Back to list of Stocks    See Also: Seasonal Analysis of GRUBGenetic Algorithms Stock Portfolio Generator, and Fourier Calculator

Fourier Analysis of GRUB (GrubHub Inc. Common Stock)


GRUB (GrubHub Inc. Common Stock) appears to have interesting cyclic behaviour every 13 weeks (.7148*sine), 10 weeks (.6959*sine), and 5 weeks (.6295*cosine).

GRUB (GrubHub Inc. Common Stock) has an average price of 33.39 (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 4/4/2014 to 1/9/2017 for GRUB (GrubHub Inc. Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
033.38712   0 
13.35234 5.34788 (1*2π)/146146 weeks
2.37621 -5.48025 (2*2π)/14673 weeks
3-.43999 -.29048 (3*2π)/14649 weeks
4-2.7037 .13814 (4*2π)/14637 weeks
5-.17853 -1.20735 (5*2π)/14629 weeks
6.43702 .83762 (6*2π)/14624 weeks
7.7608 -.01694 (7*2π)/14621 weeks
8.27601 -.35015 (8*2π)/14618 weeks
9.10694 .18235 (9*2π)/14616 weeks
10-.17572 -.26393 (10*2π)/14615 weeks
11-.08421 -.71476 (11*2π)/14613 weeks
12-.12695 -.51154 (12*2π)/14612 weeks
13.30839 -.34702 (13*2π)/14611 weeks
14.12806 -.69587 (14*2π)/14610 weeks
15.53162 .39032 (15*2π)/14610 weeks
16-.00313 -.18835 (16*2π)/1469 weeks
17-.27296 .6339 (17*2π)/1469 weeks
18.00966 .29391 (18*2π)/1468 weeks
19.3895 -.02825 (19*2π)/1468 weeks
20-.16606 -.04523 (20*2π)/1467 weeks
21-.21099 -.11244 (21*2π)/1467 weeks
22.30629 .35372 (22*2π)/1467 weeks
23-.14779 -.02366 (23*2π)/1466 weeks
24.11514 .07659 (24*2π)/1466 weeks
25-.14239 -.51166 (25*2π)/1466 weeks
26.11428 .09042 (26*2π)/1466 weeks
27-.12323 -.07268 (27*2π)/1465 weeks
28-.62946 .10067 (28*2π)/1465 weeks
29.24736 -.21756 (29*2π)/1465 weeks
30.06551 .1145 (30*2π)/1465 weeks
31.1791 .12104 (31*2π)/1465 weeks
32.01284 -.16289 (32*2π)/1465 weeks
33-.13856 .28332 (33*2π)/1464 weeks
34-.16452 -.11982 (34*2π)/1464 weeks
35.28472 .20835 (35*2π)/1464 weeks
36.08012 -.24585 (36*2π)/1464 weeks
37.04718 -.05793 (37*2π)/1464 weeks
38-.18446 -.2377 (38*2π)/1464 weeks
39-.16605 .10979 (39*2π)/1464 weeks
40-.2717 .09114 (40*2π)/1464 weeks
41-.3369 .1654 (41*2π)/1464 weeks
42-.22333 -.41596 (42*2π)/1463 weeks
43.10501 -.18274 (43*2π)/1463 weeks
44.00488 .05791 (44*2π)/1463 weeks
45.0628 -.17935 (45*2π)/1463 weeks
46.02946 -.02982 (46*2π)/1463 weeks
47.00473 -.03654 (47*2π)/1463 weeks
48-.08566 -.01682 (48*2π)/1463 weeks
49-.14422 -.15751 (49*2π)/1463 weeks
50-.12394 -.25495 (50*2π)/1463 weeks
51-.04161 .09594 (51*2π)/1463 weeks
52.11008 .06897 (52*2π)/1463 weeks
53.20976 -.20526 (53*2π)/1463 weeks
54-.09249 -.05233 (54*2π)/1463 weeks
55-.11672 -.06945 (55*2π)/1463 weeks
56.08744 -.00461 (56*2π)/1463 weeks
57-.14875 -.10476 (57*2π)/1463 weeks
58-.014 -.21164 (58*2π)/1463 weeks
59-.09821 -.37141 (59*2π)/1462 weeks
60-.11274 .12194 (60*2π)/1462 weeks
61-.21085 -.20341 (61*2π)/1462 weeks
62-.08083 .00225 (62*2π)/1462 weeks
63.01887 -.14518 (63*2π)/1462 weeks
64-.04075 .17091 (64*2π)/1462 weeks
65-.0569 -.04362 (65*2π)/1462 weeks
66.09806 -.21589 (66*2π)/1462 weeks
67.10513 .09969 (67*2π)/1462 weeks
68-.06622 -.08437 (68*2π)/1462 weeks
