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Fourier Analysis of EPHE (iShares MSCI Philippines ETF)


EPHE (iShares MSCI Philippines ETF) appears to have interesting cyclic behaviour every 33 weeks (.507*cosine), 16 weeks (.4627*sine), and 28 weeks (.4466*sine).

EPHE (iShares MSCI Philippines ETF) has an average price of 32.43 (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 9/29/2010 to 10/9/2017 for EPHE (iShares MSCI Philippines ETF), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
032.43185   0 
1-3.96073 -4.75688 (1*2π)/368368 weeks
2-.17326 -2.76482 (2*2π)/368184 weeks
31.74426 -2.15214 (3*2π)/368123 weeks
4-1.2993 .09018 (4*2π)/36892 weeks
5.91729 -1.03257 (5*2π)/36874 weeks
61.03834 -.63625 (6*2π)/36861 weeks
7-.94117 -1.60716 (7*2π)/36853 weeks
8-.10557 -.96171 (8*2π)/36846 weeks
9.08726 -.36527 (9*2π)/36841 weeks
10-.12185 .20595 (10*2π)/36837 weeks
11.50699 -.30621 (11*2π)/36833 weeks
12-.01771 -.00168 (12*2π)/36831 weeks
13-.22348 -.44657 (13*2π)/36828 weeks
14.35313 -.30692 (14*2π)/36826 weeks
15-.26815 -.24578 (15*2π)/36825 weeks
16.08845 -.18987 (16*2π)/36823 weeks
17-.14492 .09787 (17*2π)/36822 weeks
18.17356 -.26602 (18*2π)/36820 weeks
19.11709 -.34762 (19*2π)/36819 weeks
20-.18755 -.2757 (20*2π)/36818 weeks
21-.06949 -.06239 (21*2π)/36818 weeks
22.05204 -.36453 (22*2π)/36817 weeks
23-.01518 -.46267 (23*2π)/36816 weeks
24-.13647 -.32396 (24*2π)/36815 weeks
25.11847 -.05887 (25*2π)/36815 weeks
26-.11099 -.06287 (26*2π)/36814 weeks
27.25195 -.14508 (27*2π)/36814 weeks
28.0498 .19521 (28*2π)/36813 weeks
29-.11946 -.28651 (29*2π)/36813 weeks
30-.04617 -.08319 (30*2π)/36812 weeks
31-.0136 -.09864 (31*2π)/36812 weeks
32.12528 -.42355 (32*2π)/36812 weeks
33-.20047 .17537 (33*2π)/36811 weeks
34-.24742 -.07435 (34*2π)/36811 weeks
35.17292 -.17099 (35*2π)/36811 weeks
36-.08976 -.00026 (36*2π)/36810 weeks
37-.06883 -.26664 (37*2π)/36810 weeks
38.00683 .03983 (38*2π)/36810 weeks
39-.06272 -.2176 (39*2π)/3689 weeks
40-.03669 -.06119 (40*2π)/3689 weeks
41-.04837 .02275 (41*2π)/3689 weeks
42-.14146 -.22125 (42*2π)/3689 weeks
43-.05131 -.15382 (43*2π)/3689 weeks
44-.19118 -.09664 (44*2π)/3688 weeks
45.02815 -.09393 (45*2π)/3688 weeks
46-.06404 -.01141 (46*2π)/3688 weeks
47-.09808 -.12022 (47*2π)/3688 weeks
48-.0849 -.08647 (48*2π)/3688 weeks
49-.07403 -.03579 (49*2π)/3688 weeks
50-.02666 -.11379 (50*2π)/3687 weeks
51-.13866 -.21151 (51*2π)/3687 weeks
52-.06756 -.12525 (52*2π)/3687 weeks
53.02508 -.05129 (53*2π)/3687 weeks
54.07305 .06704 (54*2π)/3687 weeks
55-.03906 .01662 (55*2π)/3687 weeks
56-.004 -.08244 (56*2π)/3687 weeks
57-.09842 -.10402 (57*2π)/3686 weeks
58.03732 -.10368 (58*2π)/3686 weeks
59-.0773 -.09303 (59*2π)/3686 weeks
60-.07691 -.04461 (60*2π)/3686 weeks
61-.02477 -.0722 (61*2π)/3686 weeks
62.00695 -.07653 (62*2π)/3686 weeks
63-.08867 -.00938 (63*2π)/3686 weeks
64-.02694 -.16233 (64*2π)/3686 weeks
