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Fourier Analysis of JESVX (John Hancock Trust Small Cap Value Trust Serie)


JESVX (John Hancock Trust Small Cap Value Trust Serie) appears to have interesting cyclic behaviour every 3 weeks (.1184*cosine), 2 weeks (.1184*cosine), and 2 weeks (.0503*sine).

JESVX (John Hancock Trust Small Cap Value Trust Serie) has an average price of 19.11 (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 9/5/2017 for JESVX (John Hancock Trust Small Cap Value Trust Serie), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
019.1111   0 
1-.08631 .29246 (1*2π)/3232 weeks
2.10163 .31906 (2*2π)/3216 weeks
3.08504 .25229 (3*2π)/3211 weeks
4.03493 .14598 (4*2π)/328 weeks
5.11502 -.03585 (5*2π)/326 weeks
6-.09203 .1169 (6*2π)/325 weeks
7-.02918 -.08558 (7*2π)/325 weeks
8-.02883 .0956 (8*2π)/324 weeks
9.03107 .06333 (9*2π)/324 weeks
10.03016 -.00996 (10*2π)/323 weeks
11.1184 .05034 (11*2π)/323 weeks
12.08283 .0676 (12*2π)/323 weeks
13-.03767 .04935 (13*2π)/322 weeks
14.00369 -.00443 (14*2π)/322 weeks
15.08714 -.02606 (15*2π)/322 weeks
16.08724   (16*2π)/322 weeks
17.08714 .02606 (17*2π)/322 weeks
18.00369 .00443 (18*2π)/322 weeks
19-.03767 -.04935 (19*2π)/322 weeks
20.08283 -.0676 (20*2π)/322 weeks
21.1184 -.05034 (21*2π)/322 weeks
22.03016 .00996 (22*2π)/321 weeks
23.03107 -.06333 (23*2π)/321 weeks
24-.02883 -.0956 (24*2π)/321 weeks
25-.02918 .08558 (25*2π)/321 weeks
26-.09203 -.1169 (26*2π)/321 weeks
27.11502 .03585 (27*2π)/321 weeks
28.03493 -.14598 (28*2π)/321 weeks
29.08504 -.25229 (29*2π)/321 weeks
30.10163 -.31906 (30*2π)/321 weeks



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