Stock Price Trends

Altair Engineering Inc (ALTR)

Altair Engineering Inc. provides software and cloud solutions in the areas of simulation, high-performance computing, data analysis, and artificial intelligence globally. The company is headquartered in Troy, Michigan.

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 41.06% per annum.
  • ALTR price at the close of November 19, 2024 was $104.25 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 28.86% per annum.
  • ALTR 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 ALTR 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: August 29, 2022
End date: November 19, 2024

a = 2.9244

b = 0.0009

s = 0.0958

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 41.06%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0958) – 1
= 46.68%

August 29, 2022 calculations

Top border of price channel:

Exp(Y697)
= Exp(a + b × X697 + 2 × s)
= Exp(a + b × 1,013 + 2 × s)
= Exp(2.9244 + 0.0009 × 1,013 + 2 × 0.0958)
= Exp(4.0707)
= $58.60

Bottom border of price channel:

Exp(Y697)
= Exp(a + b × X697 – 2 × s)
= Exp(a + b × 1,013 – 2 × s)
= Exp(2.9244 + 0.0009 × 1,013 – 2 × 0.0958)
= Exp(3.6876)
= $39.95

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(2.9244 + 0.0009 × 1,826 + 2 × 0.0958)
= Exp(4.8370)
= $126.10

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.9244 + 0.0009 × 1,826 – 2 × 0.0958)
= Exp(4.4539)
= $85.96

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 41.06% per annum.
  • ALTR price at the close of November 19, 2024 was $104.25 and was inside the primary price channel.

Secondary Trend

Start date: February 24, 2023
End date: November 19, 2024

a = 3.3194

b = 0.0007

s = 0.0807

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 28.86%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0807) – 1
= 38.12%

February 24, 2023 calculations

Top border of price channel:

Exp(Y820)
= Exp(a + b × X820 + 2 × s)
= Exp(a + b × 1,192 + 2 × s)
= Exp(3.3194 + 0.0007 × 1,192 + 2 × 0.0807)
= Exp(4.3090)
= $74.36

Bottom border of price channel:

Exp(Y820)
= Exp(a + b × X820 – 2 × s)
= Exp(a + b × 1,192 – 2 × s)
= Exp(3.3194 + 0.0007 × 1,192 – 2 × 0.0807)
= Exp(3.9860)
= $53.84

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(3.3194 + 0.0007 × 1,826 + 2 × 0.0807)
= Exp(4.7494)
= $115.51

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.3194 + 0.0007 × 1,826 – 2 × 0.0807)
= Exp(4.4264)
= $83.63

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 28.86% per annum.
  • ALTR price at the close of November 19, 2024 was inside the secondary price channel.