Stock Price Trends

Blackline Inc (BL)

BlackLine, Inc. offers cloud-based solutions to automate and streamline accounting and finance operations in the United States and internationally. The company is headquartered in Woodland Hills, California.

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 28.62% per annum.
  • BL price at the close of November 19, 2024 was $57.70 and was higher than the top border of the primary price channel by $13.78 (31.39%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 10.76% per annum.
  • BL 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 BL 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 4, 2020
End date: November 14, 2023

a = 5.2200

b = -0.0009

s = 0.1245

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0009) – 1
= -28.62%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1245) – 1
= 64.57%

November 4, 2020 calculations

Top border of price channel:

Exp(Y241)
= Exp(a + b × X241 + 2 × s)
= Exp(a + b × 350 + 2 × s)
= Exp(5.2200 + -0.0009 × 350 + 2 × 0.1245)
= Exp(5.1458)
= $171.70

Bottom border of price channel:

Exp(Y241)
= Exp(a + b × X241 – 2 × s)
= Exp(a + b × 350 – 2 × s)
= Exp(5.2200 + -0.0009 × 350 – 2 × 0.1245)
= Exp(4.6476)
= $104.33

November 14, 2023 calculations

Top border of price channel:

Exp(Y1,002)
= Exp(a + b × X1,002 + 2 × s)
= Exp(a + b × 1,455 + 2 × s)
= Exp(5.2200 + -0.0009 × 1,455 + 2 × 0.1245)
= Exp(4.1250)
= $61.87

Bottom border of price channel:

Exp(Y1,002)
= Exp(a + b × X1,002 – 2 × s)
= Exp(a + b × 1,455 – 2 × s)
= Exp(5.2200 + -0.0009 × 1,455 – 2 × 0.1245)
= Exp(3.6268)
= $37.59

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 28.62% per annum.
  • BL price at the close of November 19, 2024 was $57.70 and was higher than the top border of the primary price channel by $13.78 (31.39%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: February 11, 2022
End date: November 19, 2024

a = 4.5025

b = -0.0003

s = 0.0966

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -10.76%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0966) – 1
= 47.18%

February 11, 2022 calculations

Top border of price channel:

Exp(Y561)
= Exp(a + b × X561 + 2 × s)
= Exp(a + b × 814 + 2 × s)
= Exp(4.5025 + -0.0003 × 814 + 2 × 0.0966)
= Exp(4.4417)
= $84.92

Bottom border of price channel:

Exp(Y561)
= Exp(a + b × X561 – 2 × s)
= Exp(a + b × 814 – 2 × s)
= Exp(4.5025 + -0.0003 × 814 – 2 × 0.0966)
= Exp(4.0553)
= $57.70

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(4.5025 + -0.0003 × 1,826 + 2 × 0.0966)
= Exp(4.1260)
= $61.93

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.5025 + -0.0003 × 1,826 – 2 × 0.0966)
= Exp(3.7395)
= $42.08

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 10.76% per annum.
  • BL price at the close of November 19, 2024 was inside the secondary price channel.