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Fourier Analysis of TPRE (Third Point Reinsurance Ltd. Co)


TPRE (Third Point Reinsurance Ltd. Co) appears to have interesting cyclic behaviour every 16 weeks (.2137*sine), 13 weeks (.1655*cosine), and 5 weeks (.1047*cosine).

TPRE (Third Point Reinsurance Ltd. Co) has an average price of 13.89 (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 8/15/2013 to 1/17/2017 for TPRE (Third Point Reinsurance Ltd. Co), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
013.88939   0 
1-.23698 1.86845 (1*2π)/180180 weeks
2.15132 1.00134 (2*2π)/18090 weeks
3-.28258 -.04007 (3*2π)/18060 weeks
4-.53821 .35103 (4*2π)/18045 weeks
5-.38117 .20571 (5*2π)/18036 weeks
6-.05617 .11534 (6*2π)/18030 weeks
7-.17625 -.17741 (7*2π)/18026 weeks
8-.02947 .05465 (8*2π)/18023 weeks
9.13846 -.0942 (9*2π)/18020 weeks
10-.04418 -.12923 (10*2π)/18018 weeks
11.06728 .21375 (11*2π)/18016 weeks
12-.08885 .16215 (12*2π)/18015 weeks
13-.05772 .07519 (13*2π)/18014 weeks
14-.16554 .10098 (14*2π)/18013 weeks
15-.00646 -.09655 (15*2π)/18012 weeks
16.08508 -.08388 (16*2π)/18011 weeks
17-.00083 .00431 (17*2π)/18011 weeks
18-.00011 -.00248 (18*2π)/18010 weeks
19.06466 -.01678 (19*2π)/1809 weeks
20.09664 .02631 (20*2π)/1809 weeks
21.00284 .07205 (21*2π)/1809 weeks
22.04071 .00286 (22*2π)/1808 weeks
23.03179 .06001 (23*2π)/1808 weeks
24-.05507 .07203 (24*2π)/1808 weeks
25.05306 .00759 (25*2π)/1807 weeks
26.04097 .04407 (26*2π)/1807 weeks
27-.04362 .01238 (27*2π)/1807 weeks
28.06293 .00607 (28*2π)/1806 weeks
29-.01549 .03177 (29*2π)/1806 weeks
30-.017 .08198 (30*2π)/1806 weeks
31.00166 .05177 (31*2π)/1806 weeks
32.02736 .08036 (32*2π)/1806 weeks
33.00088 -.04719 (33*2π)/1805 weeks
34.04268 -.01046 (34*2π)/1805 weeks
35.09228 .02681 (35*2π)/1805 weeks
36.00994 -.00101 (36*2π)/1805 weeks
37.06498 -.01611 (37*2π)/1805 weeks
38.10473 .0406 (38*2π)/1805 weeks
39.01863 -.02068 (39*2π)/1805 weeks
40-.04147 .09885 (40*2π)/1805 weeks
41.00259 .04935 (41*2π)/1804 weeks
42-.02269 -.01791 (42*2π)/1804 weeks
43-.02271 .0239 (43*2π)/1804 weeks
44-.03777 .05781 (44*2π)/1804 weeks
45-.01644 -.01589 (45*2π)/1804 weeks
46-.02571 -.01282 (46*2π)/1804 weeks
47-.01593 .04045 (47*2π)/1804 weeks
48.10431 -.00814 (48*2π)/1804 weeks
49.02121 .03317 (49*2π)/1804 weeks
50-.00198 .10143 (50*2π)/1804 weeks
51.00961 .02807 (51*2π)/1804 weeks
52-.02824 -.00068 (52*2π)/1803 weeks
53-.01812 .00077 (53*2π)/1803 weeks
54.01877 -.01394 (54*2π)/1803 weeks
55-.00508 -.03344 (55*2π)/1803 weeks
56.0259 -.01203 (56*2π)/1803 weeks
57.01486 .01943 (57*2π)/1803 weeks
58.05171 .03265 (58*2π)/1803 weeks
59.01528 -.00344 (59*2π)/1803 weeks
60.03578 -.00558 (60*2π)/1803 weeks
61.0087 .01895 (61*2π)/1803 weeks
62-.00512 .05881 (62*2π)/1803 weeks
63.01928 .00157 (63*2π)/1803 weeks
64-.01105 .0184 (64*2π)/1803 weeks
65.01957 -.02309 (65*2π)/1803 weeks
66.00882 .00555 (66*2π)/1803 weeks
67.02328 .02364 (67*2π)/1803 weeks
68.00267 -.00261 (68*2π)/1803 weeks
69-.00968 -.01304 (69*2π)/1803 weeks
70.0335 .03782 (70*2π)/1803 weeks
71.01558 .01439 (71*2π)/1803 weeks
72-.00794 -.00121 (72*2π)/1803 weeks
73-.00516 .00899 (73*2π)/1802 weeks
74.01163 .00893 (74*2π)/1802 weeks
75-.00743 .02066 (75*2π)/1802 weeks
76.03503 -.01389 (76*2π)/1802 weeks
77.03568 -.01712 (77*2π)/1802 weeks
78.01621 .0156 (78*2π)/1802 weeks
79.01891 -.00323 (79*2π)/1802 weeks
80.05516 -.01003 (80*2π)/1802 weeks
81.04789 -.01764 (81*2π)/1802 weeks
82.03881 .04558 (82*2π)/1802 weeks
83-.00412 .0376 (83*2π)/1802 weeks
84-.04089 -.02549 (84*2π)/1802 weeks
