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Fourier Analysis of RPGAX (T. Rowe Price Global Allocation Fund)


RPGAX (T. Rowe Price Global Allocation Fund) appears to have interesting cyclic behaviour every 17 weeks (.0993*sine), 12 weeks (.0701*sine), and 19 weeks (.0666*cosine).

RPGAX (T. Rowe Price Global Allocation Fund) has an average price of 10.99 (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 1/2/2014 to 7/17/2017 for RPGAX (T. Rowe Price Global Allocation Fund), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
010.99027   0 
1.30421 .00191 (1*2π)/186186 weeks
2-.00312 -.34007 (2*2π)/18693 weeks
3.01484 -.00761 (3*2π)/18662 weeks
4.00022 -.24964 (4*2π)/18647 weeks
5-.00367 -.19022 (5*2π)/18637 weeks
6.01146 -.04693 (6*2π)/18631 weeks
7-.04085 -.11578 (7*2π)/18627 weeks
8.05883 .00032 (8*2π)/18623 weeks
9-.00599 -.12142 (9*2π)/18621 weeks
10-.06657 -.00008 (10*2π)/18619 weeks
11.01048 -.09934 (11*2π)/18617 weeks
12-.02963 -.02632 (12*2π)/18616 weeks
13-.01803 -.03309 (13*2π)/18614 weeks
14-.03527 -.0329 (14*2π)/18613 weeks
15-.0097 -.07008 (15*2π)/18612 weeks
16.04461 -.03101 (16*2π)/18612 weeks
17-.01693 .0056 (17*2π)/18611 weeks
18.00131 -.02762 (18*2π)/18610 weeks
19-.01573 -.05876 (19*2π)/18610 weeks
20.00727 -.03364 (20*2π)/1869 weeks
21.00798 -.01207 (21*2π)/1869 weeks
22.01126 -.02229 (22*2π)/1868 weeks
23-.01069 -.02238 (23*2π)/1868 weeks
24-.0116 -.03001 (24*2π)/1868 weeks
25.00404 -.015 (25*2π)/1867 weeks
26.00079 -.0134 (26*2π)/1867 weeks
27-.00555 -.00916 (27*2π)/1867 weeks
28.00963 -.01035 (28*2π)/1867 weeks
29-.01164 -.02429 (29*2π)/1866 weeks
30-.01734 .00044 (30*2π)/1866 weeks
31.00806 -.01844 (31*2π)/1866 weeks
32-.00742 -.01259 (32*2π)/1866 weeks
33-.01873 -.00898 (33*2π)/1866 weeks
34.0189 -.0195 (34*2π)/1865 weeks
35-.02432 -.02094 (35*2π)/1865 weeks
36-.01045 .00466 (36*2π)/1865 weeks
37-.03555 -.01825 (37*2π)/1865 weeks
38-.00351 -.00986 (38*2π)/1865 weeks
39-.00864 -.02059 (39*2π)/1865 weeks
40-.01084 .00582 (40*2π)/1865 weeks
41-.01273 -.02134 (41*2π)/1865 weeks
42-.02296 -.00706 (42*2π)/1864 weeks
43.00114 -.01956 (43*2π)/1864 weeks
44-.00179 -.01371 (44*2π)/1864 weeks
45-.00833 .01048 (45*2π)/1864 weeks
46-.0163 -.02494 (46*2π)/1864 weeks
47.00273 .0031 (47*2π)/1864 weeks
48-.01373 -.02271 (48*2π)/1864 weeks
49-.02573 -.00109 (49*2π)/1864 weeks
50-.00849 -.01455 (50*2π)/1864 weeks
51-.01232 -.00298 (51*2π)/1864 weeks
52-.00728 -.01376 (52*2π)/1864 weeks
53-.01951 -.01547 (53*2π)/1864 weeks
