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Fourier Analysis of FRT (Federal Realty Investment Trust)


FRT (Federal Realty Investment Trust) appears to have interesting cyclic behaviour every 228 weeks (6.8887*sine), 208 weeks (5.0619*sine), and 208 weeks (1.1536*cosine).

FRT (Federal Realty Investment Trust) has an average price of 27.37 (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 5/3/1973 to 3/20/2017 for FRT (Federal Realty Investment Trust), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
027.3728   0 
126.38637 -27.16662 (1*2π)/22832,283 weeks
28.27879 -22.58529 (2*2π)/22831,142 weeks
34.23271 -13.24425 (3*2π)/2283761 weeks
45.53815 -12.08412 (4*2π)/2283571 weeks
51.58832 -12.83197 (5*2π)/2283457 weeks
6-1.14575 -9.00659 (6*2π)/2283381 weeks
7.01215 -5.58068 (7*2π)/2283326 weeks
81.5311 -5.56732 (8*2π)/2283285 weeks
91.81927 -6.57214 (9*2π)/2283254 weeks
10-.40776 -6.88866 (10*2π)/2283228 weeks
11-1.15357 -5.06192 (11*2π)/2283208 weeks
12-.97039 -3.66021 (12*2π)/2283190 weeks
13.18983 -3.48241 (13*2π)/2283176 weeks
14-.07463 -3.82863 (14*2π)/2283163 weeks
15-.69714 -3.74209 (15*2π)/2283152 weeks
16-.9386 -2.87118 (16*2π)/2283143 weeks
17-.45897 -2.03395 (17*2π)/2283134 weeks
18.14651 -2.06964 (18*2π)/2283127 weeks
19.52039 -2.38882 (19*2π)/2283120 weeks
20.30236 -2.78409 (20*2π)/2283114 weeks
21-.16138 -2.96732 (21*2π)/2283109 weeks
22-.39826 -2.58278 (22*2π)/2283104 weeks
23-.62186 -2.37138 (23*2π)/228399 weeks
24-.57618 -2.07611 (24*2π)/228395 weeks
25-.52656 -1.87319 (25*2π)/228391 weeks
26-.35885 -1.93998 (26*2π)/228388 weeks
27-.76058 -1.99844 (27*2π)/228385 weeks
28-.97638 -1.37271 (28*2π)/228382 weeks
29-.46851 -1.02035 (29*2π)/228379 weeks
30-.17057 -1.21636 (30*2π)/228376 weeks
31-.28536 -1.48482 (31*2π)/228374 weeks
32-.55941 -1.31981 (32*2π)/228371 weeks
33-.61823 -1.00064 (33*2π)/228369 weeks
34-.24482 -.68117 (34*2π)/228367 weeks
35.03349 -.93996 (35*2π)/228365 weeks
36-.08762 -1.13549 (36*2π)/228363 weeks
37-.29436 -1.10509 (37*2π)/228362 weeks
38-.32002 -.75791 (38*2π)/228360 weeks
39.01302 -.72121 (39*2π)/228359 weeks
40-.01133 -.91389 (40*2π)/228357 weeks
41-.00814 -.86522 (41*2π)/228356 weeks
42-.00865 -.81488 (42*2π)/228354 weeks
43-.01019 -.83642 (43*2π)/228353 weeks
44.15221 -.78481 (44*2π)/228352 weeks
45.12415 -.85205 (45*2π)/228351 weeks
46.23522 -.98599 (46*2π)/228350 weeks
47.13061 -1.17181 (47*2π)/228349 weeks
48-.23913 -1.24274 (48*2π)/228348 weeks
49-.36281 -.93559 (49*2π)/228347 weeks
50-.29892 -.74141 (50*2π)/228346 weeks
51-.19828 -.6647 (51*2π)/228345 weeks
52-.10047 -.69826 (52*2π)/228344 weeks
53-.25189 -.7813 (53*2π)/228343 weeks
54-.30642 -.50928 (54*2π)/228342 weeks
55-.08318 -.3064 (55*2π)/228342 weeks
56.24998 -.50945 (56*2π)/228341 weeks
57.09037 -.72488 (57*2π)/228340 weeks
58-.15185 -.60794 (58*2π)/228339 weeks
59.07664 -.34601 (59*2π)/228339 weeks
60.34712 -.5241 (60*2π)/228338 weeks
61.21952 -.79199 (61*2π)/228337 weeks
62.03878 -.74449 (62*2π)/228337 weeks
63.04461 -.59792 (63*2π)/228336 weeks
64.16407 -.59142 (64*2π)/228336 weeks
65.19046 -.67192 (65*2π)/228335 weeks
66.16175 -.68625 (66*2π)/228335 weeks
67.25953 -.75162 (67*2π)/228334 weeks
68.10838 -.91216 (68*2π)/228334 weeks
