Stock Price Trends

ABM Industries Incorporated (ABM)

ABM Industries Incorporated provides integrated facility solutions in the United States and internationally. The company is headquartered in New York, New York.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is increasing.
  • The growth rate of the primary trend is 38.04% per annum.
  • ABM price at the close of March 5, 2025 was $52.38 and was lower than the bottom border of the primary price channel by $2.61 (4.74%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 0.09% per annum.
  • ABM price at the close of March 5, 2025 was inside the secondary price channel.

Linear Regression Model

Model equation:
Yi = α + β × Xi + εi

Top border of price channel:
Exp(Yi) = Exp(a + b × Xi + 2 × s)

Bottom border of price channel:
Exp(Yi) = Exp(a + b × Xi – 2 × s)

where:

i - observation number
Yi - natural logarithm of ABM price
Xi - time index, 1 day interval
σ - standard deviation of εi
a - estimator of α
b - estimator of β
s - estimator of σ
Exp() - calculates the exponent of e


Primary Trend

Start date: September 7, 2023
End date: December 17, 2024

a = 2.4939

b = 0.0009

s = 0.0493

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 38.04%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0493) – 1
= 21.82%

September 7, 2023 calculations

Top border of price channel:

Exp(Y882)
= Exp(a + b × X882 + 2 × s)
= Exp(a + b × 1,280 + 2 × s)
= Exp(2.4939 + 0.0009 × 1,280 + 2 × 0.0493)
= Exp(3.7231)
= $41.39

Bottom border of price channel:

Exp(Y882)
= Exp(a + b × X882 – 2 × s)
= Exp(a + b × 1,280 – 2 × s)
= Exp(2.4939 + 0.0009 × 1,280 – 2 × 0.0493)
= Exp(3.5257)
= $33.98

December 17, 2024 calculations

Top border of price channel:

Exp(Y1,204)
= Exp(a + b × X1,204 + 2 × s)
= Exp(a + b × 1,747 + 2 × s)
= Exp(2.4939 + 0.0009 × 1,747 + 2 × 0.0493)
= Exp(4.1356)
= $62.53

Bottom border of price channel:

Exp(Y1,204)
= Exp(a + b × X1,204 – 2 × s)
= Exp(a + b × 1,747 – 2 × s)
= Exp(2.4939 + 0.0009 × 1,747 – 2 × 0.0493)
= Exp(3.9382)
= $51.33

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 38.04% per annum.
  • ABM price at the close of March 5, 2025 was $52.38 and was lower than the bottom border of the primary price channel by $2.61 (4.74%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: July 16, 2024
End date: March 5, 2025

a = 3.9718

b = 0.0000

s = 0.0385

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0000) – 1
= 0.09%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0385) – 1
= 16.66%

July 16, 2024 calculations

Top border of price channel:

Exp(Y1,096)
= Exp(a + b × X1,096 + 2 × s)
= Exp(a + b × 1,593 + 2 × s)
= Exp(3.9718 + 0.0000 × 1,593 + 2 × 0.0385)
= Exp(4.0530)
= $57.57

Bottom border of price channel:

Exp(Y1,096)
= Exp(a + b × X1,096 – 2 × s)
= Exp(a + b × 1,593 – 2 × s)
= Exp(3.9718 + 0.0000 × 1,593 – 2 × 0.0385)
= Exp(3.8989)
= $49.35

March 5, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(3.9718 + 0.0000 × 1,825 + 2 × 0.0385)
= Exp(4.0536)
= $57.60

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(3.9718 + 0.0000 × 1,825 – 2 × 0.0385)
= Exp(3.8995)
= $49.38

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 0.09% per annum.
  • ABM price at the close of March 5, 2025 was inside the secondary price channel.