65-.10867 -.06505 (65*2π)/3686 weeks
66.02091 -.0413 (66*2π)/3686 weeks
67.05622 -.16325 (67*2π)/3685 weeks
68-.1254 -.15179 (68*2π)/3685 weeks
69-.09194 .07141 (69*2π)/3685 weeks
70-.01254 -.00971 (70*2π)/3685 weeks
71-.05091 -.14225 (71*2π)/3685 weeks
72-.04583 -.01885 (72*2π)/3685 weeks
73-.02827 -.04515 (73*2π)/3685 weeks
74.03822 -.10638 (74*2π)/3685 weeks
75-.04298 -.14906 (75*2π)/3685 weeks
76-.03343 -.07582 (76*2π)/3685 weeks
77-.09122 .0753 (77*2π)/3685 weeks
78.00958 .01574 (78*2π)/3685 weeks
79.01346 -.06187 (79*2π)/3685 weeks
80.00461 -.09251 (80*2π)/3685 weeks
81.02891 -.02921 (81*2π)/3685 weeks
82-.00035 -.05081 (82*2π)/3684 weeks
83-.03408 -.10518 (83*2π)/3684 weeks
84.01555 -.02265 (84*2π)/3684 weeks
85-.03263 .02615 (85*2π)/3684 weeks
86-.06733 -.03215 (86*2π)/3684 weeks
87-.02086 -.02702 (87*2π)/3684 weeks
88-.01622 .00432 (88*2π)/3684 weeks
89-.07949 .04065 (89*2π)/3684 weeks
90.013 -.01342 (90*2π)/3684 weeks
91-.08775 -.02678 (91*2π)/3684 weeks
92-.05106 -.00913 (92*2π)/3684 weeks
93.04161 -.04413 (93*2π)/3684 weeks
94-.031 -.05008 (94*2π)/3684 weeks
95-.03827 -.13873 (95*2π)/3684 weeks
96-.05966 .03798 (96*2π)/3684 weeks
97-.01182 -.03318 (97*2π)/3684 weeks
98.02584 .00293 (98*2π)/3684 weeks
99-.06767 -.04041 (99*2π)/3684 weeks
100-.01542 -.06714 (100*2π)/3684 weeks
101-.05118 -.06824 (101*2π)/3684 weeks
102-.03029 -.06219 (102*2π)/3684 weeks
103-.09587 -.02846 (103*2π)/3684 weeks
104-.08466 .0084 (104*2π)/3684 weeks
105.0076 .00154 (105*2π)/3684 weeks
106-.07224 .03137 (106*2π)/3683 weeks
107-.01139 -.06852 (107*2π)/3683 weeks
108.0128 -.05045 (108*2π)/3683 weeks
109-.02902 -.12775 (109*2π)/3683 weeks
110-.06639 -.08315 (110*2π)/3683 weeks
111-.03423 -.03243 (111*2π)/3683 weeks
112-.0953 -.02033 (112*2π)/3683 weeks
113.02876 -.00794 (113*2π)/3683 weeks
114-.09381 -.00463 (114*2π)/3683 weeks
115-.03778 -.02421 (115*2π)/3683 weeks
116-.07238 .01942 (116*2π)/3683 weeks
117-.08589 -.00027 (117*2π)/3683 weeks
118-.01455 -.02472 (118*2π)/3683 weeks
119-.05002 -.01639 (119*2π)/3683 weeks
120-.05296 -.05779 (120*2π)/3683 weeks
121-.10084 .0295 (121*2π)/3683 weeks
122-.01695 -.02055 (122*2π)/3683 weeks
123-.05103 -.02492 (123*2π)/3683 weeks
124-.01504 -.02849 (124*2π)/3683 weeks
125-.02987 -.0542 (125*2π)/3683 weeks
126-.0556 -.03138 (126*2π)/3683 weeks
127-.03305 .02027 (127*2π)/3683 weeks
128-.03036 -.00468 (128*2π)/3683 weeks
129-.10091 -.03887 (129*2π)/3683 weeks
130-.0575 -.01155 (130*2π)/3683 weeks
131.01148 .00714 (131*2π)/3683 weeks
132-.0383 -.01294 (132*2π)/3683 weeks
133-.02657 -.05005 (133*2π)/3683 weeks
134-.10501 .02974 (134*2π)/3683 weeks
135-.07063 -.05651 (135*2π)/3683 weeks
136-.02127 -.06342 (136*2π)/3683 weeks
137-.1 -.02917 (137*2π)/3683 weeks
138-.02149 -.01886 (138*2π)/3683 weeks
139-.05379 -.07989 (139*2π)/3683 weeks
140-.06616 .00034 (140*2π)/3683 weeks
