Stock Price Trends

Air Products and Chemicals Inc (APD)

Air Products and Chemicals, Inc. is an American international corporation whose principal business is selling gases and chemicals for industrial uses. Air Products' headquarters is in Allentown, Pennsylvania.

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 60.06% per annum.
  • APD price at the close of November 20, 2024 was $327.85 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 97.65% per annum.
  • APD 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 APD 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 5, 2024
End date: November 20, 2024

a = 3.4052

b = 0.0013

s = 0.0383

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 60.06%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0383) – 1
= 16.54%

February 5, 2024 calculations

Top border of price channel:

Exp(Y1,056)
= Exp(a + b × X1,056 + 2 × s)
= Exp(a + b × 1,537 + 2 × s)
= Exp(3.4052 + 0.0013 × 1,537 + 2 × 0.0383)
= Exp(5.4624)
= $235.67

Bottom border of price channel:

Exp(Y1,056)
= Exp(a + b × X1,056 – 2 × s)
= Exp(a + b × 1,537 – 2 × s)
= Exp(3.4052 + 0.0013 × 1,537 – 2 × 0.0383)
= Exp(5.3093)
= $202.22

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(3.4052 + 0.0013 × 1,826 + 2 × 0.0383)
= Exp(5.8349)
= $342.02

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.4052 + 0.0013 × 1,826 – 2 × 0.0383)
= Exp(5.6818)
= $293.47

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 60.06% per annum.
  • APD price at the close of November 20, 2024 was $327.85 and was inside the primary price channel.

Secondary Trend

Start date: June 28, 2024
End date: November 20, 2024

a = 2.3816

b = 0.0019

s = 0.0309

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 97.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0309) – 1
= 13.15%

June 28, 2024 calculations

Top border of price channel:

Exp(Y1,156)
= Exp(a + b × X1,156 + 2 × s)
= Exp(a + b × 1,681 + 2 × s)
= Exp(2.3816 + 0.0019 × 1,681 + 2 × 0.0309)
= Exp(5.5811)
= $265.36

Bottom border of price channel:

Exp(Y1,156)
= Exp(a + b × X1,156 – 2 × s)
= Exp(a + b × 1,681 – 2 × s)
= Exp(2.3816 + 0.0019 × 1,681 – 2 × 0.0309)
= Exp(5.4575)
= $234.51

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(2.3816 + 0.0019 × 1,826 + 2 × 0.0309)
= Exp(5.8517)
= $347.84

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.3816 + 0.0019 × 1,826 – 2 × 0.0309)
= Exp(5.7282)
= $307.41

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 97.65% per annum.
  • APD price at the close of November 20, 2024 was inside the secondary price channel.

See Also