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Fourier Analysis of IMS (IMS Health Holdings, Inc. Commo)


IMS (IMS Health Holdings, Inc. Commo) appears to have interesting cyclic behaviour every 13 weeks (.3824*sine), 11 weeks (.3522*sine), and 11 weeks (.2966*cosine).

IMS (IMS Health Holdings, Inc. Commo) has an average price of 27.47 (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 1/17/2017 for IMS (IMS Health Holdings, Inc. Commo), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
027.47326   0 
1-.33058 -.48632 (1*2π)/147147 weeks
21.75771 -1.87852 (2*2π)/14774 weeks
3-1.31874 -.56568 (3*2π)/14749 weeks
4-.21825 -.99628 (4*2π)/14737 weeks
5-.58297 -.65367 (5*2π)/14729 weeks
6-.07597 -.33948 (6*2π)/14725 weeks
7.55897 -.62992 (7*2π)/14721 weeks
8-.19569 -.32788 (8*2π)/14718 weeks
9-.18487 .09635 (9*2π)/14716 weeks
10-.1248 -.19126 (10*2π)/14715 weeks
11.03463 -.3824 (11*2π)/14713 weeks
12.10397 -.19049 (12*2π)/14712 weeks
13.00985 -.3522 (13*2π)/14711 weeks
14-.29656 -.03913 (14*2π)/14711 weeks
15-.0631 -.01933 (15*2π)/14710 weeks
16-.18035 -.089 (16*2π)/1479 weeks
17-.02045 -.14616 (17*2π)/1479 weeks
18-.04911 -.26042 (18*2π)/1478 weeks
19.04373 -.25674 (19*2π)/1478 weeks
20-.23178 -.03574 (20*2π)/1477 weeks
21.06316 -.06293 (21*2π)/1477 weeks
22.04135 -.1025 (22*2π)/1477 weeks
23-.17284 -.12216 (23*2π)/1476 weeks
24-.11846 .02286 (24*2π)/1476 weeks
25-.11918 -.18142 (25*2π)/1476 weeks
26.01738 .0528 (26*2π)/1476 weeks
27-.11384 -.27332 (27*2π)/1475 weeks
28-.14464 .01645 (28*2π)/1475 weeks
29.04979 -.12427 (29*2π)/1475 weeks
30-.14399 -.04801 (30*2π)/1475 weeks
31-.00546 -.21156 (31*2π)/1475 weeks
32-.11351 -.13272 (32*2π)/1475 weeks
33-.07441 .14578 (33*2π)/1474 weeks
34-.0707 -.16782 (34*2π)/1474 weeks
35.02328 -.04542 (35*2π)/1474 weeks
36-.00365 -.13731 (36*2π)/1474 weeks
37-.05694 -.05601 (37*2π)/1474 weeks
38-.04451 -.07215 (38*2π)/1474 weeks
39-.08599 .02999 (39*2π)/1474 weeks
40-.03263 .0088 (40*2π)/1474 weeks
41-.08651 -.00034 (41*2π)/1474 weeks
42-.06202 -.14266 (42*2π)/1474 weeks
43-.09279 -.01797 (43*2π)/1473 weeks
44-.02749 -.00624 (44*2π)/1473 weeks
45-.04424 -.05378 (45*2π)/1473 weeks
46-.03665 -.11896 (46*2π)/1473 weeks
47-.09453 .02027 (47*2π)/1473 weeks
48-.05996 .02915 (48*2π)/1473 weeks
49-.03347 -.04501 (49*2π)/1473 weeks
50-.10494 -.01956 (50*2π)/1473 weeks
51-.00932 .02454 (51*2π)/1473 weeks
52-.1496 -.0218 (52*2π)/1473 weeks
53-.06092 -.11337 (53*2π)/1473 weeks
54-.12145 -.02096 (54*2π)/1473 weeks
55-.0533 -.05242 (55*2π)/1473 weeks
56.01201 -.05631 (56*2π)/1473 weeks
57-.10899 .02948 (57*2π)/1473 weeks
58.01983 -.11118 (58*2π)/1473 weeks
59-.12422 -.00573 (59*2π)/1472 weeks
60.01822 .04707 (60*2π)/1472 weeks
61-.08872 -.09112 (61*2π)/1472 weeks
62.02537 .0211 (62*2π)/1472 weeks
63-.11203 -.04072 (63*2π)/1472 weeks
64-.00162 .05582 (64*2π)/1472 weeks
65-.10263 .00342 (65*2π)/1472 weeks
66-.03919 -.06136 (66*2π)/1472 weeks
67-.02717 .04075 (67*2π)/1472 weeks
