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Fourier Analysis of GHY (Prudential Global Short Duratio)


GHY (Prudential Global Short Duratio) appears to have interesting cyclic behaviour every 20 weeks (.117*sine), 12 weeks (.0771*cosine), and 12 weeks (.0746*sine).

GHY (Prudential Global Short Duratio) has an average price of 12.97 (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 12/24/2012 to 11/6/2017 for GHY (Prudential Global Short Duratio), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
012.97177   0 
1.53976 -.67953 (1*2π)/255255 weeks
2-.04802 -.81916 (2*2π)/255128 weeks
3.14819 -.16872 (3*2π)/25585 weeks
4.27553 -.24793 (4*2π)/25564 weeks
5-.16262 -.00636 (5*2π)/25551 weeks
6.00941 -.12085 (6*2π)/25543 weeks
7.06838 .02176 (7*2π)/25536 weeks
8-.05561 -.12682 (8*2π)/25532 weeks
9.01129 -.06892 (9*2π)/25528 weeks
10-.02939 -.06958 (10*2π)/25526 weeks
11-.02271 -.04637 (11*2π)/25523 weeks
12.06441 -.06393 (12*2π)/25521 weeks
13-.01087 -.11698 (13*2π)/25520 weeks
14.01227 -.0048 (14*2π)/25518 weeks
15-.02635 -.02751 (15*2π)/25517 weeks
16.01386 -.02938 (16*2π)/25516 weeks
17-.00364 .01044 (17*2π)/25515 weeks
18.028 -.03095 (18*2π)/25514 weeks
19.01568 -.02197 (19*2π)/25513 weeks
20-.05209 -.01282 (20*2π)/25513 weeks
21.01372 -.00805 (21*2π)/25512 weeks
22-.07709 -.07458 (22*2π)/25512 weeks
23.0042 -.01627 (23*2π)/25511 weeks
24-.00207 -.04304 (24*2π)/25511 weeks
25-.04507 -.00256 (25*2π)/25510 weeks
26.03251 .01059 (26*2π)/25510 weeks
27-.01117 -.00557 (27*2π)/2559 weeks
28-.02783 -.00511 (28*2π)/2559 weeks
29.01645 -.02561 (29*2π)/2559 weeks
30-.04379 .01891 (30*2π)/2559 weeks
31.00901 -.00828 (31*2π)/2558 weeks
32-.00411 -.02142 (32*2π)/2558 weeks
33-.01527 -.00643 (33*2π)/2558 weeks
34-.00897 -.01025 (34*2π)/2558 weeks
35-.01151 -.00962 (35*2π)/2557 weeks
36-.01984 -.01728 (36*2π)/2557 weeks
37-.03591 -.02506 (37*2π)/2557 weeks
38-.00563 -.03917 (38*2π)/2557 weeks
39-.01666 -.00056 (39*2π)/2557 weeks
40.00895 -.00466 (40*2π)/2556 weeks
41.0135 -.00177 (41*2π)/2556 weeks
42-.02122 -.00857 (42*2π)/2556 weeks
43-.02929 .00466 (43*2π)/2556 weeks
44-.00759 -.00735 (44*2π)/2556 weeks
45-.01797 -.02798 (45*2π)/2556 weeks
46.00212 -.01699 (46*2π)/2556 weeks
47.01485 -.01416 (47*2π)/2555 weeks
48-.01867 -.00966 (48*2π)/2555 weeks
49-.00635 -.00639 (49*2π)/2555 weeks
50-.01403 -.03445 (50*2π)/2555 weeks
51-.00505 .00199 (51*2π)/2555 weeks
52.01444 -.03428 (52*2π)/2555 weeks
53-.01982 -.02174 (53*2π)/2555 weeks
54.02093 .0153 (54*2π)/2555 weeks