69.01015 .14942 (69*2π)/1462 weeks
70-.01637 -.03202 (70*2π)/1462 weeks
71-.16507 -.05695 (71*2π)/1462 weeks
72.09886 -.09679 (72*2π)/1462 weeks
73.08904   (73*2π)/1462 weeks
74.09886 .09679 (74*2π)/1462 weeks
75-.16507 .05695 (75*2π)/1462 weeks
76-.01637 .03202 (76*2π)/1462 weeks
77.01015 -.14942 (77*2π)/1462 weeks
78-.06622 .08437 (78*2π)/1462 weeks
79.10513 -.09969 (79*2π)/1462 weeks
80.09806 .21589 (80*2π)/1462 weeks
81-.0569 .04362 (81*2π)/1462 weeks
82-.04075 -.17091 (82*2π)/1462 weeks
83.01887 .14518 (83*2π)/1462 weeks
84-.08083 -.00225 (84*2π)/1462 weeks
85-.21085 .20341 (85*2π)/1462 weeks
86-.11274 -.12194 (86*2π)/1462 weeks
87-.09821 .37141 (87*2π)/1462 weeks
88-.014 .21164 (88*2π)/1462 weeks
89-.14875 .10476 (89*2π)/1462 weeks
90.08744 .00461 (90*2π)/1462 weeks
91-.11672 .06945 (91*2π)/1462 weeks
92-.09249 .05233 (92*2π)/1462 weeks
93.20976 .20526 (93*2π)/1462 weeks
94.11008 -.06897 (94*2π)/1462 weeks
95-.04161 -.09594 (95*2π)/1462 weeks
96-.12394 .25495 (96*2π)/1462 weeks
97-.14422 .15751 (97*2π)/1462 weeks
98-.08566 .01682 (98*2π)/1461 weeks
99.00473 .03654 (99*2π)/1461 weeks
100.02946 .02982 (100*2π)/1461 weeks
101.0628 .17935 (101*2π)/1461 weeks
102.00488 -.05791 (102*2π)/1461 weeks
103.10501 .18274 (103*2π)/1461 weeks
104-.22333 .41596 (104*2π)/1461 weeks
105-.3369 -.1654 (105*2π)/1461 weeks
106-.2717 -.09114 (106*2π)/1461 weeks
107-.16605 -.10979 (107*2π)/1461 weeks
108-.18446 .2377 (108*2π)/1461 weeks
109.04718 .05793 (109*2π)/1461 weeks
110.08012 .24585 (110*2π)/1461 weeks
111.28472 -.20835 (111*2π)/1461 weeks
112-.16452 .11982 (112*2π)/1461 weeks
113-.13856 -.28332 (113*2π)/1461 weeks
114.01284 .16289 (114*2π)/1461 weeks
115.1791 -.12104 (115*2π)/1461 weeks
116.06551 -.1145 (116*2π)/1461 weeks
117.24736 .21756 (117*2π)/1461 weeks
118-.62946 -.10067 (118*2π)/1461 weeks
119-.12323 .07268 (119*2π)/1461 weeks
120.11428 -.09042 (120*2π)/1461 weeks
121-.14239 .51166 (121*2π)/1461 weeks
122.11514 -.07659 (122*2π)/1461 weeks
123-.14779 .02366 (123*2π)/1461 weeks
124.30629 -.35372 (124*2π)/1461 weeks
125-.21099 .11244 (125*2π)/1461 weeks
126-.16606 .04523 (126*2π)/1461 weeks
127.3895 .02825 (127*2π)/1461 weeks
128.00966 -.29391 (128*2π)/1461 weeks
129-.27296 -.6339 (129*2π)/1461 weeks
130-.00313 .18835 (130*2π)/1461 weeks
131.53162 -.39032 (131*2π)/1461 weeks
132.12806 .69587 (132*2π)/1461 weeks
133.30839 .34702 (133*2π)/1461 weeks
134-.12695 .51154 (134*2π)/1461 weeks
135-.08421 .71476 (135*2π)/1461 weeks
136-.17572 .26393 (136*2π)/1461 weeks
137.10694 -.18235 (137*2π)/1461 weeks
138.27601 .35015 (138*2π)/1461 weeks
139.7608 .01694 (139*2π)/1461 weeks
140.43702 -.83762 (140*2π)/1461 weeks
141-.17853 1.20735 (141*2π)/1461 weeks
142-2.7037 -.13814 (142*2π)/1461 weeks
143-.43999 .29048 (143*2π)/1461 weeks
144.37621 5.48025 (144*2π)/1461 weeks

Problems, Comments, Suggestions? Click here to contact Greg Thatcher

Please read my Disclaimer





Copyright (c) 2013 Thatcher Development Software, LLC. All rights reserved. No claim to original U.S. Gov't works.