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Fourier Analysis of SDR (SandRidge Mississippian Trust I)


SDR (SandRidge Mississippian Trust I) appears to have interesting cyclic behaviour every 18 weeks (.2406*sine), 23 weeks (.2102*sine), and 19 weeks (.1595*cosine).

SDR (SandRidge Mississippian Trust I) has an average price of 3.86 (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 4/18/2012 to 1/9/2017 for SDR (SandRidge Mississippian Trust I), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
03.85838   0 
1.47447 2.18281 (1*2π)/248248 weeks
2.19838 1.06997 (2*2π)/248124 weeks
3.21491 .70118 (3*2π)/24883 weeks
4-.01516 .5912 (4*2π)/24862 weeks
5-.27698 .59605 (5*2π)/24850 weeks
6.08328 .06043 (6*2π)/24841 weeks
7.14372 .26967 (7*2π)/24835 weeks
8.11572 .27676 (8*2π)/24831 weeks
9-.05446 .16335 (9*2π)/24828 weeks
10-.01402 .10906 (10*2π)/24825 weeks
11.1191 .21018 (11*2π)/24823 weeks
12.11409 .09724 (12*2π)/24821 weeks
13.15954 .15546 (13*2π)/24819 weeks
14.00046 .24057 (14*2π)/24818 weeks
15.0055 .14653 (15*2π)/24817 weeks
16.03443 .09846 (16*2π)/24816 weeks
17.02551 .14171 (17*2π)/24815 weeks
18.06229 .05799 (18*2π)/24814 weeks
19.13665 .18795 (19*2π)/24813 weeks
20.04897 .13132 (20*2π)/24812 weeks
21.00607 .0832 (21*2π)/24812 weeks
22.04838 .12532 (22*2π)/24811 weeks
23-.00376 .10972 (23*2π)/24811 weeks
24-.00653 .11137 (24*2π)/24810 weeks
25.04958 .01942 (25*2π)/24810 weeks
26.07019 .13352 (26*2π)/24810 weeks
27.02807 .09772 (27*2π)/2489 weeks
28.00125 .03501 (28*2π)/2489 weeks
29.02806 .06251 (29*2π)/2489 weeks
30.02444 .09651 (30*2π)/2488 weeks
31.01831 .06705 (31*2π)/2488 weeks
32.03642 .07686 (32*2π)/2488 weeks
33.03805 .06768 (33*2π)/2488 weeks
34.00377 .05448 (34*2π)/2487 weeks
35.02853 .01134 (35*2π)/2487 weeks
36.02565 .06277 (36*2π)/2487 weeks
37.04349 .04928 (37*2π)/2487 weeks
38.07466 .07519 (38*2π)/2487 weeks
39.05771 .06132 (39*2π)/2486 weeks
40.01449 .05583 (40*2π)/2486 weeks
41.04544 .04884 (41*2π)/2486 weeks
42.01261 .05668 (42*2π)/2486 weeks
43-.00998 .06113 (43*2π)/2486 weeks
44.02416 .04126 (44*2π)/2486 weeks
45.0845 .06244 (45*2π)/2486 weeks
46.04439 .06543 (46*2π)/2485 weeks
47.00034 .04611 (47*2π)/2485 weeks
48-.00924 .07267 (48*2π)/2485 weeks
49.01671 .04857 (49*2π)/2485 weeks
50.02006 .03203 (50*2π)/2485 weeks
51.03524 .04093 (51*2π)/2485 weeks
52.00847 .04293 (52*2π)/2485 weeks
53.00526 .05387 (53*2π)/2485 weeks
54.0241 .02774 (54*2π)/2485 weeks
55.04436 .04176 (55*2π)/2485 weeks
56.00417 .03718 (56*2π)/2484 weeks
57-.00773 .02906 (57*2π)/2484 weeks
58.03389 .04079 (58*2π)/2484 weeks
59.02042 .01734 (59*2π)/2484 weeks
60.0102 -.00085 (60*2π)/2484 weeks
61.01355 .03813 (61*2π)/2484 weeks
62.01869 .01913 (62*2π)/2484 weeks
63.04554 .01889 (63*2π)/2484 weeks
64.03095 .0316 (64*2π)/2484 weeks
65.00944 .03156 (65*2π)/2484 weeks
66.0155 .02213 (66*2π)/2484 weeks
67.02165 .01907 (67*2π)/2484 weeks
68.03678 .01381 (68*2π)/2484 weeks
69.01292 .00783 (69*2π)/2484 weeks
70.04139 .02446 (70*2π)/2484 weeks
71.02476 .03183 (71*2π)/2483 weeks
72.00558 .00993 (72*2π)/2483 weeks
73.02735 .00943 (73*2π)/2483 weeks
74.03751 .04145 (74*2π)/2483 weeks
75.01906 .03974 (75*2π)/2483 weeks
76.02388 -.00675 (76*2π)/2483 weeks
