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Fourier Analysis of RHHBY (Roche Holding AG)


RHHBY (Roche Holding AG) appears to have interesting cyclic behaviour every 8 weeks (.3013*sine), 6 weeks (.2522*cosine), and 5 weeks (.1439*cosine).

RHHBY (Roche Holding AG) has an average price of 30.48 (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 9/5/2017 for RHHBY (Roche Holding AG), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
030.48465   0 
11.36622 -.52642 (1*2π)/8888 weeks
2-1.32532 -1.10443 (2*2π)/8844 weeks
3.11071 .29537 (3*2π)/8829 weeks
4.08236 -.01627 (4*2π)/8822 weeks
5.21067 .08329 (5*2π)/8818 weeks
6.03243 -.1957 (6*2π)/8815 weeks
7.03438 -.09814 (7*2π)/8813 weeks
8-.21858 -.14253 (8*2π)/8811 weeks
9-.0459 .14937 (9*2π)/8810 weeks
10.12016 .0305 (10*2π)/889 weeks
11-.0259 -.30131 (11*2π)/888 weeks
12.18723 -.07142 (12*2π)/887 weeks
13.06861 .0575 (13*2π)/887 weeks
14.10417 .24497 (14*2π)/886 weeks
15-.25218 .04956 (15*2π)/886 weeks
16-.07887 -.19628 (16*2π)/886 weeks
17-.03246 -.0515 (17*2π)/885 weeks
18-.0127 .05506 (18*2π)/885 weeks
19-.14386 -.03425 (19*2π)/885 weeks
20-.00083 -.0804 (20*2π)/884 weeks
21-.06375 -.00951 (21*2π)/884 weeks
22.07645 .07777 (22*2π)/884 weeks
23-.0202 -.19932 (23*2π)/884 weeks
24.01255 -.03898 (24*2π)/884 weeks
25-.10164 -.11726 (25*2π)/884 weeks
26-.09545 .05513 (26*2π)/883 weeks
27-.01534 .00763 (27*2π)/883 weeks
28.11535 .03503 (28*2π)/883 weeks
29.05403 -.00349 (29*2π)/883 weeks
30.02422 -.03768 (30*2π)/883 weeks
31.02245 .02565 (31*2π)/883 weeks
32.03855 -.00872 (32*2π)/883 weeks
33-.0666 -.07278 (33*2π)/883 weeks
34.04482 .04021 (34*2π)/883 weeks
35.05667 -.05888 (35*2π)/883 weeks
36.02592 .03507 (36*2π)/882 weeks
37-.13684 -.04757 (37*2π)/882 weeks
38-.01227 -.15823 (38*2π)/882 weeks
39-.01061 .01333 (39*2π)/882 weeks
40.05118 .13567 (40*2π)/882 weeks
41.05468 .01633 (41*2π)/882 weeks
42.05814 -.07285 (42*2π)/882 weeks
43-.01979 .01331 (43*2π)/882 weeks
44.00034   (44*2π)/882 weeks
45-.01979 -.01331 (45*2π)/882 weeks
46.05814 .07285 (46*2π)/882 weeks
47.05468 -.01633 (47*2π)/882 weeks
48.05118 -.13567 (48*2π)/882 weeks
49-.01061 -.01333 (49*2π)/882 weeks
50-.01227 .15823 (50*2π)/882 weeks
51-.13684 .04757 (51*2π)/882 weeks
52.02592 -.03507 (52*2π)/882 weeks
53.05667 .05888 (53*2π)/882 weeks
54.04482 -.04021 (54*2π)/882 weeks
55-.0666 .07278 (55*2π)/882 weeks
56.03855 .00872 (56*2π)/882 weeks
57.02245 -.02565 (57*2π)/882 weeks
58.02422 .03768 (58*2π)/882 weeks
59.05403 .00349 (59*2π)/881 weeks
60.11535 -.03503 (60*2π)/881 weeks
61-.01534 -.00763 (61*2π)/881 weeks
62-.09545 -.05513 (62*2π)/881 weeks
63-.10164 .11726 (63*2π)/881 weeks
64.01255 .03898 (64*2π)/881 weeks
65-.0202 .19932 (65*2π)/881 weeks
66.07645 -.07777 (66*2π)/881 weeks
67-.06375 .00951 (67*2π)/881 weeks
68-.00083 .0804 (68*2π)/881 weeks
69-.14386 .03425 (69*2π)/881 weeks
70-.0127 -.05506 (70*2π)/881 weeks
71-.03246 .0515 (71*2π)/881 weeks
72-.07887 .19628 (72*2π)/881 weeks
73-.25218 -.04956 (73*2π)/881 weeks
74.10417 -.24497 (74*2π)/881 weeks
75.06861 -.0575 (75*2π)/881 weeks
76.18723 .07142 (76*2π)/881 weeks
77-.0259 .30131 (77*2π)/881 weeks
78.12016 -.0305 (78*2π)/881 weeks
79-.0459 -.14937 (79*2π)/881 weeks
80-.21858 .14253 (80*2π)/881 weeks
81.03438 .09814 (81*2π)/881 weeks
82.03243 .1957 (82*2π)/881 weeks
83.21067 -.08329 (83*2π)/881 weeks
84.08236 .01627 (84*2π)/881 weeks
85.11071 -.29537 (85*2π)/881 weeks
86-1.32532 1.10443 (86*2π)/881 weeks



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