Back to list of Stocks    See Also: Seasonal Analysis of PTSXGenetic Algorithms Stock Portfolio Generator, and Best Months to Buy/Sell Stocks

Fourier Analysis of PTSX (Point.36)


PTSX (Point.36) appears to have interesting cyclic behaviour every 6 weeks (.0411*sine), 3 weeks (.0372*cosine), and 2 weeks (.0372*cosine).

PTSX (Point.36) has an average price of .42 (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 1/4/2016 to 10/10/2017 for PTSX (Point.36), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0.42421   0 
1-.00391 .28576 (1*2π)/7070 weeks
2.08633 .11693 (2*2π)/7035 weeks
3.01605 .1165 (3*2π)/7023 weeks
4.00773 .06036 (4*2π)/7018 weeks
5.02693 .05922 (5*2π)/7014 weeks
6.01527 .02337 (6*2π)/7012 weeks
7.02363 .06169 (7*2π)/7010 weeks
8.01279 .02305 (8*2π)/709 weeks
9.00996 .04302 (9*2π)/708 weeks
10.00271 .03633 (10*2π)/707 weeks
11.00646 .0411 (11*2π)/706 weeks
12-.0011 .01696 (12*2π)/706 weeks
13-.01437 .03094 (13*2π)/705 weeks
14.00394 -.01699 (14*2π)/705 weeks
15.02469 .00847 (15*2π)/705 weeks
16.00448 .01992 (16*2π)/704 weeks
17.00167 .00217 (17*2π)/704 weeks
18.01035 -.00268 (18*2π)/704 weeks
19.03534 .0125 (19*2π)/704 weeks
20.0052 .0198 (20*2π)/704 weeks
21.00935 .02996 (21*2π)/703 weeks
22-.01983 -.00157 (22*2π)/703 weeks
23.01701 -.00116 (23*2π)/703 weeks
24.00307 -.01295 (24*2π)/703 weeks
25.03717 .0205 (25*2π)/703 weeks
26.00538 .00583 (26*2π)/703 weeks
27.0091 .01358 (27*2π)/703 weeks
28.01045 -.00606 (28*2π)/703 weeks
29.01954 .00059 (29*2π)/702 weeks
30.01305 -.00746 (30*2π)/702 weeks
31.02822 .0097 (31*2π)/702 weeks
32-.00942 .00694 (32*2π)/702 weeks
33.02466 -.00836 (33*2π)/702 weeks
34.00689 .00355 (34*2π)/702 weeks
35.01403   (35*2π)/702 weeks
36.00689 -.00355 (36*2π)/702 weeks
37.02466 .00836 (37*2π)/702 weeks
38-.00942 -.00694 (38*2π)/702 weeks
39.02822 -.0097 (39*2π)/702 weeks
40.01305 .00746 (40*2π)/702 weeks
41.01954 -.00059 (41*2π)/702 weeks
42.01045 .00606 (42*2π)/702 weeks
43.0091 -.01358 (43*2π)/702 weeks
44.00538 -.00583 (44*2π)/702 weeks
45.03717 -.0205 (45*2π)/702 weeks
46.00307 .01295 (46*2π)/702 weeks
47.01701 .00116 (47*2π)/701 weeks
48-.01983 .00157 (48*2π)/701 weeks
49.00935 -.02996 (49*2π)/701 weeks
50.0052 -.0198 (50*2π)/701 weeks
51.03534 -.0125 (51*2π)/701 weeks
52.01035 .00268 (52*2π)/701 weeks
53.00167 -.00217 (53*2π)/701 weeks
54.00448 -.01992 (54*2π)/701 weeks
55.02469 -.00847 (55*2π)/701 weeks
56.00394 .01699 (56*2π)/701 weeks
57-.01437 -.03094 (57*2π)/701 weeks
58-.0011 -.01696 (58*2π)/701 weeks
59.00646 -.0411 (59*2π)/701 weeks
60.00271 -.03633 (60*2π)/701 weeks
61.00996 -.04302 (61*2π)/701 weeks
62.01279 -.02305 (62*2π)/701 weeks
63.02363 -.06169 (63*2π)/701 weeks
64.01527 -.02337 (64*2π)/701 weeks
65.02693 -.05922 (65*2π)/701 weeks
66.00773 -.06036 (66*2π)/701 weeks
67.01605 -.1165 (67*2π)/701 weeks
68.08633 -.11693 (68*2π)/701 weeks



Back to list of Stocks