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Fourier Analysis of MXB


MXB appears to have interesting cyclic behaviour every 2 weeks (220.7853*cosine), 2 weeks (220.7853*cosine), and 2 weeks (151.3877*cosine).

MXB has an average price of 594.91 (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 1/2/2007 to 9/24/2012 for MXB, this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0594.9083   0 
154.58945 550.4449 (1*2π)/126126 weeks
2184.2145 260.9324 (2*2π)/12663 weeks
3-45.03354 130.5917 (3*2π)/12642 weeks
4-61.27409 95.71818 (4*2π)/12632 weeks
5260.441 -108.0895 (5*2π)/12625 weeks
665.59059 243.8366 (6*2π)/12621 weeks
7184.4019 99.62882 (7*2π)/12618 weeks
8-9.64504 295.4608 (8*2π)/12616 weeks
9-171.9029 169.0246 (9*2π)/12614 weeks
10-110.8662 -75.94522 (10*2π)/12613 weeks
11-24.97518 22.4289 (11*2π)/12611 weeks
12-56.63546 -118.7794 (12*2π)/12611 weeks
13149.3531 -75.73898 (13*2π)/12610 weeks
14109.9093 57.819 (14*2π)/1269 weeks
1525.96828 126.8643 (15*2π)/1268 weeks
16-66.73849 -14.71652 (16*2π)/1268 weeks
1712.28947 -7.94018 (17*2π)/1267 weeks
182.40232 -35.39859 (18*2π)/1267 weeks
19-4.35199 -98.86607 (19*2π)/1267 weeks
20176.0031 -73.10236 (20*2π)/1266 weeks
21136.9845 64.81763 (21*2π)/1266 weeks
22-17.06406 139.0534 (22*2π)/1266 weeks
23-49.05091 -91.38634 (23*2π)/1265 weeks
2442.95563 -56.70393 (24*2π)/1265 weeks
25108.3721 -91.5933 (25*2π)/1265 weeks
26135.3658 -25.84193 (26*2π)/1265 weeks
27148.1457 31.64482 (27*2π)/1265 weeks
28150.442 75.68153 (28*2π)/1265 weeks
29-60.88566 166.4929 (29*2π)/1264 weeks
3015.34319 -185.6442 (30*2π)/1264 weeks
31216.503 51.11102 (31*2π)/1264 weeks
32109.5168 91.37479 (32*2π)/1264 weeks
3351.84216 163.2151 (33*2π)/1264 weeks
34-94.6217 52.01752 (34*2π)/1264 weeks
3576.26474 -34.92429 (35*2π)/1264 weeks
36-8.00681 51.25609 (36*2π)/1264 weeks
3798.70619 17.6191 (37*2π)/1263 weeks
38-7.52811 51.58531 (38*2π)/1263 weeks
397.35405 84.06181 (39*2π)/1263 weeks
4023.39782 -74.55079 (40*2π)/1263 weeks
41-14.01918 151.4251 (41*2π)/1263 weeks
4227.89946 -83.58314 (42*2π)/1263 weeks
43-110.7845 108.4807 (43*2π)/1263 weeks
442.0674 -171.1238 (44*2π)/1263 weeks
4595.32428 -76.35181 (45*2π)/1263 weeks
4656.81189 115.7683 (46*2π)/1263 weeks
475.5718 -181.2699 (47*2π)/1263 weeks
48151.3877 162.5238 (48*2π)/1263 weeks
49-84.91782 -55.92493 (49*2π)/1263 weeks
5077.75853 -9.52305 (50*2π)/1263 weeks
51-5.39361 7.03597 (51*2π)/1262 weeks
5237.09406 -130.6577 (52*2π)/1262 weeks
53220.7853 78.90374 (53*2π)/1262 weeks
54-117.8286 115.9208 (54*2π)/1262 weeks
5529.11156 -73.39135 (55*2π)/1262 weeks
56-65.66003 12.63132 (56*2π)/1262 weeks
57-6.58298 -124.0471 (57*2π)/1262 weeks
5892.81347 -156.9185 (58*2π)/1262 weeks