85-.04033 -.06784 (85*2π)/1802 weeks
86-.04103 -.07484 (86*2π)/1802 weeks
87.0271 -.0085 (87*2π)/1802 weeks
88.05627 -.07895 (88*2π)/1802 weeks
89.01002 -.03375 (89*2π)/1802 weeks
90.06433   (90*2π)/1802 weeks
91.01002 .03375 (91*2π)/1802 weeks
92.05627 .07895 (92*2π)/1802 weeks
93.0271 .0085 (93*2π)/1802 weeks
94-.04103 .07484 (94*2π)/1802 weeks
95-.04033 .06784 (95*2π)/1802 weeks
96-.04089 .02549 (96*2π)/1802 weeks
97-.00412 -.0376 (97*2π)/1802 weeks
98.03881 -.04558 (98*2π)/1802 weeks
99.04789 .01764 (99*2π)/1802 weeks
100.05516 .01003 (100*2π)/1802 weeks
101.01891 .00323 (101*2π)/1802 weeks
102.01621 -.0156 (102*2π)/1802 weeks
103.03568 .01712 (103*2π)/1802 weeks
104.03503 .01389 (104*2π)/1802 weeks
105-.00743 -.02066 (105*2π)/1802 weeks
106.01163 -.00893 (106*2π)/1802 weeks
107-.00516 -.00899 (107*2π)/1802 weeks
108-.00794 .00121 (108*2π)/1802 weeks
109.01558 -.01439 (109*2π)/1802 weeks
110.0335 -.03782 (110*2π)/1802 weeks
111-.00968 .01304 (111*2π)/1802 weeks
112.00267 .00261 (112*2π)/1802 weeks
113.02328 -.02364 (113*2π)/1802 weeks
114.00882 -.00555 (114*2π)/1802 weeks
115.01957 .02309 (115*2π)/1802 weeks
116-.01105 -.0184 (116*2π)/1802 weeks
117.01928 -.00157 (117*2π)/1802 weeks
118-.00512 -.05881 (118*2π)/1802 weeks
119.0087 -.01895 (119*2π)/1802 weeks
120.03578 .00558 (120*2π)/1802 weeks
121.01528 .00344 (121*2π)/1801 weeks
122.05171 -.03265 (122*2π)/1801 weeks
123.01486 -.01943 (123*2π)/1801 weeks
124.0259 .01203 (124*2π)/1801 weeks
125-.00508 .03344 (125*2π)/1801 weeks
126.01877 .01394 (126*2π)/1801 weeks
127-.01812 -.00077 (127*2π)/1801 weeks
128-.02824 .00068 (128*2π)/1801 weeks
129.00961 -.02807 (129*2π)/1801 weeks
130-.00198 -.10143 (130*2π)/1801 weeks
131.02121 -.03317 (131*2π)/1801 weeks
132.10431 .00814 (132*2π)/1801 weeks
133-.01593 -.04045 (133*2π)/1801 weeks
134-.02571 .01282 (134*2π)/1801 weeks
135-.01644 .01589 (135*2π)/1801 weeks
136-.03777 -.05781 (136*2π)/1801 weeks
137-.02271 -.0239 (137*2π)/1801 weeks
138-.02269 .01791 (138*2π)/1801 weeks
139.00259 -.04935 (139*2π)/1801 weeks
140-.04147 -.09885 (140*2π)/1801 weeks
141.01863 .02068 (141*2π)/1801 weeks
142.10473 -.0406 (142*2π)/1801 weeks
143.06498 .01611 (143*2π)/1801 weeks
144.00994 .00101 (144*2π)/1801 weeks
145.09228 -.02681 (145*2π)/1801 weeks
146.04268 .01046 (146*2π)/1801 weeks
147.00088 .04719 (147*2π)/1801 weeks
148.02736 -.08036 (148*2π)/1801 weeks
149.00166 -.05177 (149*2π)/1801 weeks
150-.017 -.08198 (150*2π)/1801 weeks
151-.01549 -.03177 (151*2π)/1801 weeks
152.06293 -.00607 (152*2π)/1801 weeks
153-.04362 -.01238 (153*2π)/1801 weeks
154.04097 -.04407 (154*2π)/1801 weeks
155.05306 -.00759 (155*2π)/1801 weeks
156-.05507 -.07203 (156*2π)/1801 weeks
157.03179 -.06001 (157*2π)/1801 weeks
158.04071 -.00286 (158*2π)/1801 weeks
159.00284 -.07205 (159*2π)/1801 weeks
160.09664 -.02631 (160*2π)/1801 weeks
161.06466 .01678 (161*2π)/1801 weeks
162-.00011 .00248 (162*2π)/1801 weeks
163-.00083 -.00431 (163*2π)/1801 weeks
164.08508 .08388 (164*2π)/1801 weeks
165-.00646 .09655 (165*2π)/1801 weeks
166-.16554 -.10098 (166*2π)/1801 weeks
167-.05772 -.07519 (167*2π)/1801 weeks
168-.08885 -.16215 (168*2π)/1801 weeks
169.06728 -.21375 (169*2π)/1801 weeks
170-.04418 .12923 (170*2π)/1801 weeks
171.13846 .0942 (171*2π)/1801 weeks
172-.02947 -.05465 (172*2π)/1801 weeks
173-.17625 .17741 (173*2π)/1801 weeks
174-.05617 -.11534 (174*2π)/1801 weeks
175-.38117 -.20571 (175*2π)/1801 weeks
176-.53821 -.35103 (176*2π)/1801 weeks
177-.28258 .04007 (177*2π)/1801 weeks
178.15132 -1.00134 (178*2π)/1801 weeks

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