55-.00429 -.00915 (55*2π)/2555 weeks
56.01174 -.00761 (56*2π)/2555 weeks
57-.01286 -.0061 (57*2π)/2554 weeks
58-.02441 -.00834 (58*2π)/2554 weeks
59-.00566 .01646 (59*2π)/2554 weeks
60-.0007 .00199 (60*2π)/2554 weeks
61-.01158 -.01243 (61*2π)/2554 weeks
62-.00868 .00275 (62*2π)/2554 weeks
63-.00403 -.02036 (63*2π)/2554 weeks
64-.00249 .00228 (64*2π)/2554 weeks
65-.00165 -.00982 (65*2π)/2554 weeks
66-.00104 -.01517 (66*2π)/2554 weeks
67-.01243 .00639 (67*2π)/2554 weeks
68.00434 -.00566 (68*2π)/2554 weeks
69.00254 -.00794 (69*2π)/2554 weeks
70-.01049 -.00567 (70*2π)/2554 weeks
71-.02293 -.01854 (71*2π)/2554 weeks
72.00104 .00566 (72*2π)/2554 weeks
73-.00974 -.00972 (73*2π)/2553 weeks
74-.00532 .00477 (74*2π)/2553 weeks
75-.00251 -.0261 (75*2π)/2553 weeks
76-.0132 -.00075 (76*2π)/2553 weeks
77-.01171 -.01334 (77*2π)/2553 weeks
78-.01 -.01048 (78*2π)/2553 weeks
79.0118 .02391 (79*2π)/2553 weeks
80-.02398 -.00394 (80*2π)/2553 weeks
81-.00963 .01868 (81*2π)/2553 weeks
82-.00255 -.00895 (82*2π)/2553 weeks
83-.02206 -.0027 (83*2π)/2553 weeks
84-.00778 -.00199 (84*2π)/2553 weeks
85-.00939 -.01434 (85*2π)/2553 weeks
86-.009 -.0083 (86*2π)/2553 weeks
87-.0051 -.00918 (87*2π)/2553 weeks
88.00485 -.0005 (88*2π)/2553 weeks
89-.00822 .0065 (89*2π)/2553 weeks
90-.00468 -.00441 (90*2π)/2553 weeks
91-.01686 -.01088 (91*2π)/2553 weeks
92-.02677 .00865 (92*2π)/2553 weeks
93-.01284 -.01361 (93*2π)/2553 weeks
94-.00909 -.0043 (94*2π)/2553 weeks
95-.00315 -.01348 (95*2π)/2553 weeks
96.00313 -.02965 (96*2π)/2553 weeks
97.01661 .01405 (97*2π)/2553 weeks
98-.00353 -.00894 (98*2π)/2553 weeks
99.00185 .01178 (99*2π)/2553 weeks
100.00998 .0096 (100*2π)/2553 weeks
101-.01958 .00578 (101*2π)/2553 weeks
102-.00207 .00876 (102*2π)/2553 weeks
103-.00536 -.00615 (103*2π)/2552 weeks
104-.01134 .00162 (104*2π)/2552 weeks
105.00764 -.00802 (105*2π)/2552 weeks
106-.01424 -.00627 (106*2π)/2552 weeks
107-.01145 -.00672 (107*2π)/2552 weeks
108-.00467 -.00456 (108*2π)/2552 weeks
109.00394 .00879 (109*2π)/2552 weeks
110-.014 -.00039 (110*2π)/2552 weeks
111.00649 -.00309 (111*2π)/2552 weeks
112-.01142 .00673 (112*2π)/2552 weeks
113-.01008 -.00337 (113*2π)/2552 weeks
114-.00627 .00489 (114*2π)/2552 weeks
115-.00752 .00191 (115*2π)/2552 weeks
116-.00721 -.01369 (116*2π)/2552 weeks
117.00419 -.01051 (117*2π)/2552 weeks
118-.00058 -.00405 (118*2π)/2552 weeks
119.00679 .00563 (119*2π)/2552 weeks
120-.0102 .00738 (120*2π)/2552 weeks
121.00585 -.00564 (121*2π)/2552 weeks
122-.01681 .02023 (122*2π)/2552 weeks
