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Fourier Analysis of DUSA (Davis Select US Equity ETF)


DUSA (Davis Select US Equity ETF) appears to have interesting cyclic behaviour every 3 weeks (.0785*cosine), 2 weeks (.0785*cosine), and 2 weeks (.052*cosine).

DUSA (Davis Select US Equity ETF) has an average price of 20.56 (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 1/12/2017 to 7/17/2017 for DUSA (Davis Select US Equity ETF), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
020.56096   0 
1.13398 -.34399 (1*2π)/2828 weeks
2-.07395 -.13904 (2*2π)/2814 weeks
3.04855 -.25038 (3*2π)/289 weeks
4-.02449 -.11284 (4*2π)/287 weeks
5-.04656 -.12546 (5*2π)/286 weeks
6-.09536 -.06273 (6*2π)/285 weeks
7-.01186 -.11279 (7*2π)/284 weeks
8-.0966 -.02816 (8*2π)/284 weeks
9-.04407 -.11008 (9*2π)/283 weeks
10-.05205 -.04607 (10*2π)/283 weeks
11-.07849 -.04545 (11*2π)/283 weeks
12-.00312 -.02724 (12*2π)/282 weeks
13-.01655 .04942 (13*2π)/282 weeks
14-.06079   (14*2π)/282 weeks
15-.01655 -.04942 (15*2π)/282 weeks
16-.00312 .02724 (16*2π)/282 weeks
17-.07849 .04545 (17*2π)/282 weeks
18-.05205 .04607 (18*2π)/282 weeks
19-.04407 .11008 (19*2π)/281 weeks
20-.0966 .02816 (20*2π)/281 weeks
21-.01186 .11279 (21*2π)/281 weeks
22-.09536 .06273 (22*2π)/281 weeks
23-.04656 .12546 (23*2π)/281 weeks
24-.02449 .11284 (24*2π)/281 weeks
25.04855 .25038 (25*2π)/281 weeks
26-.07395 .13904 (26*2π)/281 weeks



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