141-.06966 -.04201 (141*2π)/3683 weeks
142.02327 -.00337 (142*2π)/3683 weeks
143-.09628 -.05756 (143*2π)/3683 weeks
144-.01485 -.09134 (144*2π)/3683 weeks
145-.00706 -.00965 (145*2π)/3683 weeks
146-.0978 -.03425 (146*2π)/3683 weeks
147.05822 .00939 (147*2π)/3683 weeks
148-.03958 -.00125 (148*2π)/3682 weeks
149-.04094 -.0656 (149*2π)/3682 weeks
150-.0378 .03109 (150*2π)/3682 weeks
151-.02661 -.00011 (151*2π)/3682 weeks
152-.04311 .01166 (152*2π)/3682 weeks
153-.02557 -.00262 (153*2π)/3682 weeks
154-.07628 .0144 (154*2π)/3682 weeks
155.02206 .02033 (155*2π)/3682 weeks
156-.01151 -.00496 (156*2π)/3682 weeks
157-.05046 -.03422 (157*2π)/3682 weeks
158-.02163 -.03113 (158*2π)/3682 weeks
159-.05275 -.02101 (159*2π)/3682 weeks
160-.09305 .00862 (160*2π)/3682 weeks
161-.04737 .02691 (161*2π)/3682 weeks
162.03392 .03619 (162*2π)/3682 weeks
163.00356 -.00217 (163*2π)/3682 weeks
164-.04744 -.04553 (164*2π)/3682 weeks
165-.03567 .01786 (165*2π)/3682 weeks
166-.11943 .03642 (166*2π)/3682 weeks
167-.02998 .04161 (167*2π)/3682 weeks
168-.0186 .01981 (168*2π)/3682 weeks
169.03073 -.01016 (169*2π)/3682 weeks
170-.04185 -.02841 (170*2π)/3682 weeks
171-.06904 .03397 (171*2π)/3682 weeks
172-.04205 .03307 (172*2π)/3682 weeks
173-.05718 .02541 (173*2π)/3682 weeks
174-.05022 -.01157 (174*2π)/3682 weeks
175-.08972 .02774 (175*2π)/3682 weeks
176-.05213 .04486 (176*2π)/3682 weeks
177-.04995 -.02055 (177*2π)/3682 weeks
178-.01345 -.03229 (178*2π)/3682 weeks
179-.10793 .03555 (179*2π)/3682 weeks
180-.06539 .04359 (180*2π)/3682 weeks
181-.01743 .01431 (181*2π)/3682 weeks
182-.11824 -.03717 (182*2π)/3682 weeks
183-.00129 .01392 (183*2π)/3682 weeks
184.01563   (184*2π)/3682 weeks
185-.00129 -.01392 (185*2π)/3682 weeks
186-.11824 .03717 (186*2π)/3682 weeks
187-.01743 -.01431 (187*2π)/3682 weeks
188-.06539 -.04359 (188*2π)/3682 weeks
189-.10793 -.03555 (189*2π)/3682 weeks
190-.01345 .03229 (190*2π)/3682 weeks
191-.04995 .02055 (191*2π)/3682 weeks
192-.05213 -.04486 (192*2π)/3682 weeks
193-.08972 -.02774 (193*2π)/3682 weeks
194-.05022 .01157 (194*2π)/3682 weeks
195-.05718 -.02541 (195*2π)/3682 weeks
196-.04205 -.03307 (196*2π)/3682 weeks
197-.06904 -.03397 (197*2π)/3682 weeks
198-.04185 .02841 (198*2π)/3682 weeks
199.03073 .01016 (199*2π)/3682 weeks
200-.0186 -.01981 (200*2π)/3682 weeks
201-.02998 -.04161 (201*2π)/3682 weeks
202-.11943 -.03642 (202*2π)/3682 weeks
203-.03567 -.01786 (203*2π)/3682 weeks
204-.04744 .04553 (204*2π)/3682 weeks
205.00356 .00217 (205*2π)/3682 weeks
206.03392 -.03619 (206*2π)/3682 weeks
207-.04737 -.02691 (207*2π)/3682 weeks
208-.09305 -.00862 (208*2π)/3682 weeks
209-.05275 .02101 (209*2π)/3682 weeks
210-.02163 .03113 (210*2π)/3682 weeks
211-.05046 .03422 (211*2π)/3682 weeks
212-.01151 .00496 (212*2π)/3682 weeks
213.02206 -.02033 (213*2π)/3682 weeks
214-.07628 -.0144 (214*2π)/3682 weeks
215-.02557 .00262 (215*2π)/3682 weeks
