Stock Price Trends

Boston Scientific Corp (BSX)

Boston Scientific Corporation, doing business as Boston Scientific, is a manufacturer of medical devices used in interventional medical specialties, including interventional radiology, interventional cardiology, peripheral interventions, neuromodulation, neurovascular intervention, electrophysiology, cardiac surgery, vascular surgery, endoscopy, oncology, urology and gynecology.

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 40.25% per annum.
  • BSX price at the close of November 19, 2024 was $90.33 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 64.52% per annum.
  • BSX 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 BSX 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 6, 2022
End date: November 19, 2024

a = 2.7406

b = 0.0009

s = 0.0536

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 40.25%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0536) – 1
= 23.93%

June 6, 2022 calculations

Top border of price channel:

Exp(Y639)
= Exp(a + b × X639 + 2 × s)
= Exp(a + b × 929 + 2 × s)
= Exp(2.7406 + 0.0009 × 929 + 2 × 0.0536)
= Exp(3.7089)
= $40.81

Bottom border of price channel:

Exp(Y639)
= Exp(a + b × X639 – 2 × s)
= Exp(a + b × 929 – 2 × s)
= Exp(2.7406 + 0.0009 × 929 – 2 × 0.0536)
= Exp(3.4944)
= $32.93

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(2.7406 + 0.0009 × 1,826 + 2 × 0.0536)
= Exp(4.5402)
= $93.71

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.7406 + 0.0009 × 1,826 – 2 × 0.0536)
= Exp(4.3257)
= $75.62

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 40.25% per annum.
  • BSX price at the close of November 19, 2024 was $90.33 and was inside the primary price channel.

Secondary Trend

Start date: September 26, 2023
End date: November 19, 2024

a = 2.0240

b = 0.0014

s = 0.0357

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 64.52%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0357) – 1
= 15.37%

September 26, 2023 calculations

Top border of price channel:

Exp(Y967)
= Exp(a + b × X967 + 2 × s)
= Exp(a + b × 1,406 + 2 × s)
= Exp(2.0240 + 0.0014 × 1,406 + 2 × 0.0357)
= Exp(4.0133)
= $55.33

Bottom border of price channel:

Exp(Y967)
= Exp(a + b × X967 – 2 × s)
= Exp(a + b × 1,406 – 2 × s)
= Exp(2.0240 + 0.0014 × 1,406 – 2 × 0.0357)
= Exp(3.8703)
= $47.96

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(2.0240 + 0.0014 × 1,826 + 2 × 0.0357)
= Exp(4.5862)
= $98.12

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.0240 + 0.0014 × 1,826 – 2 × 0.0357)
= Exp(4.4432)
= $85.05

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 64.52% per annum.
  • BSX price at the close of November 19, 2024 was inside the secondary price channel.