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Fourier Analysis of MSG (The Madison Square Garden Compa)


MSG (The Madison Square Garden Compa) appears to have interesting cyclic behaviour every 8 weeks (2.579*sine), 7 weeks (1.7305*sine), and 5 weeks (1.5299*cosine).

MSG (The Madison Square Garden Compa) has an average price of 169.43 (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 9/17/2015 to 3/20/2017 for MSG (The Madison Square Garden Compa), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0169.426   0 
12.33435 -8.42817 (1*2π)/8080 weeks
27.8028 .96149 (2*2π)/8040 weeks
31.7068 -2.25799 (3*2π)/8027 weeks
4-.84155 2.3567 (4*2π)/8020 weeks
5.96736 -3.09239 (5*2π)/8016 weeks
6.2883 -3.01955 (6*2π)/8013 weeks
7-1.04125 -.70367 (7*2π)/8011 weeks
8-2.11402 -2.66968 (8*2π)/8010 weeks
9-.82755 -2.2642 (9*2π)/809 weeks
10-1.10188 -2.57901 (10*2π)/808 weeks
11-1.39381 -1.73046 (11*2π)/807 weeks
12-.96192 -1.67214 (12*2π)/807 weeks
13-.4971 -1.01573 (13*2π)/806 weeks
14-1.52007 -1.16678 (14*2π)/806 weeks
15-1.52994 -1.28284 (15*2π)/805 weeks
16.14108 -.87189 (16*2π)/805 weeks
17-.21526 .08228 (17*2π)/805 weeks
18-.69686 -.07885 (18*2π)/804 weeks
19-.88838 -.3132 (19*2π)/804 weeks
20-.31 .108 (20*2π)/804 weeks
21-.06457 -.89861 (21*2π)/804 weeks
22.0452 -.90127 (22*2π)/804 weeks
23-.68608 -.29773 (23*2π)/803 weeks
24-.58623 -.11848 (24*2π)/803 weeks
25-.0553 -1.27913 (25*2π)/803 weeks
26-.00019 -.32767 (26*2π)/803 weeks
27.01052 -.05926 (27*2π)/803 weeks
28-.16736 -.71145 (28*2π)/803 weeks
29.57242 -.93263 (29*2π)/803 weeks
30-.14162 -.74651 (30*2π)/803 weeks
31.21583 -.66908 (31*2π)/803 weeks
32-.05458 -.00984 (32*2π)/803 weeks
33-.4454 -.66973 (33*2π)/802 weeks
34-.25698 -.11889 (34*2π)/802 weeks
35.13087 -.18068 (35*2π)/802 weeks
36-.22792 -.73953 (36*2π)/802 weeks
37-.22045 -.30578 (37*2π)/802 weeks
38.10629 -.23632 (38*2π)/802 weeks
39.20192 .3958 (39*2π)/802 weeks
40.193   (40*2π)/802 weeks
41.20192 -.3958 (41*2π)/802 weeks
42.10629 .23632 (42*2π)/802 weeks
43-.22045 .30578 (43*2π)/802 weeks
44-.22792 .73953 (44*2π)/802 weeks
45.13087 .18068 (45*2π)/802 weeks
46-.25698 .11889 (46*2π)/802 weeks
47-.4454 .66973 (47*2π)/802 weeks
48-.05458 .00984 (48*2π)/802 weeks
49.21583 .66908 (49*2π)/802 weeks
50-.14162 .74651 (50*2π)/802 weeks
51.57242 .93263 (51*2π)/802 weeks
52-.16736 .71145 (52*2π)/802 weeks
53.01052 .05926 (53*2π)/802 weeks
54-.00019 .32767 (54*2π)/801 weeks
55-.0553 1.27913 (55*2π)/801 weeks
56-.58623 .11848 (56*2π)/801 weeks
57-.68608 .29773 (57*2π)/801 weeks
58.0452 .90127 (58*2π)/801 weeks
59-.06457 .89861 (59*2π)/801 weeks
60-.31 -.108 (60*2π)/801 weeks
61-.88838 .3132 (61*2π)/801 weeks
62-.69686 .07885 (62*2π)/801 weeks
63-.21526 -.08228 (63*2π)/801 weeks
64.14108 .87189 (64*2π)/801 weeks
65-1.52994 1.28284 (65*2π)/801 weeks
66-1.52007 1.16678 (66*2π)/801 weeks
67-.4971 1.01573 (67*2π)/801 weeks
68-.96192 1.67214 (68*2π)/801 weeks
69-1.39381 1.73046 (69*2π)/801 weeks
70-1.10188 2.57901 (70*2π)/801 weeks
71-.82755 2.2642 (71*2π)/801 weeks
72-2.11402 2.66968 (72*2π)/801 weeks
73-1.04125 .70367 (73*2π)/801 weeks
74.2883 3.01955 (74*2π)/801 weeks
75.96736 3.09239 (75*2π)/801 weeks
76-.84155 -2.3567 (76*2π)/801 weeks
771.7068 2.25799 (77*2π)/801 weeks
787.8028 -.96149 (78*2π)/801 weeks

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