Stock Price Trends

Bellring Brands LLC (BRBR)

BellRing Brands, Inc. manufactures and sells nutritional products in the United States and internationally. The company is headquartered in Saint Louis, Missouri.

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 76.48% per annum.
  • BRBR price at the close of November 20, 2024 was $74.41 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 3.46% per annum.
  • BRBR price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $10.84 (17.05%).

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 BRBR 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: June 13, 2022
End date: June 7, 2024

a = 1.5706

b = 0.0016

s = 0.0760

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0016) – 1
= 76.48%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0760) – 1
= 35.55%

June 13, 2022 calculations

Top border of price channel:

Exp(Y643)
= Exp(a + b × X643 + 2 × s)
= Exp(a + b × 935 + 2 × s)
= Exp(1.5706 + 0.0016 × 935 + 2 × 0.0760)
= Exp(3.1779)
= $24.00

Bottom border of price channel:

Exp(Y643)
= Exp(a + b × X643 – 2 × s)
= Exp(a + b × 935 – 2 × s)
= Exp(1.5706 + 0.0016 × 935 – 2 × 0.0760)
= Exp(2.8737)
= $17.70

June 7, 2024 calculations

Top border of price channel:

Exp(Y1,142)
= Exp(a + b × X1,142 + 2 × s)
= Exp(a + b × 1,660 + 2 × s)
= Exp(1.5706 + 0.0016 × 1,660 + 2 × 0.0760)
= Exp(4.3062)
= $74.16

Bottom border of price channel:

Exp(Y1,142)
= Exp(a + b × X1,142 – 2 × s)
= Exp(a + b × 1,660 – 2 × s)
= Exp(1.5706 + 0.0016 × 1,660 – 2 × 0.0760)
= Exp(4.0020)
= $54.71

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 76.48% per annum.
  • BRBR price at the close of November 20, 2024 was $74.41 and was inside the primary price channel.

Secondary Trend

Start date: November 22, 2023
End date: October 2, 2024

a = 3.8786

b = 0.0001

s = 0.0518

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 3.46%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0518) – 1
= 23.03%

November 22, 2023 calculations

Top border of price channel:

Exp(Y1,007)
= Exp(a + b × X1,007 + 2 × s)
= Exp(a + b × 1,462 + 2 × s)
= Exp(3.8786 + 0.0001 × 1,462 + 2 × 0.0518)
= Exp(4.1183)
= $61.45

Bottom border of price channel:

Exp(Y1,007)
= Exp(a + b × X1,007 – 2 × s)
= Exp(a + b × 1,462 – 2 × s)
= Exp(3.8786 + 0.0001 × 1,462 – 2 × 0.0518)
= Exp(3.9111)
= $49.95

October 2, 2024 calculations

Top border of price channel:

Exp(Y1,222)
= Exp(a + b × X1,222 + 2 × s)
= Exp(a + b × 1,777 + 2 × s)
= Exp(3.8786 + 0.0001 × 1,777 + 2 × 0.0518)
= Exp(4.1476)
= $63.28

Bottom border of price channel:

Exp(Y1,222)
= Exp(a + b × X1,222 – 2 × s)
= Exp(a + b × 1,777 – 2 × s)
= Exp(3.8786 + 0.0001 × 1,777 – 2 × 0.0518)
= Exp(3.9404)
= $51.44

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 3.46% per annum.
  • BRBR price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $10.84 (17.05%).