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Fourier Analysis of JECIX (John Hancock Trust Mid Cap Index Trust Series)

JECIX (John Hancock Trust Mid Cap Index Trust Series) appears to have interesting cyclic behaviour every 3 weeks (.1099*cosine), 2 weeks (.1099*cosine), and 2 weeks (.0252*sine).

JECIX (John Hancock Trust Mid Cap Index Trust Series) has an average price of 22.3 (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 7/17/2017 for JECIX (John Hancock Trust Mid Cap Index Trust Series), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
022.3024   0 
1.15301 -.27027 (1*2π)/2525 weeks
2-.02932 -.01185 (2*2π)/2513 weeks
3-.08339 -.02959 (3*2π)/258 weeks
4.03489 -.10309 (4*2π)/256 weeks
5-.15646 -.09023 (5*2π)/255 weeks
6.00708 -.0489 (6*2π)/254 weeks
7-.07889 -.02936 (7*2π)/254 weeks
8-.04484 -.06817 (8*2π)/253 weeks
9-.00788 .01278 (9*2π)/253 weeks
10-.10994 .0252 (10*2π)/253 weeks
11-.06344 -.06244 (11*2π)/252 weeks
12.00679 -.01053 (12*2π)/252 weeks
13.00679 .01053 (13*2π)/252 weeks
14-.06344 .06244 (14*2π)/252 weeks
15-.10994 -.0252 (15*2π)/252 weeks
16-.00788 -.01278 (16*2π)/252 weeks
17-.04484 .06817 (17*2π)/251 weeks
18-.07889 .02936 (18*2π)/251 weeks
19.00708 .0489 (19*2π)/251 weeks
20-.15646 .09023 (20*2π)/251 weeks
21.03489 .10309 (21*2π)/251 weeks
22-.08339 .02959 (22*2π)/251 weeks
23-.02932 .01185 (23*2π)/251 weeks

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