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Fourier Analysis of MCBI (Mountain Commerce Bancorp)


MCBI (Mountain Commerce Bancorp) appears to have interesting cyclic behaviour every 6 weeks (.2485*sine), 2 weeks (.1841*cosine), and 2 weeks (.1841*cosine).

MCBI (Mountain Commerce Bancorp) has an average price of 16.06 (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 3/2/2017 to 4/23/2018 for MCBI (Mountain Commerce Bancorp), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
016.06475   0 
1.57663 -2.191 (1*2π)/6161 weeks
2-.01863 -.75785 (2*2π)/6131 weeks
3-.00819 -.50376 (3*2π)/6120 weeks
4-.22261 -.32979 (4*2π)/6115 weeks
5-.09236 -.39729 (5*2π)/6112 weeks
6-.2048 -.22993 (6*2π)/6110 weeks
7-.01686 -.17463 (7*2π)/619 weeks
8-.16292 -.23564 (8*2π)/618 weeks
9-.01298 -.05834 (9*2π)/617 weeks
10-.08121 -.24854 (10*2π)/616 weeks
11-.15583 -.05734 (11*2π)/616 weeks
12-.02206 -.18084 (12*2π)/615 weeks
13-.16649 -.10129 (13*2π)/615 weeks
14-.01335 -.06745 (14*2π)/614 weeks
15-.17225 -.16703 (15*2π)/614 weeks
16-.06314 .03125 (16*2π)/614 weeks
17-.06131 -.14684 (17*2π)/614 weeks
18-.11359 .00957 (18*2π)/613 weeks
19.00832 -.08357 (19*2π)/613 weeks
20-.16066 -.09551 (20*2π)/613 weeks
21-.04985 -.00539 (21*2π)/613 weeks
22-.13354 -.10041 (22*2π)/613 weeks
23-.07365 .01899 (23*2π)/613 weeks
24-.05868 -.07145 (24*2π)/613 weeks
25-.12292 .02616 (25*2π)/612 weeks
26-.03829 -.07441 (26*2π)/612 weeks
27-.18414 .01279 (27*2π)/612 weeks
28-.0144 .0021 (28*2π)/612 weeks
29-.12977 -.0951 (29*2π)/612 weeks
30-.09522 .09572 (30*2π)/612 weeks
31-.09522 -.09572 (31*2π)/612 weeks
32-.12977 .0951 (32*2π)/612 weeks
33-.0144 -.0021 (33*2π)/612 weeks
34-.18414 -.01279 (34*2π)/612 weeks
35-.03829 .07441 (35*2π)/612 weeks
36-.12292 -.02616 (36*2π)/612 weeks
37-.05868 .07145 (37*2π)/612 weeks
38-.07365 -.01899 (38*2π)/612 weeks
39-.13354 .10041 (39*2π)/612 weeks
40-.04985 .00539 (40*2π)/612 weeks
41-.16066 .09551 (41*2π)/611 weeks
42.00832 .08357 (42*2π)/611 weeks
43-.11359 -.00957 (43*2π)/611 weeks
44-.06131 .14684 (44*2π)/611 weeks
45-.06314 -.03125 (45*2π)/611 weeks
46-.17225 .16703 (46*2π)/611 weeks
47-.01335 .06745 (47*2π)/611 weeks
48-.16649 .10129 (48*2π)/611 weeks
49-.02206 .18084 (49*2π)/611 weeks
50-.15583 .05734 (50*2π)/611 weeks
51-.08121 .24854 (51*2π)/611 weeks
52-.01298 .05834 (52*2π)/611 weeks
53-.16292 .23564 (53*2π)/611 weeks
54-.01686 .17463 (54*2π)/611 weeks
55-.2048 .22993 (55*2π)/611 weeks
56-.09236 .39729 (56*2π)/611 weeks
57-.22261 .32979 (57*2π)/611 weeks
58-.00819 .50376 (58*2π)/611 weeks
59-.01863 .75785 (59*2π)/611 weeks



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