Stock Price Trends

Barnes Group Inc (B)

Barnes Group Inc. provides engineering products, industrial technologies, and solutions in the United States and internationally. The company is headquartered in Bristol, Connecticut.

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 59.37% per annum.
  • B price at the close of November 19, 2024 was $46.76 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 2.92% per annum.
  • B price at the close of November 19, 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 B 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: November 10, 2023
End date: November 19, 2024

a = 1.5057

b = 0.0013

s = 0.0704

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 59.37%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0704) – 1
= 32.51%

November 10, 2023 calculations

Top border of price channel:

Exp(Y1,000)
= Exp(a + b × X1,000 + 2 × s)
= Exp(a + b × 1,451 + 2 × s)
= Exp(1.5057 + 0.0013 × 1,451 + 2 × 0.0704)
= Exp(3.4991)
= $33.09

Bottom border of price channel:

Exp(Y1,000)
= Exp(a + b × X1,000 – 2 × s)
= Exp(a + b × 1,451 – 2 × s)
= Exp(1.5057 + 0.0013 × 1,451 – 2 × 0.0704)
= Exp(3.2176)
= $24.97

November 19, 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(1.5057 + 0.0013 × 1,826 + 2 × 0.0704)
= Exp(3.9779)
= $53.41

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.5057 + 0.0013 × 1,826 – 2 × 0.0704)
= Exp(3.6964)
= $40.30

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 59.37% per annum.
  • B price at the close of November 19, 2024 was $46.76 and was inside the primary price channel.

Secondary Trend

Start date: October 7, 2024
End date: November 19, 2024

a = 3.7007

b = 0.0001

s = 0.0018

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 2.92%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0018) – 1
= 0.73%

October 7, 2024 calculations

Top border of price channel:

Exp(Y1,226)
= Exp(a + b × X1,226 + 2 × s)
= Exp(a + b × 1,783 + 2 × s)
= Exp(3.7007 + 0.0001 × 1,783 + 2 × 0.0018)
= Exp(3.8448)
= $46.75

Bottom border of price channel:

Exp(Y1,226)
= Exp(a + b × X1,226 – 2 × s)
= Exp(a + b × 1,783 – 2 × s)
= Exp(3.7007 + 0.0001 × 1,783 – 2 × 0.0018)
= Exp(3.8376)
= $46.41

November 19, 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(3.7007 + 0.0001 × 1,826 + 2 × 0.0018)
= Exp(3.8482)
= $46.91

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.7007 + 0.0001 × 1,826 – 2 × 0.0018)
= Exp(3.8410)
= $46.57

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 2.92% per annum.
  • B price at the close of November 19, 2024 was inside the secondary price channel.