Stock Price Trends

Consol Energy Inc (CEIX)

CONSOL Energy Inc. produces and exports bituminous coal. The company is headquartered in Canonsburg, Pennsylvania.

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 38.84% per annum.
  • CEIX price at the close of December 24, 2024 was $104.22 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 95.95% per annum.
  • CEIX price at the close of December 24, 2024 was inside the secondary price channel.
  • The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.

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 CEIX 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: April 13, 2022
End date: December 24, 2024

a = 3.1233

b = 0.0009

s = 0.1326

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 38.84%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1326) – 1
= 69.94%

April 13, 2022 calculations

Top border of price channel:

Exp(Y579)
= Exp(a + b × X579 + 2 × s)
= Exp(a + b × 839 + 2 × s)
= Exp(3.1233 + 0.0009 × 839 + 2 × 0.1326)
= Exp(4.1428)
= $62.98

Bottom border of price channel:

Exp(Y579)
= Exp(a + b × X579 – 2 × s)
= Exp(a + b × 839 – 2 × s)
= Exp(3.1233 + 0.0009 × 839 – 2 × 0.1326)
= Exp(3.6125)
= $37.06

December 24, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(3.1233 + 0.0009 × 1,825 + 2 × 0.1326)
= Exp(5.0293)
= $152.82

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(3.1233 + 0.0009 × 1,825 – 2 × 0.1326)
= Exp(4.4990)
= $89.93

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 38.84% per annum.
  • CEIX price at the close of December 24, 2024 was $104.22 and was inside the primary price channel.

Secondary Trend

Start date: November 25, 2024
End date: December 24, 2024

a = 20.6807

b = -0.0088

s = 0.0194

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0088) – 1
= -95.95%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0194) – 1
= 8.07%

November 25, 2024 calculations

Top border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 + 2 × s)
= Exp(a + b × 1,796 + 2 × s)
= Exp(20.6807 + -0.0088 × 1,796 + 2 × 0.0194)
= Exp(4.9392)
= $139.66

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,796 – 2 × s)
= Exp(20.6807 + -0.0088 × 1,796 – 2 × 0.0194)
= Exp(4.8616)
= $129.23

December 24, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(20.6807 + -0.0088 × 1,825 + 2 × 0.0194)
= Exp(4.6844)
= $108.24

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(20.6807 + -0.0088 × 1,825 – 2 × 0.0194)
= Exp(4.6068)
= $100.16

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 95.95% per annum.
  • CEIX price at the close of December 24, 2024 was inside the secondary price channel.