Stock Price Trends

Atmos Energy Corporation (ATO)

Atmos Energy Corporation, headquartered in Dallas, Texas, is one of the United States' largest natural-gas-only distributors.

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 85.13% per annum.
  • ATO price at the close of November 20, 2024 was $147.22 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 61.20% per annum.
  • ATO 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 ATO 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: May 23, 2024
End date: October 28, 2024

a = 1.9325

b = 0.0017

s = 0.0154

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0017) – 1
= 85.13%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0154) – 1
= 6.34%

May 23, 2024 calculations

Top border of price channel:

Exp(Y1,132)
= Exp(a + b × X1,132 + 2 × s)
= Exp(a + b × 1,645 + 2 × s)
= Exp(1.9325 + 0.0017 × 1,645 + 2 × 0.0154)
= Exp(4.7390)
= $114.32

Bottom border of price channel:

Exp(Y1,132)
= Exp(a + b × X1,132 – 2 × s)
= Exp(a + b × 1,645 – 2 × s)
= Exp(1.9325 + 0.0017 × 1,645 – 2 × 0.0154)
= Exp(4.6775)
= $107.50

October 28, 2024 calculations

Top border of price channel:

Exp(Y1,240)
= Exp(a + b × X1,240 + 2 × s)
= Exp(a + b × 1,803 + 2 × s)
= Exp(1.9325 + 0.0017 × 1,803 + 2 × 0.0154)
= Exp(5.0056)
= $149.24

Bottom border of price channel:

Exp(Y1,240)
= Exp(a + b × X1,240 – 2 × s)
= Exp(a + b × 1,803 – 2 × s)
= Exp(1.9325 + 0.0017 × 1,803 – 2 × 0.0154)
= Exp(4.9441)
= $140.34

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 85.13% per annum.
  • ATO price at the close of November 20, 2024 was $147.22 and was inside the primary price channel.

Secondary Trend

Start date: July 23, 2024
End date: November 20, 2024

a = 2.5980

b = 0.0013

s = 0.0144

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 61.20%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0144) – 1
= 5.92%

July 23, 2024 calculations

Top border of price channel:

Exp(Y1,172)
= Exp(a + b × X1,172 + 2 × s)
= Exp(a + b × 1,706 + 2 × s)
= Exp(2.5980 + 0.0013 × 1,706 + 2 × 0.0144)
= Exp(4.8585)
= $128.83

Bottom border of price channel:

Exp(Y1,172)
= Exp(a + b × X1,172 – 2 × s)
= Exp(a + b × 1,706 – 2 × s)
= Exp(2.5980 + 0.0013 × 1,706 – 2 × 0.0144)
= Exp(4.8010)
= $121.63

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(2.5980 + 0.0013 × 1,826 + 2 × 0.0144)
= Exp(5.0155)
= $150.72

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5980 + 0.0013 × 1,826 – 2 × 0.0144)
= Exp(4.9580)
= $142.30

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 61.20% per annum.
  • ATO price at the close of November 20, 2024 was inside the secondary price channel.