216-.04311 -.01166 (216*2π)/3682 weeks
217-.02661 .00011 (217*2π)/3682 weeks
218-.0378 -.03109 (218*2π)/3682 weeks
219-.04094 .0656 (219*2π)/3682 weeks
220-.03958 .00125 (220*2π)/3682 weeks
221.05822 -.00939 (221*2π)/3682 weeks
222-.0978 .03425 (222*2π)/3682 weeks
223-.00706 .00965 (223*2π)/3682 weeks
224-.01485 .09134 (224*2π)/3682 weeks
225-.09628 .05756 (225*2π)/3682 weeks
226.02327 .00337 (226*2π)/3682 weeks
227-.06966 .04201 (227*2π)/3682 weeks
228-.06616 -.00034 (228*2π)/3682 weeks
229-.05379 .07989 (229*2π)/3682 weeks
230-.02149 .01886 (230*2π)/3682 weeks
231-.1 .02917 (231*2π)/3682 weeks
232-.02127 .06342 (232*2π)/3682 weeks
233-.07063 .05651 (233*2π)/3682 weeks
234-.10501 -.02974 (234*2π)/3682 weeks
235-.02657 .05005 (235*2π)/3682 weeks
236-.0383 .01294 (236*2π)/3682 weeks
237.01148 -.00714 (237*2π)/3682 weeks
238-.0575 .01155 (238*2π)/3682 weeks
239-.10091 .03887 (239*2π)/3682 weeks
240-.03036 .00468 (240*2π)/3682 weeks
241-.03305 -.02027 (241*2π)/3682 weeks
242-.0556 .03138 (242*2π)/3682 weeks
243-.02987 .0542 (243*2π)/3682 weeks
244-.01504 .02849 (244*2π)/3682 weeks
245-.05103 .02492 (245*2π)/3682 weeks
246-.01695 .02055 (246*2π)/3681 weeks
247-.10084 -.0295 (247*2π)/3681 weeks
248-.05296 .05779 (248*2π)/3681 weeks
249-.05002 .01639 (249*2π)/3681 weeks
250-.01455 .02472 (250*2π)/3681 weeks
251-.08589 .00027 (251*2π)/3681 weeks
252-.07238 -.01942 (252*2π)/3681 weeks
253-.03778 .02421 (253*2π)/3681 weeks
254-.09381 .00463 (254*2π)/3681 weeks
255.02876 .00794 (255*2π)/3681 weeks
256-.0953 .02033 (256*2π)/3681 weeks
257-.03423 .03243 (257*2π)/3681 weeks
258-.06639 .08315 (258*2π)/3681 weeks
259-.02902 .12775 (259*2π)/3681 weeks
260.0128 .05045 (260*2π)/3681 weeks
261-.01139 .06852 (261*2π)/3681 weeks
262-.07224 -.03137 (262*2π)/3681 weeks
263.0076 -.00154 (263*2π)/3681 weeks
264-.08466 -.0084 (264*2π)/3681 weeks
265-.09587 .02846 (265*2π)/3681 weeks
266-.03029 .06219 (266*2π)/3681 weeks
267-.05118 .06824 (267*2π)/3681 weeks
268-.01542 .06714 (268*2π)/3681 weeks
269-.06767 .04041 (269*2π)/3681 weeks
270.02584 -.00293 (270*2π)/3681 weeks
271-.01182 .03318 (271*2π)/3681 weeks
272-.05966 -.03798 (272*2π)/3681 weeks
273-.03827 .13873 (273*2π)/3681 weeks
274-.031 .05008 (274*2π)/3681 weeks
275.04161 .04413 (275*2π)/3681 weeks
276-.05106 .00913 (276*2π)/3681 weeks
277-.08775 .02678 (277*2π)/3681 weeks
278.013 .01342 (278*2π)/3681 weeks
279-.07949 -.04065 (279*2π)/3681 weeks
280-.01622 -.00432 (280*2π)/3681 weeks
281-.02086 .02702 (281*2π)/3681 weeks
282-.06733 .03215 (282*2π)/3681 weeks
283-.03263 -.02615 (283*2π)/3681 weeks
284.01555 .02265 (284*2π)/3681 weeks
285-.03408 .10518 (285*2π)/3681 weeks
286-.00035 .05081 (286*2π)/3681 weeks
287.02891 .02921 (287*2π)/3681 weeks
288.00461 .09251 (288*2π)/3681 weeks
289.01346 .06187 (289*2π)/3681 weeks
290.00958 -.01574 (290*2π)/3681 weeks
291-.09122 -.0753 (291*2π)/3681 weeks
