Stock Price Trends

AMC Networks Inc (AMCX)

AMC Networks Inc., an entertainment company, owns and operates a suite of video entertainment products that are delivered to the public and a platform to distributors and advertisers 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 decreasing.
  • The decline rate of the primary trend is 49.67% per annum.
  • AMCX price at the close of November 20, 2024 was $9.57 and was higher than the top border of the primary price channel by $2.53 (35.94%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 26.44% per annum.
  • AMCX price at the close of November 20, 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 AMCX 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: February 16, 2021
End date: November 2, 2023

a = 5.1170

b = -0.0019

s = 0.1348

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0019) – 1
= -49.67%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1348) – 1
= 71.46%

February 16, 2021 calculations

Top border of price channel:

Exp(Y309)
= Exp(a + b × X309 + 2 × s)
= Exp(a + b × 453 + 2 × s)
= Exp(5.1170 + -0.0019 × 453 + 2 × 0.1348)
= Exp(4.5344)
= $93.17

Bottom border of price channel:

Exp(Y309)
= Exp(a + b × X309 – 2 × s)
= Exp(a + b × 453 – 2 × s)
= Exp(5.1170 + -0.0019 × 453 – 2 × 0.1348)
= Exp(3.9952)
= $54.34

November 2, 2023 calculations

Top border of price channel:

Exp(Y993)
= Exp(a + b × X993 + 2 × s)
= Exp(a + b × 1,442 + 2 × s)
= Exp(5.1170 + -0.0019 × 1,442 + 2 × 0.1348)
= Exp(2.6740)
= $14.50

Bottom border of price channel:

Exp(Y993)
= Exp(a + b × X993 – 2 × s)
= Exp(a + b × 1,442 – 2 × s)
= Exp(5.1170 + -0.0019 × 1,442 – 2 × 0.1348)
= Exp(2.1348)
= $8.46

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 49.67% per annum.
  • AMCX price at the close of November 20, 2024 was $9.57 and was higher than the top border of the primary price channel by $2.53 (35.94%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: September 6, 2022
End date: September 6, 2024

a = 3.8538

b = -0.0008

s = 0.1912

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0008) – 1
= -26.44%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1912) – 1
= 114.85%

September 6, 2022 calculations

Top border of price channel:

Exp(Y701)
= Exp(a + b × X701 + 2 × s)
= Exp(a + b × 1,020 + 2 × s)
= Exp(3.8538 + -0.0008 × 1,020 + 2 × 0.1912)
= Exp(3.3779)
= $29.31

Bottom border of price channel:

Exp(Y701)
= Exp(a + b × X701 – 2 × s)
= Exp(a + b × 1,020 – 2 × s)
= Exp(3.8538 + -0.0008 × 1,020 – 2 × 0.1912)
= Exp(2.6132)
= $13.64

September 6, 2024 calculations

Top border of price channel:

Exp(Y1,204)
= Exp(a + b × X1,204 + 2 × s)
= Exp(a + b × 1,751 + 2 × s)
= Exp(3.8538 + -0.0008 × 1,751 + 2 × 0.1912)
= Exp(2.7628)
= $15.84

Bottom border of price channel:

Exp(Y1,204)
= Exp(a + b × X1,204 – 2 × s)
= Exp(a + b × 1,751 – 2 × s)
= Exp(3.8538 + -0.0008 × 1,751 – 2 × 0.1912)
= Exp(1.9981)
= $7.37

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 26.44% per annum.
  • AMCX price at the close of November 20, 2024 was inside the secondary price channel.