69.03364 -.85757 (69*2π)/228333 weeks
70-.0486 -.90059 (70*2π)/228333 weeks
71-.21099 -.84971 (71*2π)/228332 weeks
72-.30954 -.64055 (72*2π)/228332 weeks
73-.15214 -.41741 (73*2π)/228331 weeks
74.06543 -.47515 (74*2π)/228331 weeks
75.07528 -.66025 (75*2π)/228330 weeks
76-.06384 -.62653 (76*2π)/228330 weeks
77-.02601 -.53549 (77*2π)/228330 weeks
78.12593 -.53261 (78*2π)/228329 weeks
79.12556 -.77979 (79*2π)/228329 weeks
80-.11747 -.76845 (80*2π)/228329 weeks
81-.18292 -.59437 (81*2π)/228328 weeks
82-.0153 -.53487 (82*2π)/228328 weeks
83.01852 -.62637 (83*2π)/228328 weeks
84-.0893 -.75036 (84*2π)/228327 weeks
85-.2786 -.59323 (85*2π)/228327 weeks
86-.14791 -.38497 (86*2π)/228327 weeks
87.06636 -.43949 (87*2π)/228326 weeks
88.07118 -.64136 (88*2π)/228326 weeks
89-.03413 -.74629 (89*2π)/228326 weeks
90-.26615 -.64824 (90*2π)/228325 weeks
91-.21652 -.49639 (91*2π)/228325 weeks
92-.13268 -.40758 (92*2π)/228325 weeks
93.01853 -.48429 (93*2π)/228325 weeks
94-.1121 -.6495 (94*2π)/228324 weeks
95-.22044 -.58016 (95*2π)/228324 weeks
96-.21448 -.41146 (96*2π)/228324 weeks
97-.122 -.42507 (97*2π)/228324 weeks
98-.11029 -.47381 (98*2π)/228323 weeks
99-.18486 -.42595 (99*2π)/228323 weeks
100-.10811 -.36046 (100*2π)/228323 weeks
101-.04765 -.42304 (101*2π)/228323 weeks
102-.02153 -.45436 (102*2π)/228322 weeks
103-.05489 -.54733 (103*2π)/228322 weeks
104-.17746 -.58344 (104*2π)/228322 weeks
105-.3133 -.45214 (105*2π)/228322 weeks
106-.19092 -.26507 (106*2π)/228322 weeks
107-.05469 -.37324 (107*2π)/228321 weeks
108-.11103 -.50822 (108*2π)/228321 weeks
109-.31393 -.41508 (109*2π)/228321 weeks
110-.21632 -.24677 (110*2π)/228321 weeks
111-.10314 -.2316 (111*2π)/228321 weeks
112-.02815 -.30678 (112*2π)/228320 weeks
113-.05953 -.36537 (113*2π)/228320 weeks
114-.08607 -.39616 (114*2π)/228320 weeks
115-.12106 -.382 (115*2π)/228320 weeks
116-.14191 -.3251 (116*2π)/228320 weeks
117-.06763 -.34917 (117*2π)/228320 weeks
118-.16671 -.41556 (118*2π)/228319 weeks
119-.2443 -.30509 (119*2π)/228319 weeks
120-.19174 -.22255 (120*2π)/228319 weeks
121-.13049 -.14181 (121*2π)/228319 weeks
122.0151 -.20373 (122*2π)/228319 weeks
123.02855 -.28197 (123*2π)/228319 weeks
124-.06849 -.36678 (124*2π)/228318 weeks
125-.16858 -.2638 (125*2π)/228318 weeks
126-.06683 -.09861 (126*2π)/228318 weeks
127.17849 -.17761 (127*2π)/228318 weeks
128.13437 -.44723 (128*2π)/228318 weeks
129-.07918 -.46714 (129*2π)/228318 weeks
130-.1616 -.301 (130*2π)/228318 weeks
131-.05001 -.20375 (131*2π)/228317 weeks
132.06951 -.26366 (132*2π)/228317 weeks
133.09829 -.39175 (133*2π)/228317 weeks
134.00046 -.49156 (134*2π)/228317 weeks
135-.19122 -.50337 (135*2π)/228317 weeks
136-.27648 -.24285 (136*2π)/228317 weeks
137-.03161 -.13327 (137*2π)/228317 weeks
138.13235 -.33844 (138*2π)/228317 weeks
139-.0451 -.51987 (139*2π)/228316 weeks
140-.24244 -.44326 (140*2π)/228316 weeks
141-.2864 -.2308 (141*2π)/228316 weeks
142-.10285 -.11657 (142*2π)/228316 weeks
143.04289 -.22941 (143*2π)/228316 weeks
144.00045 -.37956 (144*2π)/228316 weeks
145-.15857 -.41138 (145*2π)/228316 weeks
146-.21988 -.2508 (146*2π)/228316 weeks
147-.13035 -.17541 (147*2π)/228316 weeks
148-.0473 -.21723 (148*2π)/228315 weeks
149-.06451 -.26691 (149*2π)/228315 weeks
