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

# Fourier Analysis of RHHBY (Roche Holding AG)

RHHBY (Roche Holding AG) appears to have interesting cyclic behaviour every 6 weeks (.2421*cosine), 9 weeks (.1911*cosine), and 6 weeks (.1458*cosine).

RHHBY (Roche Holding AG) has an average price of 29.27 (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.

## Fourier Analysis

Using data from 1/4/2016 to 5/21/2018 for RHHBY (Roche Holding AG), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
029.27392   0
1-.35908 -.78485 (1*2π)/125125 weeks
2-.11842 1.3142 (2*2π)/12563 weeks
3-.61818 -.77099 (3*2π)/12542 weeks
4.23476 .36901 (4*2π)/12531 weeks
5-.02898 .15959 (5*2π)/12525 weeks
6.17699 .17793 (6*2π)/12521 weeks
7.26828 -.06571 (7*2π)/12518 weeks
8-.29711 -.08832 (8*2π)/12516 weeks
9-.09509 .23376 (9*2π)/12514 weeks
10.14501 .18057 (10*2π)/12513 weeks
11.04461 .08025 (11*2π)/12511 weeks
12.08456 -.15411 (12*2π)/12510 weeks
13-.12356 .14415 (13*2π)/12510 weeks
14.19111 .0181 (14*2π)/1259 weeks
15-.13381 -.09576 (15*2π)/1258 weeks
16-.01736 -.16296 (16*2π)/1258 weeks
17.07023 .11114 (17*2π)/1257 weeks
18.1737 .17579 (18*2π)/1257 weeks
19.18092 .00739 (19*2π)/1257 weeks
20.01647 .14871 (20*2π)/1256 weeks
21-.24206 .13665 (21*2π)/1256 weeks
22-.14576 .06671 (22*2π)/1256 weeks
23.05352 -.04011 (23*2π)/1255 weeks
24.03486 -.01267 (24*2π)/1255 weeks
25.04898 .01022 (25*2π)/1255 weeks
26-.05938 .06067 (26*2π)/1255 weeks
27-.08571 .03726 (27*2π)/1255 weeks
28.0284 -.00378 (28*2π)/1254 weeks
29.06276 -.02394 (29*2π)/1254 weeks
30-.03606 -.02808 (30*2π)/1254 weeks
31.04736 .03264 (31*2π)/1254 weeks
32-.11386 .07298 (32*2π)/1254 weeks
33.13661 -.02206 (33*2π)/1254 weeks
34.0696 -.03313 (34*2π)/1254 weeks
35-.02029 .00012 (35*2π)/1254 weeks
36.06203 -.06411 (36*2π)/1253 weeks
37-.04099 .03739 (37*2π)/1253 weeks
38.08481 -.05798 (38*2π)/1253 weeks
39-.04753 -.11822 (39*2π)/1253 weeks
40-.02233 .10427 (40*2π)/1253 weeks
41.08139 .09218 (41*2π)/1253 weeks
42.08726 .02698 (42*2π)/1253 weeks
43.09859 -.07245 (43*2π)/1253 weeks
44.01396 -.02713 (44*2π)/1253 weeks
45-.04352 -.02564 (45*2π)/1253 weeks
46-.00621 .05737 (46*2π)/1253 weeks
47-.03168 -.03195 (47*2π)/1253 weeks
48.04701 .01495 (48*2π)/1253 weeks
49-.01906 .02882 (49*2π)/1253 weeks
50.06882 .03737 (50*2π)/1253 weeks
51.04729 .04045 (51*2π)/1252 weeks
52-.0252 .08951 (52*2π)/1252 weeks
53-.02035 -.04805 (53*2π)/1252 weeks
54.02924 -.10462 (54*2π)/1252 weeks
55.08923 .05364 (55*2π)/1252 weeks
