80*2π)/1402 weeks
81.14916 -.02763 (81*2π)/1402 weeks
82-.04556 .07149 (82*2π)/1402 weeks
83-.01319 -.04114 (83*2π)/1402 weeks
84-.07709 .1993 (84*2π)/1402 weeks
85-.1772 -.18666 (85*2π)/1402 weeks
86.04015 .08552 (86*2π)/1402 weeks
87-.10303 .01872 (87*2π)/1402 weeks
88-.02212 .06157 (88*2π)/1402 weeks
89-.18374 -.03075 (89*2π)/1402 weeks
90.0343 -.03985 (90*2π)/1402 weeks
91.02603 .0019 (91*2π)/1402 weeks
92-.09426 .15196 (92*2π)/1402 weeks
93-.1241 -.08159 (93*2π)/1402 weeks
94.07451 -.14858 (94*2π)/1401 weeks
95.00748 .29885 (95*2π)/1401 weeks
96-.32876 -.09671 (96*2π)/1401 weeks
97.16744 -.16337 (97*2π)/1401 weeks
98.06322 .20532 (98*2π)/1401 weeks
99-.16919 .09225 (99*2π)/1401 weeks
100-.16713 -.16957 (100*2π)/1401 weeks
101.26586 .1854 (101*2π)/1401 weeks
102-.16346 .04641 (102*2π)/1401 weeks
103-.20641 .17222 (103*2π)/1401 weeks
104.28132 -.00668 (104*2π)/1401 weeks
105-.31864 .33346 (105*2π)/1401 weeks
106-.0045 -.21086 (106*2π)/1401 weeks
107.14899 .02291 (107*2π)/1401 weeks
108-.20343 .27492 (108*2π)/1401 weeks
109-.07716 -.36416 (109*2π)/1401 weeks
110.06756 .50367 (110*2π)/1401 weeks
111-.45835 -.40157 (111*2π)/1401 weeks
112.31115 -.03091 (112*2π)/1401 weeks
113.0144 .52497 (113*2π)/1401 weeks
114-.22789 .06193 (114*2π)/1401 weeks
115.02253 -.32077 (115*2π)/1401 weeks
116.03021 .45252 (116*2π)/1401 weeks
117-.08095 -.19288 (117*2π)/1401 weeks
118.10779 .00916 (118*2π)/1401 weeks
119-.02248 .09867 (119*2π)/1401 weeks
120-.52428 .16585 (120*2π)/1401 weeks
121.48737 -.1037 (121*2π)/1401 weeks
122-.3051 .51157 (122*2π)/1401 weeks
123-.38671 .04367 (123*2π)/1401 weeks
124.34481 -.67034 (124*2π)/1401 weeks
125.32553 1.10395 (125*2π)/1401 weeks
126-.88079 -.23384 (126*2π)/1401 weeks
127.70182 -.30664 (127*2π)/1401 weeks
128-.33802 .78349 (128*2π)/1401 weeks
129-.39918 .04303 (129*2π)/1401 weeks
130.11823 -.24335 (130*2π)/1401 weeks
131-.38711 .60237 (131*2π)/1401 weeks
132.44992 .45123 (132*2π)/1401 weeks
133-1.07465 -.68997 (133*2π)/1401 weeks
1342.13325 .82652 (134*2π)/1401 weeks
135-2.72453 .80605 (135*2π)/1401 weeks
136.98497 -2.64398 (136*2π)/1401 weeks
1372.04733 .84502 (137*2π)/1401 weeks
138-2.8921 4.29938 (138*2π)/1401 weeks

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