Stock Price Trends

Agilysys Inc (AGYS)

Agilysys, Inc. is a developer and marketer of hardware and software products and services for the hospitality industry in North America, Europe, Asia-Pacific and India. The company is headquartered in Alpharetta, Georgia.

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 12.37% per annum.
  • AGYS price at the close of November 19, 2024 was $123.14 and was higher than the top border of the primary price channel by $83.07 (207.31%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 41.53% per annum.
  • AGYS price at the close of November 19, 2024 was inside the secondary price channel.
  • The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.

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 AGYS 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: November 17, 2020
End date: June 30, 2022

a = 4.0674

b = -0.0004

s = 0.1419

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -12.37%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1419) – 1
= 76.40%

November 17, 2020 calculations

Top border of price channel:

Exp(Y250)
= Exp(a + b × X250 + 2 × s)
= Exp(a + b × 363 + 2 × s)
= Exp(4.0674 + -0.0004 × 363 + 2 × 0.1419)
= Exp(4.2199)
= $68.02

Bottom border of price channel:

Exp(Y250)
= Exp(a + b × X250 – 2 × s)
= Exp(a + b × 363 – 2 × s)
= Exp(4.0674 + -0.0004 × 363 – 2 × 0.1419)
= Exp(3.6523)
= $38.56

June 30, 2022 calculations

Top border of price channel:

Exp(Y656)
= Exp(a + b × X656 + 2 × s)
= Exp(a + b × 953 + 2 × s)
= Exp(4.0674 + -0.0004 × 953 + 2 × 0.1419)
= Exp(4.0064)
= $54.95

Bottom border of price channel:

Exp(Y656)
= Exp(a + b × X656 – 2 × s)
= Exp(a + b × 953 – 2 × s)
= Exp(4.0674 + -0.0004 × 953 – 2 × 0.1419)
= Exp(3.4388)
= $31.15

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 12.37% per annum.
  • AGYS price at the close of November 19, 2024 was $123.14 and was higher than the top border of the primary price channel by $83.07 (207.31%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: October 27, 2021
End date: November 19, 2024

a = 3.0057

b = 0.0010

s = 0.1355

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 41.53%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1355) – 1
= 71.94%

October 27, 2021 calculations

Top border of price channel:

Exp(Y487)
= Exp(a + b × X487 + 2 × s)
= Exp(a + b × 707 + 2 × s)
= Exp(3.0057 + 0.0010 × 707 + 2 × 0.1355)
= Exp(3.9495)
= $51.91

Bottom border of price channel:

Exp(Y487)
= Exp(a + b × X487 – 2 × s)
= Exp(a + b × 707 – 2 × s)
= Exp(3.0057 + 0.0010 × 707 – 2 × 0.1355)
= Exp(3.4075)
= $30.19

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(3.0057 + 0.0010 × 1,826 + 2 × 0.1355)
= Exp(5.0144)
= $150.56

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.0057 + 0.0010 × 1,826 – 2 × 0.1355)
= Exp(4.4724)
= $87.56

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 41.53% per annum.
  • AGYS price at the close of November 19, 2024 was inside the secondary price channel.