Stock Price Trends

Axcelis Technologies Inc (ACLS)

Axcelis Technologies, Inc. designs, manufactures and services the ion implantation and other processing equipment used in the manufacture of semiconductor chips in the United States, Europe and Asia. The company is headquartered in Beverly, Massachusetts.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 45.87% per annum.
  • ACLS price at the close of November 19, 2024 was $70.25 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 74.90% per annum.
  • ACLS price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.45 (2.03%).

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 ACLS 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: May 25, 2023
End date: June 4, 2024

a = 7.3975

b = -0.0017

s = 0.0786

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0017) – 1
= -45.87%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0786) – 1
= 36.93%

May 25, 2023 calculations

Top border of price channel:

Exp(Y883)
= Exp(a + b × X883 + 2 × s)
= Exp(a + b × 1,282 + 2 × s)
= Exp(7.3975 + -0.0017 × 1,282 + 2 × 0.0786)
= Exp(5.3986)
= $221.09

Bottom border of price channel:

Exp(Y883)
= Exp(a + b × X883 – 2 × s)
= Exp(a + b × 1,282 – 2 × s)
= Exp(7.3975 + -0.0017 × 1,282 – 2 × 0.0786)
= Exp(5.0843)
= $161.46

June 4, 2024 calculations

Top border of price channel:

Exp(Y1,140)
= Exp(a + b × X1,140 + 2 × s)
= Exp(a + b × 1,658 + 2 × s)
= Exp(7.3975 + -0.0017 × 1,658 + 2 × 0.0786)
= Exp(4.7662)
= $117.47

Bottom border of price channel:

Exp(Y1,140)
= Exp(a + b × X1,140 – 2 × s)
= Exp(a + b × 1,658 – 2 × s)
= Exp(7.3975 + -0.0017 × 1,658 – 2 × 0.0786)
= Exp(4.4519)
= $85.79

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 45.87% per annum.
  • ACLS price at the close of November 19, 2024 was $70.25 and was inside the primary price channel.

Secondary Trend

Start date: June 13, 2024
End date: November 19, 2024

a = 11.3078

b = -0.0038

s = 0.0595

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0038) – 1
= -74.90%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0595) – 1
= 26.89%

June 13, 2024 calculations

Top border of price channel:

Exp(Y1,147)
= Exp(a + b × X1,147 + 2 × s)
= Exp(a + b × 1,667 + 2 × s)
= Exp(11.3078 + -0.0038 × 1,667 + 2 × 0.0595)
= Exp(5.1130)
= $166.16

Bottom border of price channel:

Exp(Y1,147)
= Exp(a + b × X1,147 – 2 × s)
= Exp(a + b × 1,667 – 2 × s)
= Exp(11.3078 + -0.0038 × 1,667 – 2 × 0.0595)
= Exp(4.8748)
= $130.95

November 19, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(11.3078 + -0.0038 × 1,826 + 2 × 0.0595)
= Exp(4.5107)
= $90.99

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(11.3078 + -0.0038 × 1,826 – 2 × 0.0595)
= Exp(4.2726)
= $71.70

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 74.90% per annum.
  • ACLS price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.45 (2.03%).