Periodic Frequencies for ROST

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From the Update 11/10/2010: The strongest frequency, according to classical frequency analysis, is an oscillation with a length of 9 trading sessions.

Frequency Analysis based on Monthly Comb

Frequency Analysis based on Monthly Comb of Ross Stores, Inc.

Short term fluctuations that seem to repeat with a regular frequency are often (even generally) seen in stock price charts. Through the years, technicians have expended much effort to measure and exploit these cycles. It would appear simple enough to do a frequency analysis on the time series. But the cycles or periods that seem so easy to see in the price data, have proven to be surprisingly difficult to measure by classical methods. The classical methods apply to stationary cycles of exactly regular period. We can easily remove the trends from historical price data to make the series stationary. However, the fluctuations seen in financial data are almost never exactly periodic, complicating most attempts to take advantage of these cycles.

One factor in the behaviour of market fluctuations is "Anticipation". When speculators detect a cycle in prices, they will buy earlier before the peak, and sell earlier before the dip. This phenomena causes an increase in frequency, and eventually a breakup of the established cycle. Traditional frequency analysis methods such as the Fourier Transform, break down badly attempting to deal with these irregularities.

Wilder estimated that there was an important period of about 28 trading sessions. The half cycle of this period (14 sessions) is a default factor in many of the technical indicators. We have found this to be a reasonable figure, even in today's markets, but there is significant variation between issues. Some companies just seem to have faster or slower cycles for one reason or another, and the indicators may be more accurate when fitted to the situation.

The paradoxical condition of variable length periods forces the adoptation of some new forms of analysis.

General Market Conditions


More than 70 Hi-Rez charts daily for Ross Stores, Inc.:

Frequency from Monthly Comb Filter
Representative Cycle (Trading Sessions) = 18.00
Sawtooth = 50.62
Peak TypeAvg. CycleMedian CycleCycle ModeCycle Amplitude
High16.6129.0014.0017.27 %
Low17.1232.0018.0018.80 %
Recent HighPriceRecent LowPrice Cycle
Friday, September 24, 201056.4443
Friday, August 13, 201048.8768
Monday, July 26, 201055.7026
Friday, May 07, 201051.1973
Thursday, June 17, 201057.5138
Friday, January 22, 201043.4118
Friday, April 23, 201058.1573
Thursday, December 24, 200942.1140

Fourier Transform after Digital Filter M

Cycle LengthFourier Amplitude

Frequency Analysis based on Quarterly Comb

ROST:  Frequency Analysis based on Quarterly Comb

Frequency from Quarterly Comb Filter
Representative Cycle (Trading Sessions) = 103.00
Sawtooth = 54.62
Peak TypeAvg. CycleMedian CycleCycle ModeCycle Amplitude
High50.38103.0059.0029.63 %
Low54.18113.0048.0033.18 %
Recent HighPriceRecent LowPrice Cycle
Friday, August 13, 201048.8768
Thursday, June 17, 201057.5138
Friday, May 07, 201051.1991
Friday, April 23, 201058.15137
Thursday, December 24, 200942.11155
Tuesday, October 06, 200947.88272
Friday, May 15, 200934.5970
Monday, September 08, 200840.33151

Fourier Transform after Digital Filter Q

Cycle LengthFourier Amplitude

Frequency Analysis based on Yearly Comb

ROST:  Frequency Analysis based on Yearly Comb

Representative Cycle (Trading Sessions) = 0.00
Sawtooth = 54.78
Peak TypeAvg. CycleMedian CycleCycle ModeCycle Amplitude
High0. %
Low0. %
Recent HighPriceRecent LowPrice Cycle
Friday, April 23, 201058.15409
Thursday, November 20, 200821.57221
Monday, September 08, 200840.33352
Tuesday, January 08, 200820.79352
Tuesday, April 17, 200733.48532
Monday, August 14, 200621.75220
Wednesday, September 28, 200521.52272
Friday, March 04, 200528.71255

Fourier Transform on Raw Closing Prices

Cycle LengthFourier Amplitude

Breaking News:

Friday, November 12, 2010: We have news on Cree, Inc., ticker symbol CREE. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Intel and PetSmart, Inc.

From the News Archive: (11/11/2010 ) Favorable events happened at Exxon Mobil, Ingersoll-Rand Company Limited, and Concur Technologies, Inc.. Meanwhile, bad news came from International Game Technology.

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Ross Stores, Inc.

Average Sawtooth based on Monthly Combo

ROST:  Average Sawtooth based on Monthly Combo


Ross Stores, Inc.

Average Sawtooth based on Bi-weekly Combo

Average Sawtooth based on Bi-weeklyly Combo of Ross Stores, Inc.

Comparing the length of time from high points to successive lowpoints, against the corresponding time span from the lows to the following periodic highs, gives us the Sawtooth Indicator. The mid-point, corresponding to a perfect sine wave, is 50 percent. Values less than this indicate the sell slope is steeper than the buy slope, while values over 50 percent show the opposite.

The Sawtooth Statistic gives a clue to the general mood of the markets, functioning as a sort of sentiment indicator. The chart represents the sawtooth percentage of (approximately) monthly cycles over the past year, and of the (approximately) bi-weekly cycles, averaged over the past six months.

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Detailed Oscillator Level Analysis for ROST :

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