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Fourier Analysis of IMS (IMS HEALTH HOLDINGS INC)


IMS (IMS HEALTH HOLDINGS INC) appears to have interesting cyclic behaviour every 2 weeks (1.134*cosine), 2 weeks (1.134*cosine), and 2 weeks (.9004*cosine).

IMS (IMS HEALTH HOLDINGS INC) has an average price of .83 (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 12/27/2016 to 7/14/2017 for IMS (IMS HEALTH HOLDINGS INC), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0.82759   0 
11.4869 -.64952 (1*2π)/2929 weeks
21.03902 -1.11811 (2*2π)/2915 weeks
3.46037 -1.29151 (3*2π)/2910 weeks
4-.06543 -1.1626 (4*2π)/297 weeks
5-.38961 -.82978 (5*2π)/296 weeks
6-.45257 -.45455 (6*2π)/295 weeks
7-.3018 -.19561 (7*2π)/294 weeks
8-.06685 -.14624 (8*2π)/294 weeks
9.0977 -.29993 (9*2π)/293 weeks
10.07772 -.55747 (10*2π)/293 weeks
11-.15347 -.7719 (11*2π)/293 weeks
12-.5252 -.81225 (12*2π)/292 weeks
13-.9004 -.61947 (13*2π)/292 weeks
14-1.13396 -.23166 (14*2π)/292 weeks
15-1.13396 .23166 (15*2π)/292 weeks
16-.9004 .61947 (16*2π)/292 weeks
17-.5252 .81225 (17*2π)/292 weeks
18-.15347 .7719 (18*2π)/292 weeks
19.07772 .55747 (19*2π)/292 weeks
20.0977 .29993 (20*2π)/291 weeks
21-.06685 .14624 (21*2π)/291 weeks
22-.3018 .19561 (22*2π)/291 weeks
23-.45257 .45455 (23*2π)/291 weeks
24-.38961 .82978 (24*2π)/291 weeks
25-.06543 1.1626 (25*2π)/291 weeks
26.46037 1.29151 (26*2π)/291 weeks
271.03902 1.11811 (27*2π)/291 weeks



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