Stock Price Trends

Alpha Metallurgical Resources Inc (AMR)

Alpha Metallurgical Resources, Inc. is a mining company. The company is headquartered in Bristol, Tennessee.

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 53.66% per annum.
  • AMR price at the close of November 20, 2024 was $243.36 and was higher than the top border of the primary price channel by $0.50 (0.21%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 1,296.11% per annum.
  • AMR price at the close of November 20, 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 AMR 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: January 4, 2024
End date: November 15, 2024

a = 9.1761

b = -0.0021

s = 0.0823

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0021) – 1
= -53.66%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0823) – 1
= 38.96%

January 4, 2024 calculations

Top border of price channel:

Exp(Y1,035)
= Exp(a + b × X1,035 + 2 × s)
= Exp(a + b × 1,505 + 2 × s)
= Exp(9.1761 + -0.0021 × 1,505 + 2 × 0.0823)
= Exp(6.1690)
= $477.69

Bottom border of price channel:

Exp(Y1,035)
= Exp(a + b × X1,035 – 2 × s)
= Exp(a + b × 1,505 – 2 × s)
= Exp(9.1761 + -0.0021 × 1,505 – 2 × 0.0823)
= Exp(5.8399)
= $343.76

November 15, 2024 calculations

Top border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 + 2 × s)
= Exp(a + b × 1,821 + 2 × s)
= Exp(9.1761 + -0.0021 × 1,821 + 2 × 0.0823)
= Exp(5.5030)
= $245.43

Bottom border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 – 2 × s)
= Exp(a + b × 1,821 – 2 × s)
= Exp(9.1761 + -0.0021 × 1,821 – 2 × 0.0823)
= Exp(5.1740)
= $176.62

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 53.66% per annum.
  • AMR price at the close of November 20, 2024 was $243.36 and was higher than the top border of the primary price channel by $0.50 (0.21%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: October 21, 2024
End date: November 20, 2024

a = -7.6747

b = 0.0072

s = 0.0325

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0072) – 1
= 1,296.11%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0325) – 1
= 13.87%

October 21, 2024 calculations

Top border of price channel:

Exp(Y1,235)
= Exp(a + b × X1,235 + 2 × s)
= Exp(a + b × 1,796 + 2 × s)
= Exp(-7.6747 + 0.0072 × 1,796 + 2 × 0.0325)
= Exp(5.3622)
= $213.19

Bottom border of price channel:

Exp(Y1,235)
= Exp(a + b × X1,235 – 2 × s)
= Exp(a + b × 1,796 – 2 × s)
= Exp(-7.6747 + 0.0072 × 1,796 – 2 × 0.0325)
= Exp(5.2323)
= $187.23

November 20, 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(-7.6747 + 0.0072 × 1,826 + 2 × 0.0325)
= Exp(5.5789)
= $264.78

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-7.6747 + 0.0072 × 1,826 – 2 × 0.0325)
= Exp(5.4490)
= $232.53

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 1,296.11% per annum.
  • AMR price at the close of November 20, 2024 was inside the secondary price channel.