54-.01866 -.00526 (54*2π)/1863 weeks
55-.02267 -.00568 (55*2π)/1863 weeks
56-.00964 -.00858 (56*2π)/1863 weeks
57-.00824 -.01209 (57*2π)/1863 weeks
58-.01287 -.01476 (58*2π)/1863 weeks
59-.00875 .00297 (59*2π)/1863 weeks
60-.01154 -.0131 (60*2π)/1863 weeks
61-.01175 -.00545 (61*2π)/1863 weeks
62-.01043 -.01099 (62*2π)/1863 weeks
63-.00937 .00184 (63*2π)/1863 weeks
64-.01313 -.01368 (64*2π)/1863 weeks
65.00028 -.00226 (65*2π)/1863 weeks
66-.01908 .0067 (66*2π)/1863 weeks
67-.00537 -.00248 (67*2π)/1863 weeks
68-.01175 -.00913 (68*2π)/1863 weeks
69-.01196 -.00221 (69*2π)/1863 weeks
70-.00782 -.00659 (70*2π)/1863 weeks
71-.00571 -.00223 (71*2π)/1863 weeks
72-.01195 .00258 (72*2π)/1863 weeks
73-.01181 -.01258 (73*2π)/1863 weeks
74-.00434 -.00075 (74*2π)/1863 weeks
75-.01511 -.00443 (75*2π)/1862 weeks
76-.00892 -.00222 (76*2π)/1862 weeks
77-.00855 -.00642 (77*2π)/1862 weeks
78-.01255 .01041 (78*2π)/1862 weeks
79-.00521 -.00687 (79*2π)/1862 weeks
80-.0059 -.00265 (80*2π)/1862 weeks
81-.01794 -.01353 (81*2π)/1862 weeks
82-.01297 -.00022 (82*2π)/1862 weeks
83-.01686 .00069 (83*2π)/1862 weeks
84-.00069 -.00686 (84*2π)/1862 weeks
85-.00488 -.00338 (85*2π)/1862 weeks
86-.00067 .00138 (86*2π)/1862 weeks
87-.00729 -.00357 (87*2π)/1862 weeks
88-.01713 .00448 (88*2π)/1862 weeks
89.00112 .01022 (89*2π)/1862 weeks
90-.01452 -.00845 (90*2π)/1862 weeks
91.00152 .0015 (91*2π)/1862 weeks
92-.01867 -.00152 (92*2π)/1862 weeks
93-.01065   (93*2π)/1862 weeks
94-.01867 .00152 (94*2π)/1862 weeks
95.00152 -.0015 (95*2π)/1862 weeks
96-.01452 .00845 (96*2π)/1862 weeks
97.00112 -.01022 (97*2π)/1862 weeks
98-.01713 -.00448 (98*2π)/1862 weeks
99-.00729 .00357 (99*2π)/1862 weeks
100-.00067 -.00138 (100*2π)/1862 weeks
101-.00488 .00338 (101*2π)/1862 weeks
102-.00069 .00686 (102*2π)/1862 weeks
103-.01686 -.00069 (103*2π)/1862 weeks
104-.01297 .00022 (104*2π)/1862 weeks
105-.01794 .01353 (105*2π)/1862 weeks
106-.0059 .00265 (106*2π)/1862 weeks
107-.00521 .00687 (107*2π)/1862 weeks
108-.01255 -.01041 (108*2π)/1862 weeks
109-.00855 .00642 (109*2π)/1862 weeks
110-.00892 .00222 (110*2π)/1862 weeks
111-.01511 .00443 (111*2π)/1862 weeks
112-.00434 .00075 (112*2π)/1862 weeks
113-.01181 .01258 (113*2π)/1862 weeks
114-.01195 -.00258 (114*2π)/1862 weeks
115-.00571 .00223 (115*2π)/1862 weeks
116-.00782 .00659 (116*2π)/1862 weeks
117-.01196 .00221 (117*2π)/1862 weeks
118-.01175 .00913 (118*2π)/1862 weeks
119-.00537 .00248 (119*2π)/1862 weeks
120-.01908 -.0067 (120*2π)/1862 weeks