68-.05602 .03073 (68*2π)/1472 weeks
69-.07184 .04917 (69*2π)/1472 weeks
70-.09055 -.07045 (70*2π)/1472 weeks
71-.12183 .08735 (71*2π)/1472 weeks
72-.03748 -.11209 (72*2π)/1472 weeks
73-.05914 .07812 (73*2π)/1472 weeks
74-.05914 -.07812 (74*2π)/1472 weeks
75-.03748 .11209 (75*2π)/1472 weeks
76-.12183 -.08735 (76*2π)/1472 weeks
77-.09055 .07045 (77*2π)/1472 weeks
78-.07184 -.04917 (78*2π)/1472 weeks
79-.05602 -.03073 (79*2π)/1472 weeks
80-.02717 -.04075 (80*2π)/1472 weeks
81-.03919 .06136 (81*2π)/1472 weeks
82-.10263 -.00342 (82*2π)/1472 weeks
83-.00162 -.05582 (83*2π)/1472 weeks
84-.11203 .04072 (84*2π)/1472 weeks
85.02537 -.0211 (85*2π)/1472 weeks
86-.08872 .09112 (86*2π)/1472 weeks
87.01822 -.04707 (87*2π)/1472 weeks
88-.12422 .00573 (88*2π)/1472 weeks
89.01983 .11118 (89*2π)/1472 weeks
90-.10899 -.02948 (90*2π)/1472 weeks
91.01201 .05631 (91*2π)/1472 weeks
92-.0533 .05242 (92*2π)/1472 weeks
93-.12145 .02096 (93*2π)/1472 weeks
94-.06092 .11337 (94*2π)/1472 weeks
95-.1496 .0218 (95*2π)/1472 weeks
96-.00932 -.02454 (96*2π)/1472 weeks
97-.10494 .01956 (97*2π)/1472 weeks
98-.03347 .04501 (98*2π)/1472 weeks
99-.05996 -.02915 (99*2π)/1471 weeks
100-.09453 -.02027 (100*2π)/1471 weeks
101-.03665 .11896 (101*2π)/1471 weeks
102-.04424 .05378 (102*2π)/1471 weeks
103-.02749 .00624 (103*2π)/1471 weeks
104-.09279 .01797 (104*2π)/1471 weeks
105-.06202 .14266 (105*2π)/1471 weeks
106-.08651 .00034 (106*2π)/1471 weeks
107-.03263 -.0088 (107*2π)/1471 weeks
108-.08599 -.02999 (108*2π)/1471 weeks
109-.04451 .07215 (109*2π)/1471 weeks
110-.05694 .05601 (110*2π)/1471 weeks
111-.00365 .13731 (111*2π)/1471 weeks
112.02328 .04542 (112*2π)/1471 weeks
113-.0707 .16782 (113*2π)/1471 weeks
114-.07441 -.14578 (114*2π)/1471 weeks
115-.11351 .13272 (115*2π)/1471 weeks
116-.00546 .21156 (116*2π)/1471 weeks
117-.14399 .04801 (117*2π)/1471 weeks
118.04979 .12427 (118*2π)/1471 weeks
119-.14464 -.01645 (119*2π)/1471 weeks
120-.11384 .27332 (120*2π)/1471 weeks
121.01738 -.0528 (121*2π)/1471 weeks
122-.11918 .18142 (122*2π)/1471 weeks
123-.11846 -.02286 (123*2π)/1471 weeks
124-.17284 .12216 (124*2π)/1471 weeks
125.04135 .1025 (125*2π)/1471 weeks
126.06316 .06293 (126*2π)/1471 weeks
127-.23178 .03574 (127*2π)/1471 weeks
128.04373 .25674 (128*2π)/1471 weeks
129-.04911 .26042 (129*2π)/1471 weeks
130-.02045 .14616 (130*2π)/1471 weeks
131-.18035 .089 (131*2π)/1471 weeks
132-.0631 .01933 (132*2π)/1471 weeks
133-.29656 .03913 (133*2π)/1471 weeks
134.00985 .3522 (134*2π)/1471 weeks
135.10397 .19049 (135*2π)/1471 weeks
136.03463 .3824 (136*2π)/1471 weeks
137-.1248 .19126 (137*2π)/1471 weeks
138-.18487 -.09635 (138*2π)/1471 weeks
139-.19569 .32788 (139*2π)/1471 weeks
140.55897 .62992 (140*2π)/1471 weeks
141-.07597 .33948 (141*2π)/1471 weeks
142-.58297 .65367 (142*2π)/1471 weeks
143-.21825 .99628 (143*2π)/1471 weeks
144-1.31874 .56568 (144*2π)/1471 weeks
1451.75771 1.87852 (145*2π)/1471 weeks

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