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Fourier Analysis of GMS (GMS Inc. Common Stock)


GMS (GMS Inc. Common Stock) appears to have interesting cyclic behaviour every 2 weeks (.3968*cosine), 2 weeks (.3968*cosine), and 2 weeks (.357*cosine).

GMS (GMS Inc. Common Stock) has an average price of 24.12 (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 5/26/2016 to 1/9/2017 for GMS (GMS Inc. Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
024.11941   0 
11.66922 -.76967 (1*2π)/3434 weeks
2-.5052 -2.5387 (2*2π)/3417 weeks
3-.45388 -1.14232 (3*2π)/3411 weeks
4.26969 -.68225 (4*2π)/349 weeks
5-.06112 -.28629 (5*2π)/347 weeks
6-.46168 .33645 (6*2π)/346 weeks
7-.04947 -.3079 (7*2π)/345 weeks
8.07248 -.27846 (8*2π)/344 weeks
9-.33932 -.19794 (9*2π)/344 weeks
10-.19231 .00318 (10*2π)/343 weeks
11-.28437 -.20576 (11*2π)/343 weeks
12-.09371 -.34832 (12*2π)/343 weeks
13-.33282 -.00703 (13*2π)/343 weeks
14-.35696 -.24654 (14*2π)/342 weeks
15-.39677 -.00442 (15*2π)/342 weeks
16-.16672 .12243 (16*2π)/342 weeks
17.12706   (17*2π)/342 weeks
18-.16672 -.12243 (18*2π)/342 weeks
19-.39677 .00442 (19*2π)/342 weeks
20-.35696 .24654 (20*2π)/342 weeks
21-.33282 .00703 (21*2π)/342 weeks
22-.09371 .34832 (22*2π)/342 weeks
23-.28437 .20576 (23*2π)/341 weeks
24-.19231 -.00318 (24*2π)/341 weeks
25-.33932 .19794 (25*2π)/341 weeks
26.07248 .27846 (26*2π)/341 weeks
27-.04947 .3079 (27*2π)/341 weeks
28-.46168 -.33645 (28*2π)/341 weeks
29-.06112 .28629 (29*2π)/341 weeks
30.26969 .68225 (30*2π)/341 weeks
31-.45388 1.14232 (31*2π)/341 weeks
32-.5052 2.5387 (32*2π)/341 weeks

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