123-.0114 .00518 (123*2π)/2552 weeks
124-.01761 -.00741 (124*2π)/2552 weeks
125-.01485 .01117 (125*2π)/2552 weeks
126-.01455 -.02192 (126*2π)/2552 weeks
127-.00988 .00722 (127*2π)/2552 weeks
128-.00988 -.00722 (128*2π)/2552 weeks
129-.01455 .02192 (129*2π)/2552 weeks
130-.01485 -.01117 (130*2π)/2552 weeks
131-.01761 .00741 (131*2π)/2552 weeks
132-.0114 -.00518 (132*2π)/2552 weeks
133-.01681 -.02023 (133*2π)/2552 weeks
134.00585 .00564 (134*2π)/2552 weeks
135-.0102 -.00738 (135*2π)/2552 weeks
136.00679 -.00563 (136*2π)/2552 weeks
137-.00058 .00405 (137*2π)/2552 weeks
138.00419 .01051 (138*2π)/2552 weeks
139-.00721 .01369 (139*2π)/2552 weeks
140-.00752 -.00191 (140*2π)/2552 weeks
141-.00627 -.00489 (141*2π)/2552 weeks
142-.01008 .00337 (142*2π)/2552 weeks
143-.01142 -.00673 (143*2π)/2552 weeks
144.00649 .00309 (144*2π)/2552 weeks
145-.014 .00039 (145*2π)/2552 weeks
146.00394 -.00879 (146*2π)/2552 weeks
147-.00467 .00456 (147*2π)/2552 weeks
148-.01145 .00672 (148*2π)/2552 weeks
149-.01424 .00627 (149*2π)/2552 weeks
150.00764 .00802 (150*2π)/2552 weeks
151-.01134 -.00162 (151*2π)/2552 weeks
152-.00536 .00615 (152*2π)/2552 weeks
153-.00207 -.00876 (153*2π)/2552 weeks
154-.01958 -.00578 (154*2π)/2552 weeks
155.00998 -.0096 (155*2π)/2552 weeks
156.00185 -.01178 (156*2π)/2552 weeks
157-.00353 .00894 (157*2π)/2552 weeks
158.01661 -.01405 (158*2π)/2552 weeks
159.00313 .02965 (159*2π)/2552 weeks
160-.00315 .01348 (160*2π)/2552 weeks
161-.00909 .0043 (161*2π)/2552 weeks
162-.01284 .01361 (162*2π)/2552 weeks
163-.02677 -.00865 (163*2π)/2552 weeks
164-.01686 .01088 (164*2π)/2552 weeks
165-.00468 .00441 (165*2π)/2552 weeks
166-.00822 -.0065 (166*2π)/2552 weeks
167.00485 .0005 (167*2π)/2552 weeks
168-.0051 .00918 (168*2π)/2552 weeks
169-.009 .0083 (169*2π)/2552 weeks
170-.00939 .01434 (170*2π)/2552 weeks
171-.00778 .00199 (171*2π)/2551 weeks
172-.02206 .0027 (172*2π)/2551 weeks
173-.00255 .00895 (173*2π)/2551 weeks
174-.00963 -.01868 (174*2π)/2551 weeks
175-.02398 .00394 (175*2π)/2551 weeks
176.0118 -.02391 (176*2π)/2551 weeks
177-.01 .01048 (177*2π)/2551 weeks
178-.01171 .01334 (178*2π)/2551 weeks
179-.0132 .00075 (179*2π)/2551 weeks
180-.00251 .0261 (180*2π)/2551 weeks
181-.00532 -.00477 (181*2π)/2551 weeks
182-.00974 .00972 (182*2π)/2551 weeks
183.00104 -.00566 (183*2π)/2551 weeks
184-.02293 .01854 (184*2π)/2551 weeks
185-.01049 .00567 (185*2π)/2551 weeks
186.00254 .00794 (186*2π)/2551 weeks
187.00434 .00566 (187*2π)/2551 weeks
188-.01243 -.00639 (188*2π)/2551 weeks
