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Fourier Analysis of ESNT (Essent Group Ltd)


ESNT (Essent Group Ltd) appears to have interesting cyclic behaviour every 19 weeks (.8296*sine), 16 weeks (.6242*sine), and 19 weeks (.4896*cosine).

ESNT (Essent Group Ltd) has an average price of 25.43 (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 10/31/2013 to 7/10/2017 for ESNT (Essent Group Ltd), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
025.42768   0 
12.73635 -2.22458 (1*2π)/194194 weeks
22.468 -5.08115 (2*2π)/19497 weeks
3-.66662 -1.22964 (3*2π)/19465 weeks
4.56581 -.74855 (4*2π)/19449 weeks
5-1.0556 -.51495 (5*2π)/19439 weeks
6-.39523 -.84718 (6*2π)/19432 weeks
7-.02964 -.61912 (7*2π)/19428 weeks
8-.2775 -.51961 (8*2π)/19424 weeks
9.07793 -.85637 (9*2π)/19422 weeks
10-.48963 -.82957 (10*2π)/19419 weeks
11.12599 -.24592 (11*2π)/19418 weeks
12.0916 -.62417 (12*2π)/19416 weeks
13.17874 -.32819 (13*2π)/19415 weeks
14-.03826 -.30934 (14*2π)/19414 weeks
15-.21985 -.34939 (15*2π)/19413 weeks
16-.06928 -.20411 (16*2π)/19412 weeks
17.14913 -.62067 (17*2π)/19411 weeks
18.0579 -.22329 (18*2π)/19411 weeks
19.14541 -.35271 (19*2π)/19410 weeks
20-.2127 -.32959 (20*2π)/19410 weeks
21-.28264 -.28477 (21*2π)/1949 weeks
22-.10153 -.2937 (22*2π)/1949 weeks
23.01925 -.03929 (23*2π)/1948 weeks
24.02249 -.14796 (24*2π)/1948 weeks
25-.03913 -.24812 (25*2π)/1948 weeks
26-.00308 -.29314 (26*2π)/1947 weeks
27-.05369 -.27414 (27*2π)/1947 weeks
28-.13168 -.2368 (28*2π)/1947 weeks
29.01226 -.08343 (29*2π)/1947 weeks
30.02064 -.20595 (30*2π)/1946 weeks
31-.21822 -.1495 (31*2π)/1946 weeks
32-.00098 -.21843 (32*2π)/1946 weeks
33-.03278 -.16148 (33*2π)/1946 weeks
34-.07525 -.28238 (34*2π)/1946 weeks
35-.15098 -.13415 (35*2π)/1946 weeks
36-.09039 -.19694 (36*2π)/1945 weeks
37-.22377 -.28677 (37*2π)/1945 weeks
38-.09523 -.1539 (38*2π)/1945 weeks
39-.06661 -.02428 (39*2π)/1945 weeks
40-.16659 -.11352 (40*2π)/1945 weeks
41-.0236 -.26441 (41*2π)/1945 weeks
42-.06499 -.00919 (42*2π)/1945 weeks
43.00297 -.18387 (43*2π)/1945 weeks
44-.12228 -.12481 (44*2π)/1944 weeks
45-.18081 -.21836 (45*2π)/1944 weeks
46-.12878 -.09204 (46*2π)/1944 weeks
47-.14082 -.13767 (47*2π)/1944 weeks
48.0189 -.04959 (48*2π)/1944 weeks
49-.00632 -.11623 (49*2π)/1944 weeks
50-.03642 -.08926 (50*2π)/1944 weeks
51-.14062 -.1776 (51*2π)/1944 weeks
52-.08682 .05103 (52*2π)/1944 weeks
53-.07846 -.01226 (53*2π)/1944 weeks
54-.10133 -.04838 (54*2π)/1944 weeks
55-.05303 -.17719 (55*2π)/1944 weeks
56-.16524 -.03724 (56*2π)/1943 weeks
57-.13369 -.03029 (57*2π)/1943 weeks