77.00904 .01624 (77*2π)/2483 weeks
78.02705 .01219 (78*2π)/2483 weeks
79.0251 .00748 (79*2π)/2483 weeks
80.02437 .02573 (80*2π)/2483 weeks
81.01798 .02346 (81*2π)/2483 weeks
82.03365 .02848 (82*2π)/2483 weeks
83.01833 .00713 (83*2π)/2483 weeks
84.00996 .01358 (84*2π)/2483 weeks
85.01331 .00672 (85*2π)/2483 weeks
86.03773 -.00062 (86*2π)/2483 weeks
87.02375 .00907 (87*2π)/2483 weeks
88.03804 .01445 (88*2π)/2483 weeks
89.04416 .0181 (89*2π)/2483 weeks
90.01272 .0206 (90*2π)/2483 weeks
91.0179 -.00651 (91*2π)/2483 weeks
92.02648 .01187 (92*2π)/2483 weeks
93.03571 .01728 (93*2π)/2483 weeks
94.00972 .01244 (94*2π)/2483 weeks
95.05093 .0132 (95*2π)/2483 weeks
96.03495 .01763 (96*2π)/2483 weeks
97.03369 -.00125 (97*2π)/2483 weeks
98.0213 .01346 (98*2π)/2483 weeks
99.02847 .02181 (99*2π)/2483 weeks
100.0193 .01927 (100*2π)/2482 weeks
101.01965 .01793 (101*2π)/2482 weeks
102.03066 .02336 (102*2π)/2482 weeks
103.02958 .0166 (103*2π)/2482 weeks
104.01503 -.01661 (104*2π)/2482 weeks
105.03413 .00329 (105*2π)/2482 weeks
106.03656 .02532 (106*2π)/2482 weeks
107.02893 .02696 (107*2π)/2482 weeks
108.01884 .02132 (108*2π)/2482 weeks
109.01224 .02177 (109*2π)/2482 weeks
110.01747 .00448 (110*2π)/2482 weeks
111.02219 .00442 (111*2π)/2482 weeks
112.02181 .00188 (112*2π)/2482 weeks
113.02002 .01191 (113*2π)/2482 weeks
114.02404 .02409 (114*2π)/2482 weeks
115.00737 .02725 (115*2π)/2482 weeks
116.01472 -.00009 (116*2π)/2482 weeks
117.01142 -.01344 (117*2π)/2482 weeks
118.0253 .02134 (118*2π)/2482 weeks
119.01065 -.00134 (119*2π)/2482 weeks
120.01636 -.01044 (120*2π)/2482 weeks
121.02107 .0105 (121*2π)/2482 weeks
122.01714 .01655 (122*2π)/2482 weeks
123.00909 -.00035 (123*2π)/2482 weeks
124.00561   (124*2π)/2482 weeks
125.00909 .00035 (125*2π)/2482 weeks
126.01714 -.01655 (126*2π)/2482 weeks
127.02107 -.0105 (127*2π)/2482 weeks
128.01636 .01044 (128*2π)/2482 weeks
129.01065 .00134 (129*2π)/2482 weeks
130.0253 -.02134 (130*2π)/2482 weeks
131.01142 .01344 (131*2π)/2482 weeks
132.01472 .00009 (132*2π)/2482 weeks
133.00737 -.02725 (133*2π)/2482 weeks
134.02404 -.02409 (134*2π)/2482 weeks
135.02002 -.01191 (135*2π)/2482 weeks
136.02181 -.00188 (136*2π)/2482 weeks
137.02219 -.00442 (137*2π)/2482 weeks
138.01747 -.00448 (138*2π)/2482 weeks
139.01224 -.02177 (139*2π)/2482 weeks
140.01884 -.02132 (140*2π)/2482 weeks
141.02893 -.02696 (141*2π)/2482 weeks
142.03656 -.02532 (142*2π)/2482 weeks
143.03413 -.00329 (143*2π)/2482 weeks
144.01503 .01661 (144*2π)/2482 weeks
145.02958 -.0166 (145*2π)/2482 weeks
146.03066 -.02336 (146*2π)/2482 weeks
147.01965 -.01793 (147*2π)/2482 weeks
148.0193 -.01927 (148*2π)/2482 weeks
149.02847 -.02181 (149*2π)/2482 weeks
150.0213 -.01346 (150*2π)/2482 weeks
151.03369 .00125 (151*2π)/2482 weeks
152.03495 -.01763 (152*2π)/2482 weeks
153.05093 -.0132 (153*2π)/2482 weeks
154.00972 -.01244 (154*2π)/2482 weeks
155.03571 -.01728 (155*2π)/2482 weeks
156.02648 -.01187 (156*2π)/2482 weeks
157.0179 .00651 (157*2π)/2482 weeks
158.01272 -.0206 (158*2π)/2482 weeks
159.04416 -.0181 (159*2π)/2482 weeks
160.03804 -.01445 (160*2π)/2482 weeks
161.02375 -.00907 (161*2π)/2482 weeks
162.03773 .00062 (162*2π)/2482 weeks
163.01331 -.00672 (163*2π)/2482 weeks