189-.00104 .01517 (189*2π)/2551 weeks
190-.00165 .00982 (190*2π)/2551 weeks
191-.00249 -.00228 (191*2π)/2551 weeks
192-.00403 .02036 (192*2π)/2551 weeks
193-.00868 -.00275 (193*2π)/2551 weeks
194-.01158 .01243 (194*2π)/2551 weeks
195-.0007 -.00199 (195*2π)/2551 weeks
196-.00566 -.01646 (196*2π)/2551 weeks
197-.02441 .00834 (197*2π)/2551 weeks
198-.01286 .0061 (198*2π)/2551 weeks
199.01174 .00761 (199*2π)/2551 weeks
200-.00429 .00915 (200*2π)/2551 weeks
201.02093 -.0153 (201*2π)/2551 weeks
202-.01982 .02174 (202*2π)/2551 weeks
203.01444 .03428 (203*2π)/2551 weeks
204-.00505 -.00199 (204*2π)/2551 weeks
205-.01403 .03445 (205*2π)/2551 weeks
206-.00635 .00639 (206*2π)/2551 weeks
207-.01867 .00966 (207*2π)/2551 weeks
208.01485 .01416 (208*2π)/2551 weeks
209.00212 .01699 (209*2π)/2551 weeks
210-.01797 .02798 (210*2π)/2551 weeks
211-.00759 .00735 (211*2π)/2551 weeks
212-.02929 -.00466 (212*2π)/2551 weeks
213-.02122 .00857 (213*2π)/2551 weeks
214.0135 .00177 (214*2π)/2551 weeks
215.00895 .00466 (215*2π)/2551 weeks
216-.01666 .00056 (216*2π)/2551 weeks
217-.00563 .03917 (217*2π)/2551 weeks
218-.03591 .02506 (218*2π)/2551 weeks
219-.01984 .01728 (219*2π)/2551 weeks
220-.01151 .00962 (220*2π)/2551 weeks
221-.00897 .01025 (221*2π)/2551 weeks
222-.01527 .00643 (222*2π)/2551 weeks
223-.00411 .02142 (223*2π)/2551 weeks
224.00901 .00828 (224*2π)/2551 weeks
225-.04379 -.01891 (225*2π)/2551 weeks
226.01645 .02561 (226*2π)/2551 weeks
227-.02783 .00511 (227*2π)/2551 weeks
228-.01117 .00557 (228*2π)/2551 weeks
229.03251 -.01059 (229*2π)/2551 weeks
230-.04507 .00256 (230*2π)/2551 weeks
231-.00207 .04304 (231*2π)/2551 weeks
232.0042 .01627 (232*2π)/2551 weeks
233-.07709 .07458 (233*2π)/2551 weeks
234.01372 .00805 (234*2π)/2551 weeks
235-.05209 .01282 (235*2π)/2551 weeks
236.01568 .02197 (236*2π)/2551 weeks
237.028 .03095 (237*2π)/2551 weeks
238-.00364 -.01044 (238*2π)/2551 weeks
239.01386 .02938 (239*2π)/2551 weeks
240-.02635 .02751 (240*2π)/2551 weeks
241.01227 .0048 (241*2π)/2551 weeks
242-.01087 .11698 (242*2π)/2551 weeks
243.06441 .06393 (243*2π)/2551 weeks
244-.02271 .04637 (244*2π)/2551 weeks
245-.02939 .06958 (245*2π)/2551 weeks
246.01129 .06892 (246*2π)/2551 weeks
247-.05561 .12682 (247*2π)/2551 weeks
248.06838 -.02176 (248*2π)/2551 weeks
249.00941 .12085 (249*2π)/2551 weeks
250-.16262 .00636 (250*2π)/2551 weeks
251.27553 .24793 (251*2π)/2551 weeks
252.14819 .16872 (252*2π)/2551 weeks
253-.04802 .81916 (253*2π)/2551 weeks



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