Stock Price Trends

Albany International Corporation (AIN)

Albany International Corp. The company is headquartered in Rochester, New Hampshire.

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 8.04% per annum.
  • AIN price at the close of November 19, 2024 was $83.53 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 48.03% per annum.
  • AIN price at the close of November 19, 2024 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 AIN 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 1, 2022
End date: November 19, 2024

a = 4.8251

b = -0.0002

s = 0.0616

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0002) – 1
= -8.04%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0616) – 1
= 27.92%

November 1, 2022 calculations

Top border of price channel:

Exp(Y742)
= Exp(a + b × X742 + 2 × s)
= Exp(a + b × 1,077 + 2 × s)
= Exp(4.8251 + -0.0002 × 1,077 + 2 × 0.0616)
= Exp(4.7011)
= $110.07

Bottom border of price channel:

Exp(Y742)
= Exp(a + b × X742 – 2 × s)
= Exp(a + b × 1,077 – 2 × s)
= Exp(4.8251 + -0.0002 × 1,077 – 2 × 0.0616)
= Exp(4.4549)
= $86.04

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(4.8251 + -0.0002 × 1,826 + 2 × 0.0616)
= Exp(4.5292)
= $92.69

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.8251 + -0.0002 × 1,826 – 2 × 0.0616)
= Exp(4.2830)
= $72.46

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 8.04% per annum.
  • AIN price at the close of November 19, 2024 was $83.53 and was inside the primary price channel.

Secondary Trend

Start date: July 15, 2024
End date: November 19, 2024

a = 7.5822

b = -0.0018

s = 0.0601

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0018) – 1
= -48.03%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0601) – 1
= 27.19%

July 15, 2024 calculations

Top border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 + 2 × s)
= Exp(a + b × 1,699 + 2 × s)
= Exp(7.5822 + -0.0018 × 1,699 + 2 × 0.0601)
= Exp(4.6558)
= $105.19

Bottom border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 – 2 × s)
= Exp(a + b × 1,699 – 2 × s)
= Exp(7.5822 + -0.0018 × 1,699 – 2 × 0.0601)
= Exp(4.4153)
= $82.70

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(7.5822 + -0.0018 × 1,826 + 2 × 0.0601)
= Exp(4.4280)
= $83.77

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(7.5822 + -0.0018 × 1,826 – 2 × 0.0601)
= Exp(4.1875)
= $65.86

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 48.03% per annum.
  • AIN price at the close of November 19, 2024 was inside the secondary price channel.