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Fourier Analysis of TRU (TransUnion Common Stock)


TRU (TransUnion Common Stock) appears to have interesting cyclic behaviour every 7 weeks (.4099*sine), 4 weeks (.3449*cosine), and 3 weeks (.2664*cosine).

TRU (TransUnion Common Stock) has an average price of 28.77 (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 6/25/2015 to 1/17/2017 for TRU (TransUnion Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
028.77108   0 
1-.3097 -4.50252 (1*2π)/8383 weeks
2-.81217 .33166 (2*2π)/8342 weeks
3.45662 -1.02861 (3*2π)/8328 weeks
4.03615 .09174 (4*2π)/8321 weeks
5-.17219 -.4128 (5*2π)/8317 weeks
6.03234 -.93445 (6*2π)/8314 weeks
7-.10494 -.35658 (7*2π)/8312 weeks
8-.51483 -.30947 (8*2π)/8310 weeks
9.41106 -.26872 (9*2π)/839 weeks
10-.17844 -.24017 (10*2π)/838 weeks
11-.09733 -.28279 (11*2π)/838 weeks
12.20416 -.40994 (12*2π)/837 weeks
13-.21455 -.22972 (13*2π)/836 weeks
14-.02894 .06418 (14*2π)/836 weeks
15-.09317 -.08433 (15*2π)/836 weeks
16-.10139 -.34385 (16*2π)/835 weeks
17-.03535 .09811 (17*2π)/835 weeks
18-.21629 -.26883 (18*2π)/835 weeks
19.0507 -.00152 (19*2π)/834 weeks
20-.34486 -.13659 (20*2π)/834 weeks
21-.1417 -.31819 (21*2π)/834 weeks
22-.1458 -.01714 (22*2π)/834 weeks
23-.18563 .05707 (23*2π)/834 weeks
24.09859 -.00824 (24*2π)/833 weeks
25-.08384 -.03616 (25*2π)/833 weeks
26.01544 -.11326 (26*2π)/833 weeks
27.02029 .1182 (27*2π)/833 weeks
28-.01093 -.12303 (28*2π)/833 weeks
29-.07391 -.09109 (29*2π)/833 weeks
30-.26636 -.00924 (30*2π)/833 weeks
31-.11228 -.19708 (31*2π)/833 weeks
32-.15018 .05777 (32*2π)/833 weeks
33-.15557 .12692 (33*2π)/833 weeks
34-.02907 .0722 (34*2π)/832 weeks
35-.14018 -.08358 (35*2π)/832 weeks
36.01372 -.07395 (36*2π)/832 weeks
37.0269 -.07495 (37*2π)/832 weeks
38-.13906 -.02029 (38*2π)/832 weeks
39-.1089 -.04414 (39*2π)/832 weeks
40-.12857 .1484 (40*2π)/832 weeks
41-.19092 -.10754 (41*2π)/832 weeks
42-.19092 .10754 (42*2π)/832 weeks
43-.12857 -.1484 (43*2π)/832 weeks
44-.1089 .04414 (44*2π)/832 weeks
45-.13906 .02029 (45*2π)/832 weeks
46.0269 .07495 (46*2π)/832 weeks
47.01372 .07395 (47*2π)/832 weeks
48-.14018 .08358 (48*2π)/832 weeks
49-.02907 -.0722 (49*2π)/832 weeks
50-.15557 -.12692 (50*2π)/832 weeks
51-.15018 -.05777 (51*2π)/832 weeks
52-.11228 .19708 (52*2π)/832 weeks
53-.26636 .00924 (53*2π)/832 weeks
54-.07391 .09109 (54*2π)/832 weeks
55-.01093 .12303 (55*2π)/832 weeks
56.02029 -.1182 (56*2π)/831 weeks
57.01544 .11326 (57*2π)/831 weeks
58-.08384 .03616 (58*2π)/831 weeks
59.09859 .00824 (59*2π)/831 weeks
60-.18563 -.05707 (60*2π)/831 weeks
61-.1458 .01714 (61*2π)/831 weeks
62-.1417 .31819 (62*2π)/831 weeks
63-.34486 .13659 (63*2π)/831 weeks
64.0507 .00152 (64*2π)/831 weeks
65-.21629 .26883 (65*2π)/831 weeks
66-.03535 -.09811 (66*2π)/831 weeks
67-.10139 .34385 (67*2π)/831 weeks
68-.09317 .08433 (68*2π)/831 weeks
69-.02894 -.06418 (69*2π)/831 weeks
70-.21455 .22972 (70*2π)/831 weeks
71.20416 .40994 (71*2π)/831 weeks
72-.09733 .28279 (72*2π)/831 weeks
73-.17844 .24017 (73*2π)/831 weeks
74.41106 .26872 (74*2π)/831 weeks
75-.51483 .30947 (75*2π)/831 weeks
76-.10494 .35658 (76*2π)/831 weeks
77.03234 .93445 (77*2π)/831 weeks
78-.17219 .4128 (78*2π)/831 weeks
79.03615 -.09174 (79*2π)/831 weeks
80.45662 1.02861 (80*2π)/831 weeks
81-.81217 -.33166 (81*2π)/831 weeks

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