58-.05469 .03443 (58*2π)/1943 weeks
59-.06336 -.02702 (59*2π)/1943 weeks
60-.13742 -.08249 (60*2π)/1943 weeks
61-.05556 -.08803 (61*2π)/1943 weeks
62-.09201 -.06627 (62*2π)/1943 weeks
63-.08567 -.03623 (63*2π)/1943 weeks
64-.06011 -.07117 (64*2π)/1943 weeks
65-.12324 .01704 (65*2π)/1943 weeks
66-.01678 -.09343 (66*2π)/1943 weeks
67-.13487 -.04282 (67*2π)/1943 weeks
68-.12199 -.05614 (68*2π)/1943 weeks
69-.12695 -.02334 (69*2π)/1943 weeks
70-.07508 -.01237 (70*2π)/1943 weeks
71-.018 -.00541 (71*2π)/1943 weeks
72-.12444 -.14481 (72*2π)/1943 weeks
73-.01936 .05846 (73*2π)/1943 weeks
74.01618 .07774 (74*2π)/1943 weeks
75-.07783 -.03812 (75*2π)/1943 weeks
76-.04866 -.05934 (76*2π)/1943 weeks
77-.01568 .00022 (77*2π)/1943 weeks
78-.02618 .00803 (78*2π)/1942 weeks
79-.04976 -.02437 (79*2π)/1942 weeks
80-.13247 -.04177 (80*2π)/1942 weeks
81-.10032 -.10694 (81*2π)/1942 weeks
82-.12651 -.03987 (82*2π)/1942 weeks
83-.03374 .02126 (83*2π)/1942 weeks
84-.11684 .03064 (84*2π)/1942 weeks
85-.04958 -.10747 (85*2π)/1942 weeks
86.00128 .00081 (86*2π)/1942 weeks
87-.10261 -.01553 (87*2π)/1942 weeks
88-.03357 .02807 (88*2π)/1942 weeks
89-.06307 .00518 (89*2π)/1942 weeks
90-.08142 .05096 (90*2π)/1942 weeks
91-.08927 .07684 (91*2π)/1942 weeks
92-.07272 -.00723 (92*2π)/1942 weeks
93-.15243 .00147 (93*2π)/1942 weeks
94-.05007 .05828 (94*2π)/1942 weeks
95-.17256 .08246 (95*2π)/1942 weeks
96.01366 .06216 (96*2π)/1942 weeks
97-.13454   (97*2π)/1942 weeks
98.01366 -.06216 (98*2π)/1942 weeks
99-.17256 -.08246 (99*2π)/1942 weeks
100-.05007 -.05828 (100*2π)/1942 weeks
101-.15243 -.00147 (101*2π)/1942 weeks
102-.07272 .00723 (102*2π)/1942 weeks
103-.08927 -.07684 (103*2π)/1942 weeks
104-.08142 -.05096 (104*2π)/1942 weeks
105-.06307 -.00518 (105*2π)/1942 weeks
106-.03357 -.02807 (106*2π)/1942 weeks
107-.10261 .01553 (107*2π)/1942 weeks
108.00128 -.00081 (108*2π)/1942 weeks
109-.04958 .10747 (109*2π)/1942 weeks
110-.11684 -.03064 (110*2π)/1942 weeks
111-.03374 -.02126 (111*2π)/1942 weeks
112-.12651 .03987 (112*2π)/1942 weeks
113-.10032 .10694 (113*2π)/1942 weeks
114-.13247 .04177 (114*2π)/1942 weeks
115-.04976 .02437 (115*2π)/1942 weeks
116-.02618 -.00803 (116*2π)/1942 weeks
117-.01568 -.00022 (117*2π)/1942 weeks
118-.04866 .05934 (118*2π)/1942 weeks
119-.07783 .03812 (119*2π)/1942 weeks
120.01618 -.07774 (120*2π)/1942 weeks
121-.01936 -.05846 (121*2π)/1942 weeks
122-.12444 .14481 (122*2π)/1942 weeks
123-.018 .00541 (123*2π)/1942 weeks
124-.07508 .01237 (124*2π)/1942 weeks
125-.12695 .02334 (125*2π)/1942 weeks
126-.12199 .05614 (126*2π)/1942 weeks