150-.07318 -.27346 (150*2π)/228315 weeks
151-.12095 -.28326 (151*2π)/228315 weeks
152-.16001 -.21408 (152*2π)/228315 weeks
153-.08372 -.12916 (153*2π)/228315 weeks
154.01987 -.15913 (154*2π)/228315 weeks
155.04759 -.28936 (155*2π)/228315 weeks
156-.04818 -.31388 (156*2π)/228315 weeks
157-.06957 -.28755 (157*2π)/228315 weeks
158-.06523 -.27904 (158*2π)/228314 weeks
159-.0706 -.30903 (159*2π)/228314 weeks
160-.10816 -.31201 (160*2π)/228314 weeks
161-.17057 -.28988 (161*2π)/228314 weeks
162-.19349 -.2008 (162*2π)/228314 weeks
163-.12949 -.13239 (163*2π)/228314 weeks
164-.05117 -.15141 (164*2π)/228314 weeks
165-.03449 -.20487 (165*2π)/228314 weeks
166-.06618 -.20964 (166*2π)/228314 weeks
167-.07807 -.19583 (167*2π)/228314 weeks
168-.02186 -.16086 (168*2π)/228314 weeks
169.01892 -.23934 (169*2π)/228314 weeks
170-.02355 -.29176 (170*2π)/228313 weeks
171-.09071 -.33579 (171*2π)/228313 weeks
172-.24266 -.27245 (172*2π)/228313 weeks
173-.21003 -.09218 (173*2π)/228313 weeks
174-.10676 -.072 (174*2π)/228313 weeks
175-.03871 -.0783 (175*2π)/228313 weeks
176-.06174 -.07499 (176*2π)/228313 weeks
177.05028 -.03981 (177*2π)/228313 weeks
178.11069 -.11302 (178*2π)/228313 weeks
179.11986 -.19712 (179*2π)/228313 weeks
180.09486 -.21818 (180*2π)/228313 weeks
181.10798 -.29558 (181*2π)/228313 weeks
182-.00433 -.31349 (182*2π)/228313 weeks
183-.02918 -.26327 (183*2π)/228312 weeks
184.01742 -.2205 (184*2π)/228312 weeks
185.04704 -.30722 (185*2π)/228312 weeks
186-.03313 -.33306 (186*2π)/228312 weeks
187-.07676 -.27751 (187*2π)/228312 weeks
188-.04731 -.25797 (188*2π)/228312 weeks
189-.04996 -.25488 (189*2π)/228312 weeks
190-.0553 -.27928 (190*2π)/228312 weeks
191-.06248 -.24115 (191*2π)/228312 weeks
192-.06062 -.27961 (192*2π)/228312 weeks
193-.08584 -.24146 (193*2π)/228312 weeks
194-.06741 -.24685 (194*2π)/228312 weeks
195-.09037 -.25212 (195*2π)/228312 weeks
196-.11252 -.24445 (196*2π)/228312 weeks
197-.12108 -.17852 (197*2π)/228312 weeks
198-.04204 -.171 (198*2π)/228312 weeks
199-.02987 -.23225 (199*2π)/228311 weeks
200-.10724 -.241 (200*2π)/228311 weeks
201-.07618 -.13755 (201*2π)/228311 weeks
202.01565 -.19419 (202*2π)/228311 weeks
203-.02814 -.28098 (203*2π)/228311 weeks
204-.08085 -.25254 (204*2π)/228311 weeks
205-.08501 -.22912 (205*2π)/228311 weeks
206-.0597 -.22332 (206*2π)/228311 weeks
207-.07134 -.27519 (207*2π)/228311 weeks
208-.14278 -.27348 (208*2π)/228311 weeks
209-.19832 -.20771 (209*2π)/228311 weeks
210-.16828 -.10949 (210*2π)/228311 weeks
211-.06876 -.09272 (211*2π)/228311 weeks
212-.04475 -.14298 (212*2π)/228311 weeks
213-.05074 -.17874 (213*2π)/228311 weeks
214-.06182 -.14412 (214*2π)/228311 weeks
215-.01885 -.14008 (215*2π)/228311 weeks
216.03544 -.2193 (216*2π)/228311 weeks
217-.07301 -.29635 (217*2π)/228311 weeks
218-.14801 -.20856 (218*2π)/228310 weeks
219-.11854 -.13366 (219*2π)/228310 weeks
220-.02811 -.13638 (220*2π)/228310 weeks
221-.02071 -.17933 (221*2π)/228310 weeks
222-.03611 -.22747 (222*2π)/228310 weeks
223-.09056 -.22868 (223*2π)/228310 weeks
224-.06478 -.19067 (224*2π)/228310 weeks
225-.07252 -.23489 (225*2π)/228310 weeks
226-.11023 -.25031 (226*2π)/228310 weeks
227-.1652 -.20927 (227*2π)/228310 weeks
228-.18105 -.17507 (228*2π)/228310 weeks
229-.15909