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Fourier Analysis of JEACX (John Hancock Var Ins Tr All Cap Core Tru)


JEACX (John Hancock Var Ins Tr All Cap Core Tru) appears to have interesting cyclic behaviour every 3 weeks (.0763*cosine), 3 weeks (.0641*sine), and 2 weeks (.061*cosine).

JEACX (John Hancock Var Ins Tr All Cap Core Tru) has an average price of 31.31 (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 2/1/2017 to 11/6/2017 for JEACX (John Hancock Var Ins Tr All Cap Core Tru), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
031.31428   0 
1-.18368 -.20677 (1*2π)/4141 weeks
2.02462 -.13784 (2*2π)/4121 weeks
3.00555 .02782 (3*2π)/4114 weeks
4-.11507 .01977 (4*2π)/4110 weeks
5-.10419 -.07345 (5*2π)/418 weeks
6-.03237 -.06291 (6*2π)/417 weeks
7-.04755 -.01673 (7*2π)/416 weeks
8-.07444 -.04979 (8*2π)/415 weeks
9-.02169 -.0755 (9*2π)/415 weeks
10.01319 -.01677 (10*2π)/414 weeks
11-.04004 .02208 (11*2π)/414 weeks
12-.07627 -.02692 (12*2π)/413 weeks
13-.02808 -.06406 (13*2π)/413 weeks
14.01575 -.02243 (14*2π)/413 weeks
15-.00986 .02506 (15*2π)/413 weeks
16-.05219 .01816 (16*2π)/413 weeks
17-.06099 -.01297 (17*2π)/412 weeks
18-.04505 -.03439 (18*2π)/412 weeks
19-.01706 -.03937 (19*2π)/412 weeks
20.01004 -.01854 (20*2π)/412 weeks
21.01004 .01854 (21*2π)/412 weeks
22-.01706 .03937 (22*2π)/412 weeks
23-.04505 .03439 (23*2π)/412 weeks
24-.06099 .01297 (24*2π)/412 weeks
25-.05219 -.01816 (25*2π)/412 weeks
26-.00986 -.02506 (26*2π)/412 weeks
27.01575 .02243 (27*2π)/412 weeks
28-.02808 .06406 (28*2π)/411 weeks
29-.07627 .02692 (29*2π)/411 weeks
30-.04004 -.02208 (30*2π)/411 weeks
31.01319 .01677 (31*2π)/411 weeks
32-.02169 .0755 (32*2π)/411 weeks
33-.07444 .04979 (33*2π)/411 weeks
34-.04755 .01673 (34*2π)/411 weeks
35-.03237 .06291 (35*2π)/411 weeks
36-.10419 .07345 (36*2π)/411 weeks
37-.11507 -.01977 (37*2π)/411 weeks
38.00555 -.02782 (38*2π)/411 weeks
39.02462 .13784 (39*2π)/411 weeks



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