Stock Price Trends

CEVA Inc (CEVA)

None

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 27.69% per annum.
  • CEVA price at the close of November 19, 2024 was $28.28 and was higher than the top border of the primary price channel by $8.54 (43.26%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 12.00% per annum.
  • CEVA price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $0.33 (1.18%).
  • 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 CEVA 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: January 6, 2021
End date: August 7, 2024

a = 4.3933

b = -0.0009

s = 0.1055

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0009) – 1
= -27.69%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1055) – 1
= 52.51%

January 6, 2021 calculations

Top border of price channel:

Exp(Y283)
= Exp(a + b × X283 + 2 × s)
= Exp(a + b × 413 + 2 × s)
= Exp(4.3933 + -0.0009 × 413 + 2 × 0.1055)
= Exp(4.2376)
= $69.24

Bottom border of price channel:

Exp(Y283)
= Exp(a + b × X283 – 2 × s)
= Exp(a + b × 413 – 2 × s)
= Exp(4.3933 + -0.0009 × 413 – 2 × 0.1055)
= Exp(3.8155)
= $45.40

August 7, 2024 calculations

Top border of price channel:

Exp(Y1,184)
= Exp(a + b × X1,184 + 2 × s)
= Exp(a + b × 1,722 + 2 × s)
= Exp(4.3933 + -0.0009 × 1,722 + 2 × 0.1055)
= Exp(3.0750)
= $21.65

Bottom border of price channel:

Exp(Y1,184)
= Exp(a + b × X1,184 – 2 × s)
= Exp(a + b × 1,722 – 2 × s)
= Exp(4.3933 + -0.0009 × 1,722 – 2 × 0.1055)
= Exp(2.6530)
= $14.20

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 27.69% per annum.
  • CEVA price at the close of November 19, 2024 was $28.28 and was higher than the top border of the primary price channel by $8.54 (43.26%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: August 9, 2023
End date: November 19, 2024

a = 2.5715

b = 0.0003

s = 0.0959

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 12.00%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0959) – 1
= 46.73%

August 9, 2023 calculations

Top border of price channel:

Exp(Y934)
= Exp(a + b × X934 + 2 × s)
= Exp(a + b × 1,358 + 2 × s)
= Exp(2.5715 + 0.0003 × 1,358 + 2 × 0.0959)
= Exp(3.1850)
= $24.17

Bottom border of price channel:

Exp(Y934)
= Exp(a + b × X934 – 2 × s)
= Exp(a + b × 1,358 – 2 × s)
= Exp(2.5715 + 0.0003 × 1,358 – 2 × 0.0959)
= Exp(2.8016)
= $16.47

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(2.5715 + 0.0003 × 1,826 + 2 × 0.0959)
= Exp(3.3304)
= $27.95

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5715 + 0.0003 × 1,826 – 2 × 0.0959)
= Exp(2.9470)
= $19.05

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 12.00% per annum.
  • CEVA price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $0.33 (1.18%).