56.08543 -.0423 (56*2π)/1252 weeks
57.04775 .098 (57*2π)/1252 weeks
58.07403 -.02321 (58*2π)/1252 weeks
59-.01348 -.03055 (59*2π)/1252 weeks
60.09371 -.00361 (60*2π)/1252 weeks
61.00293 .01645 (61*2π)/1252 weeks
62.03362 -.00689 (62*2π)/1252 weeks
63.03362 .00689 (63*2π)/1252 weeks
64.00293 -.01645 (64*2π)/1252 weeks
65.09371 .00361 (65*2π)/1252 weeks
66-.01348 .03055 (66*2π)/1252 weeks
67.07403 .02321 (67*2π)/1252 weeks
68.04775 -.098 (68*2π)/1252 weeks
69.08543 .0423 (69*2π)/1252 weeks
70.08923 -.05364 (70*2π)/1252 weeks
71.02924 .10462 (71*2π)/1252 weeks
72-.02035 .04805 (72*2π)/1252 weeks
73-.0252 -.08951 (73*2π)/1252 weeks
74.04729 -.04045 (74*2π)/1252 weeks
75.06882 -.03737 (75*2π)/1252 weeks
76-.01906 -.02882 (76*2π)/1252 weeks
77.04701 -.01495 (77*2π)/1252 weeks
78-.03168 .03195 (78*2π)/1252 weeks
79-.00621 -.05737 (79*2π)/1252 weeks
80-.04352 .02564 (80*2π)/1252 weeks
81.01396 .02713 (81*2π)/1252 weeks
82.09859 .07245 (82*2π)/1252 weeks
83.08726 -.02698 (83*2π)/1252 weeks
84.08139 -.09218 (84*2π)/1251 weeks
85-.02233 -.10427 (85*2π)/1251 weeks
86-.04753 .11822 (86*2π)/1251 weeks
87.08481 .05798 (87*2π)/1251 weeks
88-.04099 -.03739 (88*2π)/1251 weeks
89.06203 .06411 (89*2π)/1251 weeks
90-.02029 -.00012 (90*2π)/1251 weeks
91.0696 .03313 (91*2π)/1251 weeks
92.13661 .02206 (92*2π)/1251 weeks
93-.11386 -.07298 (93*2π)/1251 weeks
94.04736 -.03264 (94*2π)/1251 weeks
95-.03606 .02808 (95*2π)/1251 weeks
96.06276 .02394 (96*2π)/1251 weeks
97.0284 .00378 (97*2π)/1251 weeks
98-.08571 -.03726 (98*2π)/1251 weeks
99-.05938 -.06067 (99*2π)/1251 weeks
100.04898 -.01022 (100*2π)/1251 weeks
101.03486 .01267 (101*2π)/1251 weeks
102.05352 .04011 (102*2π)/1251 weeks
103-.14576 -.06671 (103*2π)/1251 weeks
104-.24206 -.13665 (104*2π)/1251 weeks
105.01647 -.14871 (105*2π)/1251 weeks
106.18092 -.00739 (106*2π)/1251 weeks
107.1737 -.17579 (107*2π)/1251 weeks
108.07023 -.11114 (108*2π)/1251 weeks
109-.01736 .16296 (109*2π)/1251 weeks
110-.13381 .09576 (110*2π)/1251 weeks
111.19111 -.0181 (111*2π)/1251 weeks
112-.12356 -.14415 (112*2π)/1251 weeks
113.08456 .15411 (113*2π)/1251 weeks
114.04461 -.08025 (114*2π)/1251 weeks
115.14501 -.18057 (115*2π)/1251 weeks
116-.09509 -.23376 (116*2π)/1251 weeks
117-.29711 .08832 (117*2π)/1251 weeks
118.26828 .06571 (118*2π)/1251 weeks
119.17699 -.17793 (119*2π)/1251 weeks
120-.02898 -.15959 (120*2π)/1251 weeks
121.23476 -.36901 (121*2π)/1251 weeks
122-.61818 .77099 (122*2π)/1251 weeks
123-.11842 -1.3142 (123*2π)/1251 weeks