Stock Price Trends

The Andersons Inc (ANDE)

Andersons, Inc., an agricultural company, operates in the commerce, ethanol, plant nutrients, and railroad sectors in the United States and internationally. The company is headquartered in Maumee, Ohio.

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 15.14% per annum.
  • ANDE price at the close of December 2, 2024 was $48.35 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 22.44% per annum.
  • ANDE price at the close of December 2, 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 ANDE 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: December 8, 2023
End date: December 2, 2024

a = 4.6769

b = -0.0004

s = 0.0441

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -15.14%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0441) – 1
= 19.30%

December 8, 2023 calculations

Top border of price channel:

Exp(Y1,011)
= Exp(a + b × X1,011 + 2 × s)
= Exp(a + b × 1,466 + 2 × s)
= Exp(4.6769 + -0.0004 × 1,466 + 2 × 0.0441)
= Exp(4.1056)
= $60.68

Bottom border of price channel:

Exp(Y1,011)
= Exp(a + b × X1,011 – 2 × s)
= Exp(a + b × 1,466 – 2 × s)
= Exp(4.6769 + -0.0004 × 1,466 – 2 × 0.0441)
= Exp(3.9292)
= $50.86

December 2, 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(4.6769 + -0.0004 × 1,826 + 2 × 0.0441)
= Exp(3.9437)
= $51.61

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.6769 + -0.0004 × 1,826 – 2 × 0.0441)
= Exp(3.7672)
= $43.26

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 15.14% per annum.
  • ANDE price at the close of December 2, 2024 was $48.35 and was inside the primary price channel.

Secondary Trend

Start date: March 19, 2024
End date: December 2, 2024

a = 5.1024

b = -0.0007

s = 0.0422

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0007) – 1
= -22.44%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0422) – 1
= 18.39%

March 19, 2024 calculations

Top border of price channel:

Exp(Y1,079)
= Exp(a + b × X1,079 + 2 × s)
= Exp(a + b × 1,568 + 2 × s)
= Exp(5.1024 + -0.0007 × 1,568 + 2 × 0.0422)
= Exp(4.0950)
= $60.04

Bottom border of price channel:

Exp(Y1,079)
= Exp(a + b × X1,079 – 2 × s)
= Exp(a + b × 1,568 – 2 × s)
= Exp(5.1024 + -0.0007 × 1,568 – 2 × 0.0422)
= Exp(3.9262)
= $50.71

December 2, 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(5.1024 + -0.0007 × 1,826 + 2 × 0.0422)
= Exp(3.9154)
= $50.17

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.1024 + -0.0007 × 1,826 – 2 × 0.0422)
= Exp(3.7465)
= $42.37

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 22.44% per annum.
  • ANDE price at the close of December 2, 2024 was inside the secondary price channel.