Stock Price Trends

APA Corporation (APA)

APA Corporation is the holding company for Apache Corporation, a company engaged in hydrocarbon exploration. It is organized in Delaware and headquartered in Houston.

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 33.72% per annum.
  • APA price at the close of November 22, 2024 was $22.77 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 59.27% per annum.
  • APA price at the close of November 22, 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 APA 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: July 24, 2023
End date: November 22, 2024

a = 5.2288

b = -0.0011

s = 0.0628

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0011) – 1
= -33.72%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0628) – 1
= 28.58%

July 24, 2023 calculations

Top border of price channel:

Exp(Y919)
= Exp(a + b × X919 + 2 × s)
= Exp(a + b × 1,337 + 2 × s)
= Exp(5.2288 + -0.0011 × 1,337 + 2 × 0.0628)
= Exp(3.8478)
= $46.89

Bottom border of price channel:

Exp(Y919)
= Exp(a + b × X919 – 2 × s)
= Exp(a + b × 1,337 – 2 × s)
= Exp(5.2288 + -0.0011 × 1,337 – 2 × 0.0628)
= Exp(3.5964)
= $36.47

November 22, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(5.2288 + -0.0011 × 1,824 + 2 × 0.0628)
= Exp(3.2990)
= $27.08

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(5.2288 + -0.0011 × 1,824 – 2 × 0.0628)
= Exp(3.0476)
= $21.07

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 33.72% per annum.
  • APA price at the close of November 22, 2024 was $22.77 and was inside the primary price channel.

Secondary Trend

Start date: July 12, 2024
End date: November 22, 2024

a = 7.5865

b = -0.0025

s = 0.0475

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0025) – 1
= -59.27%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0475) – 1
= 20.93%

July 12, 2024 calculations

Top border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 + 2 × s)
= Exp(a + b × 1,691 + 2 × s)
= Exp(7.5865 + -0.0025 × 1,691 + 2 × 0.0475)
= Exp(3.5204)
= $33.80

Bottom border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 – 2 × s)
= Exp(a + b × 1,691 – 2 × s)
= Exp(7.5865 + -0.0025 × 1,691 – 2 × 0.0475)
= Exp(3.3304)
= $27.95

November 22, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(7.5865 + -0.0025 × 1,824 + 2 × 0.0475)
= Exp(3.1931)
= $24.36

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(7.5865 + -0.0025 × 1,824 – 2 × 0.0475)
= Exp(3.0031)
= $20.15

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 59.27% per annum.
  • APA price at the close of November 22, 2024 was inside the secondary price channel.