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Fourier Analysis of JETSX (John Hancock Var Ins Tr Total Stock Mark)


JETSX (John Hancock Var Ins Tr Total Stock Mark) appears to have interesting cyclic behaviour every 5 weeks (.1477*sine), 5 weeks (.1396*sine), and 4 weeks (.1087*cosine).

JETSX (John Hancock Var Ins Tr Total Stock Mark) has an average price of 20.91 (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 1/8/2018 for JETSX (John Hancock Var Ins Tr Total Stock Mark), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
020.90699   0 
1.20423 -.73258 (1*2π)/5050 weeks
2.10499 -.62351 (2*2π)/5025 weeks
3-.02419 -.20702 (3*2π)/5017 weeks
4.02233 -.2657 (4*2π)/5013 weeks
5-.18604 -.21775 (5*2π)/5010 weeks
6-.03934 -.14435 (6*2π)/508 weeks
7-.10161 -.16857 (7*2π)/507 weeks
8.00501 -.1481 (8*2π)/506 weeks
9-.07967 -.12703 (9*2π)/506 weeks
10-.09496 -.13958 (10*2π)/505 weeks
11-.08243 -.14768 (11*2π)/505 weeks
12-.05601 -.08506 (12*2π)/504 weeks
13-.07133 -.05429 (13*2π)/504 weeks
14-.10874 -.08983 (14*2π)/504 weeks
15-.07691 -.08925 (15*2π)/503 weeks
16-.10331 -.06544 (16*2π)/503 weeks
17-.07517 -.06099 (17*2π)/503 weeks
18-.08434 -.0249 (18*2π)/503 weeks
19-.09721 .00103 (19*2π)/503 weeks
20-.07693 -.00615 (20*2π)/503 weeks
21-.10261 -.03773 (21*2π)/502 weeks
22-.07461 .00113 (22*2π)/502 weeks
23-.05325 -.04559 (23*2π)/502 weeks
24-.08355 -.00763 (24*2π)/502 weeks
25-.04192   (25*2π)/502 weeks
26-.08355 .00763 (26*2π)/502 weeks
27-.05325 .04559 (27*2π)/502 weeks
28-.07461 -.00113 (28*2π)/502 weeks
29-.10261 .03773 (29*2π)/502 weeks
30-.07693 .00615 (30*2π)/502 weeks
31-.09721 -.00103 (31*2π)/502 weeks
32-.08434 .0249 (32*2π)/502 weeks
33-.07517 .06099 (33*2π)/502 weeks
34-.10331 .06544 (34*2π)/501 weeks
35-.07691 .08925 (35*2π)/501 weeks
36-.10874 .08983 (36*2π)/501 weeks
37-.07133 .05429 (37*2π)/501 weeks
38-.05601 .08506 (38*2π)/501 weeks
39-.08243 .14768 (39*2π)/501 weeks
40-.09496 .13958 (40*2π)/501 weeks
41-.07967 .12703 (41*2π)/501 weeks
42.00501 .1481 (42*2π)/501 weeks
43-.10161 .16857 (43*2π)/501 weeks
44-.03934 .14435 (44*2π)/501 weeks
45-.18604 .21775 (45*2π)/501 weeks
46.02233 .2657 (46*2π)/501 weeks
47-.02419 .20702 (47*2π)/501 weeks
48.10499 .62351 (48*2π)/501 weeks



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