164.00996 -.01358 (164*2π)/2482 weeks
165.01833 -.00713 (165*2π)/2482 weeks
166.03365 -.02848 (166*2π)/2481 weeks
167.01798 -.02346 (167*2π)/2481 weeks
168.02437 -.02573 (168*2π)/2481 weeks
169.0251 -.00748 (169*2π)/2481 weeks
170.02705 -.01219 (170*2π)/2481 weeks
171.00904 -.01624 (171*2π)/2481 weeks
172.02388 .00675 (172*2π)/2481 weeks
173.01906 -.03974 (173*2π)/2481 weeks
174.03751 -.04145 (174*2π)/2481 weeks
175.02735 -.00943 (175*2π)/2481 weeks
176.00558 -.00993 (176*2π)/2481 weeks
177.02476 -.03183 (177*2π)/2481 weeks
178.04139 -.02446 (178*2π)/2481 weeks
179.01292 -.00783 (179*2π)/2481 weeks
180.03678 -.01381 (180*2π)/2481 weeks
181.02165 -.01907 (181*2π)/2481 weeks
182.0155 -.02213 (182*2π)/2481 weeks
183.00944 -.03156 (183*2π)/2481 weeks
184.03095 -.0316 (184*2π)/2481 weeks
185.04554 -.01889 (185*2π)/2481 weeks
186.01869 -.01913 (186*2π)/2481 weeks
187.01355 -.03813 (187*2π)/2481 weeks
188.0102 .00085 (188*2π)/2481 weeks
189.02042 -.01734 (189*2π)/2481 weeks
190.03389 -.04079 (190*2π)/2481 weeks
191-.00773 -.02906 (191*2π)/2481 weeks
192.00417 -.03718 (192*2π)/2481 weeks
193.04436 -.04176 (193*2π)/2481 weeks
194.0241 -.02774 (194*2π)/2481 weeks
195.00526 -.05387 (195*2π)/2481 weeks
196.00847 -.04293 (196*2π)/2481 weeks
197.03524 -.04093 (197*2π)/2481 weeks
198.02006 -.03203 (198*2π)/2481 weeks
199.01671 -.04857 (199*2π)/2481 weeks
200-.00924 -.07267 (200*2π)/2481 weeks
201.00034 -.04611 (201*2π)/2481 weeks
202.04439 -.06543 (202*2π)/2481 weeks
203.0845 -.06244 (203*2π)/2481 weeks
204.02416 -.04126 (204*2π)/2481 weeks
205-.00998 -.06113 (205*2π)/2481 weeks
206.01261 -.05668 (206*2π)/2481 weeks
207.04544 -.04884 (207*2π)/2481 weeks
208.01449 -.05583 (208*2π)/2481 weeks
209.05771 -.06132 (209*2π)/2481 weeks
210.07466 -.07519 (210*2π)/2481 weeks
211.04349 -.04928 (211*2π)/2481 weeks
212.02565 -.06277 (212*2π)/2481 weeks
213.02853 -.01134 (213*2π)/2481 weeks
214.00377 -.05448 (214*2π)/2481 weeks
215.03805 -.06768 (215*2π)/2481 weeks
216.03642 -.07686 (216*2π)/2481 weeks
217.01831 -.06705 (217*2π)/2481 weeks
218.02444 -.09651 (218*2π)/2481 weeks
219.02806 -.06251 (219*2π)/2481 weeks
220.00125 -.03501 (220*2π)/2481 weeks
221.02807 -.09772 (221*2π)/2481 weeks
222.07019 -.13352 (222*2π)/2481 weeks
223.04958 -.01942 (223*2π)/2481 weeks
224-.00653 -.11137 (224*2π)/2481 weeks
225-.00376 -.10972 (225*2π)/2481 weeks
226.04838 -.12532 (226*2π)/2481 weeks
227.00607 -.0832 (227*2π)/2481 weeks
228.04897 -.13132 (228*2π)/2481 weeks
229.13665 -.18795 (229*2π)/2481 weeks
230.06229 -.05799 (230*2π)/2481 weeks
231.02551 -.14171 (231*2π)/2481 weeks
232.03443 -.09846 (232*2π)/2481 weeks
233.0055 -.14653 (233*2π)/2481 weeks
234.00046 -.24057 (234*2π)/2481 weeks
235.15954 -.15546 (235*2π)/2481 weeks
236.11409 -.09724 (236*2π)/2481 weeks
237.1191 -.21018 (237*2π)/2481 weeks
238-.01402 -.10906 (238*2π)/2481 weeks
239-.05446 -.16335 (239*2π)/2481 weeks
240.11572 -.27676 (240*2π)/2481 weeks
241.14372 -.26967 (241*2π)/2481 weeks
242.08328 -.06043 (242*2π)/2481 weeks
243-.27698 -.59605 (243*2π)/2481 weeks
244-.01516 -.5912 (244*2π)/2481 weeks
245.21491 -.70118 (245*2π)/2481 weeks
246.19838 -1.06997 (246*2π)/2481 weeks

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