59112.0051 40.02584 (59*2π)/1262 weeks
6064.48666 -119.7312 (60*2π)/1262 weeks
6186.75716 13.23245 (61*2π)/1262 weeks
62134.0001 -94.39196 (62*2π)/1262 weeks
63151.2548   (63*2π)/1262 weeks
64134.0001 94.39196 (64*2π)/1262 weeks
6586.75716 -13.23245 (65*2π)/1262 weeks
6664.48666 119.7312 (66*2π)/1262 weeks
67112.0051 -40.02584 (67*2π)/1262 weeks
6892.81347 156.9185 (68*2π)/1262 weeks
69-6.58298 124.0471 (69*2π)/1262 weeks
70-65.66003 -12.63132 (70*2π)/1262 weeks
7129.11156 73.39135 (71*2π)/1262 weeks
72-117.8286 -115.9208 (72*2π)/1262 weeks
73220.7853 -78.90374 (73*2π)/1262 weeks
7437.09406 130.6577 (74*2π)/1262 weeks
75-5.39361 -7.03597 (75*2π)/1262 weeks
7677.75853 9.52305 (76*2π)/1262 weeks
77-84.91782 55.92493 (77*2π)/1262 weeks
78151.3877 -162.5238 (78*2π)/1262 weeks
795.5718 181.2699 (79*2π)/1262 weeks
8056.81189 -115.7683 (80*2π)/1262 weeks
8195.32428 76.35181 (81*2π)/1262 weeks
822.0674 171.1238 (82*2π)/1262 weeks
83-110.7845 -108.4807 (83*2π)/1262 weeks
8427.89946 83.58314 (84*2π)/1262 weeks
85-14.01918 -151.4251 (85*2π)/1261 weeks
8623.39782 74.55079 (86*2π)/1261 weeks
877.35405 -84.06181 (87*2π)/1261 weeks
88-7.52811 -51.58531 (88*2π)/1261 weeks
8998.70619 -17.6191 (89*2π)/1261 weeks
90-8.00681 -51.25609 (90*2π)/1261 weeks
9176.26474 34.92429 (91*2π)/1261 weeks
92-94.6217 -52.01752 (92*2π)/1261 weeks
9351.84216 -163.2151 (93*2π)/1261 weeks
94109.5168 -91.37479 (94*2π)/1261 weeks
95216.503 -51.11102 (95*2π)/1261 weeks
9615.34319 185.6442 (96*2π)/1261 weeks
97-60.88566 -166.4929 (97*2π)/1261 weeks
98150.442 -75.68153 (98*2π)/1261 weeks
99148.1457 -31.64482 (99*2π)/1261 weeks
100135.3658 25.84193 (100*2π)/1261 weeks
101108.3721 91.5933 (101*2π)/1261 weeks
10242.95563 56.70393 (102*2π)/1261 weeks
103-49.05091 91.38634 (103*2π)/1261 weeks
104-17.06406 -139.0534 (104*2π)/1261 weeks
105136.9845 -64.81763 (105*2π)/1261 weeks
106176.0031 73.10236 (106*2π)/1261 weeks
107-4.35199 98.86607 (107*2π)/1261 weeks
1082.40232 35.39859 (108*2π)/1261 weeks
10912.28947 7.94018 (109*2π)/1261 weeks
110-66.73849 14.71652 (110*2π)/1261 weeks
11125.96828 -126.8643 (111*2π)/1261 weeks
112109.9093 -57.819 (112*2π)/1261 weeks
113149.3531 75.73898 (113*2π)/1261 weeks
114-56.63546 118.7794 (114*2π)/1261 weeks
115-24.97518 -22.4289 (115*2π)/1261 weeks
116-110.8662 75.94522 (116*2π)/1261 weeks
117-171.9029 -169.0246 (117*2π)/1261 weeks
118-9.64504 -295.4608 (118*2π)/1261 weeks
119184.4019 -99.62882 (119*2π)/1261 weeks
12065.59059 -243.8366 (120*2π)/1261 weeks
121260.441 108.0895 (121*2π)/1261 weeks
122-61.27409 -95.71818 (122*2π)/1261 weeks
123-45.03354 -130.5917 (123*2π)/1261 weeks
124184.2145 -260.9324 (124*2π)/1261 weeks

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