121.00028 .00226 (121*2π)/1862 weeks
122-.01313 .01368 (122*2π)/1862 weeks
123-.00937 -.00184 (123*2π)/1862 weeks
124-.01043 .01099 (124*2π)/1862 weeks
125-.01175 .00545 (125*2π)/1861 weeks
126-.01154 .0131 (126*2π)/1861 weeks
127-.00875 -.00297 (127*2π)/1861 weeks
128-.01287 .01476 (128*2π)/1861 weeks
129-.00824 .01209 (129*2π)/1861 weeks
130-.00964 .00858 (130*2π)/1861 weeks
131-.02267 .00568 (131*2π)/1861 weeks
132-.01866 .00526 (132*2π)/1861 weeks
133-.01951 .01547 (133*2π)/1861 weeks
134-.00728 .01376 (134*2π)/1861 weeks
135-.01232 .00298 (135*2π)/1861 weeks
136-.00849 .01455 (136*2π)/1861 weeks
137-.02573 .00109 (137*2π)/1861 weeks
138-.01373 .02271 (138*2π)/1861 weeks
139.00273 -.0031 (139*2π)/1861 weeks
140-.0163 .02494 (140*2π)/1861 weeks
141-.00833 -.01048 (141*2π)/1861 weeks
142-.00179 .01371 (142*2π)/1861 weeks
143.00114 .01956 (143*2π)/1861 weeks
144-.02296 .00706 (144*2π)/1861 weeks
145-.01273 .02134 (145*2π)/1861 weeks
146-.01084 -.00582 (146*2π)/1861 weeks
147-.00864 .02059 (147*2π)/1861 weeks
148-.00351 .00986 (148*2π)/1861 weeks
149-.03555 .01825 (149*2π)/1861 weeks
150-.01045 -.00466 (150*2π)/1861 weeks
151-.02432 .02094 (151*2π)/1861 weeks
152.0189 .0195 (152*2π)/1861 weeks
153-.01873 .00898 (153*2π)/1861 weeks
154-.00742 .01259 (154*2π)/1861 weeks
155.00806 .01844 (155*2π)/1861 weeks
156-.01734 -.00044 (156*2π)/1861 weeks
157-.01164 .02429 (157*2π)/1861 weeks
158.00963 .01035 (158*2π)/1861 weeks
159-.00555 .00916 (159*2π)/1861 weeks
160.00079 .0134 (160*2π)/1861 weeks
161.00404 .015 (161*2π)/1861 weeks
162-.0116 .03001 (162*2π)/1861 weeks
163-.01069 .02238 (163*2π)/1861 weeks
164.01126 .02229 (164*2π)/1861 weeks
165.00798 .01207 (165*2π)/1861 weeks
166.00727 .03364 (166*2π)/1861 weeks
167-.01573 .05876 (167*2π)/1861 weeks
168.00131 .02762 (168*2π)/1861 weeks
169-.01693 -.0056 (169*2π)/1861 weeks
170.04461 .03101 (170*2π)/1861 weeks
171-.0097 .07008 (171*2π)/1861 weeks
172-.03527 .0329 (172*2π)/1861 weeks
173-.01803 .03309 (173*2π)/1861 weeks
174-.02963 .02632 (174*2π)/1861 weeks
175.01048 .09934 (175*2π)/1861 weeks
176-.06657 .00008 (176*2π)/1861 weeks
177-.00599 .12142 (177*2π)/1861 weeks
178.05883 -.00032 (178*2π)/1861 weeks
179-.04085 .11578 (179*2π)/1861 weeks
180.01146 .04693 (180*2π)/1861 weeks
181-.00367 .19022 (181*2π)/1861 weeks
182.00022 .24964 (182*2π)/1861 weeks
183.01484 .00761 (183*2π)/1861 weeks
184-.00312 .34007 (184*2π)/1861 weeks



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