127-.13487 .04282 (127*2π)/1942 weeks
128-.01678 .09343 (128*2π)/1942 weeks
129-.12324 -.01704 (129*2π)/1942 weeks
130-.06011 .07117 (130*2π)/1941 weeks
131-.08567 .03623 (131*2π)/1941 weeks
132-.09201 .06627 (132*2π)/1941 weeks
133-.05556 .08803 (133*2π)/1941 weeks
134-.13742 .08249 (134*2π)/1941 weeks
135-.06336 .02702 (135*2π)/1941 weeks
136-.05469 -.03443 (136*2π)/1941 weeks
137-.13369 .03029 (137*2π)/1941 weeks
138-.16524 .03724 (138*2π)/1941 weeks
139-.05303 .17719 (139*2π)/1941 weeks
140-.10133 .04838 (140*2π)/1941 weeks
141-.07846 .01226 (141*2π)/1941 weeks
142-.08682 -.05103 (142*2π)/1941 weeks
143-.14062 .1776 (143*2π)/1941 weeks
144-.03642 .08926 (144*2π)/1941 weeks
145-.00632 .11623 (145*2π)/1941 weeks
146.0189 .04959 (146*2π)/1941 weeks
147-.14082 .13767 (147*2π)/1941 weeks
148-.12878 .09204 (148*2π)/1941 weeks
149-.18081 .21836 (149*2π)/1941 weeks
150-.12228 .12481 (150*2π)/1941 weeks
151.00297 .18387 (151*2π)/1941 weeks
152-.06499 .00919 (152*2π)/1941 weeks
153-.0236 .26441 (153*2π)/1941 weeks
154-.16659 .11352 (154*2π)/1941 weeks
155-.06661 .02428 (155*2π)/1941 weeks
156-.09523 .1539 (156*2π)/1941 weeks
157-.22377 .28677 (157*2π)/1941 weeks
158-.09039 .19694 (158*2π)/1941 weeks
159-.15098 .13415 (159*2π)/1941 weeks
160-.07525 .28238 (160*2π)/1941 weeks
161-.03278 .16148 (161*2π)/1941 weeks
162-.00098 .21843 (162*2π)/1941 weeks
163-.21822 .1495 (163*2π)/1941 weeks
164.02064 .20595 (164*2π)/1941 weeks
165.01226 .08343 (165*2π)/1941 weeks
166-.13168 .2368 (166*2π)/1941 weeks
167-.05369 .27414 (167*2π)/1941 weeks
168-.00308 .29314 (168*2π)/1941 weeks
169-.03913 .24812 (169*2π)/1941 weeks
170.02249 .14796 (170*2π)/1941 weeks
171.01925 .03929 (171*2π)/1941 weeks
172-.10153 .2937 (172*2π)/1941 weeks
173-.28264 .28477 (173*2π)/1941 weeks
174-.2127 .32959 (174*2π)/1941 weeks
175.14541 .35271 (175*2π)/1941 weeks
176.0579 .22329 (176*2π)/1941 weeks
177.14913 .62067 (177*2π)/1941 weeks
178-.06928 .20411 (178*2π)/1941 weeks
179-.21985 .34939 (179*2π)/1941 weeks
180-.03826 .30934 (180*2π)/1941 weeks
181.17874 .32819 (181*2π)/1941 weeks
182.0916 .62417 (182*2π)/1941 weeks
183.12599 .24592 (183*2π)/1941 weeks
184-.48963 .82957 (184*2π)/1941 weeks
185.07793 .85637 (185*2π)/1941 weeks
186-.2775 .51961 (186*2π)/1941 weeks
187-.02964 .61912 (187*2π)/1941 weeks
188-.39523 .84718 (188*2π)/1941 weeks
189-1.0556 .51495 (189*2π)/1941 weeks
190.56581 .74855 (190*2π)/1941 weeks
191-.66662 1.22964 (191*2π)/1941 weeks
1922.468 5.08115 (192*2π)/1941 weeks



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