292-.03343 .07582 (292*2π)/3681 weeks
293-.04298 .14906 (293*2π)/3681 weeks
294.03822 .10638 (294*2π)/3681 weeks
295-.02827 .04515 (295*2π)/3681 weeks
296-.04583 .01885 (296*2π)/3681 weeks
297-.05091 .14225 (297*2π)/3681 weeks
298-.01254 .00971 (298*2π)/3681 weeks
299-.09194 -.07141 (299*2π)/3681 weeks
300-.1254 .15179 (300*2π)/3681 weeks
301.05622 .16325 (301*2π)/3681 weeks
302.02091 .0413 (302*2π)/3681 weeks
303-.10867 .06505 (303*2π)/3681 weeks
304-.02694 .16233 (304*2π)/3681 weeks
305-.08867 .00938 (305*2π)/3681 weeks
306.00695 .07653 (306*2π)/3681 weeks
307-.02477 .0722 (307*2π)/3681 weeks
308-.07691 .04461 (308*2π)/3681 weeks
309-.0773 .09303 (309*2π)/3681 weeks
310.03732 .10368 (310*2π)/3681 weeks
311-.09842 .10402 (311*2π)/3681 weeks
312-.004 .08244 (312*2π)/3681 weeks
313-.03906 -.01662 (313*2π)/3681 weeks
314.07305 -.06704 (314*2π)/3681 weeks
315.02508 .05129 (315*2π)/3681 weeks
316-.06756 .12525 (316*2π)/3681 weeks
317-.13866 .21151 (317*2π)/3681 weeks
318-.02666 .11379 (318*2π)/3681 weeks
319-.07403 .03579 (319*2π)/3681 weeks
320-.0849 .08647 (320*2π)/3681 weeks
321-.09808 .12022 (321*2π)/3681 weeks
322-.06404 .01141 (322*2π)/3681 weeks
323.02815 .09393 (323*2π)/3681 weeks
324-.19118 .09664 (324*2π)/3681 weeks
325-.05131 .15382 (325*2π)/3681 weeks
326-.14146 .22125 (326*2π)/3681 weeks
327-.04837 -.02275 (327*2π)/3681 weeks
328-.03669 .06119 (328*2π)/3681 weeks
329-.06272 .2176 (329*2π)/3681 weeks
330.00683 -.03983 (330*2π)/3681 weeks
331-.06883 .26664 (331*2π)/3681 weeks
332-.08976 .00026 (332*2π)/3681 weeks
333.17292 .17099 (333*2π)/3681 weeks
334-.24742 .07435 (334*2π)/3681 weeks
335-.20047 -.17537 (335*2π)/3681 weeks
336.12528 .42355 (336*2π)/3681 weeks
337-.0136 .09864 (337*2π)/3681 weeks
338-.04617 .08319 (338*2π)/3681 weeks
339-.11946 .28651 (339*2π)/3681 weeks
340.0498 -.19521 (340*2π)/3681 weeks
341.25195 .14508 (341*2π)/3681 weeks
342-.11099 .06287 (342*2π)/3681 weeks
343.11847 .05887 (343*2π)/3681 weeks
344-.13647 .32396 (344*2π)/3681 weeks
345-.01518 .46267 (345*2π)/3681 weeks
346.05204 .36453 (346*2π)/3681 weeks
347-.06949 .06239 (347*2π)/3681 weeks
348-.18755 .2757 (348*2π)/3681 weeks
349.11709 .34762 (349*2π)/3681 weeks
350.17356 .26602 (350*2π)/3681 weeks
351-.14492 -.09787 (351*2π)/3681 weeks
352.08845 .18987 (352*2π)/3681 weeks
353-.26815 .24578 (353*2π)/3681 weeks
354.35313 .30692 (354*2π)/3681 weeks
355-.22348 .44657 (355*2π)/3681 weeks
356-.01771 .00168 (356*2π)/3681 weeks
357.50699 .30621 (357*2π)/3681 weeks
358-.12185 -.20595 (358*2π)/3681 weeks
359.08726 .36527 (359*2π)/3681 weeks
360-.10557 .96171 (360*2π)/3681 weeks
361-.94117 1.60716 (361*2π)/3681 weeks
3621.03834 .63625 (362*2π)/3681 weeks
363.91729 1.03257 (363*2π)/3681 weeks
364-1.2993 -.09018 (364*2π)/3681 weeks
3651.74426 2.15214 (365*2π)/3681 weeks
366-.17326 2.76482 (366*2π)/3681 weeks



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