Stock Price Trends

Carlyle Group Inc (CG)

None

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 35.08% per annum.
  • CG price at the close of November 19, 2024 was $51.14 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 364.81% per annum.
  • CG 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 CG 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: September 21, 2022
End date: November 19, 2024

a = 2.3529

b = 0.0008

s = 0.1060

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 35.08%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1060) – 1
= 52.83%

September 21, 2022 calculations

Top border of price channel:

Exp(Y713)
= Exp(a + b × X713 + 2 × s)
= Exp(a + b × 1,036 + 2 × s)
= Exp(2.3529 + 0.0008 × 1,036 + 2 × 0.1060)
= Exp(3.4183)
= $30.52

Bottom border of price channel:

Exp(Y713)
= Exp(a + b × X713 – 2 × s)
= Exp(a + b × 1,036 – 2 × s)
= Exp(2.3529 + 0.0008 × 1,036 – 2 × 0.1060)
= Exp(2.9942)
= $19.97

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(2.3529 + 0.0008 × 1,826 + 2 × 0.1060)
= Exp(4.0691)
= $58.50

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.3529 + 0.0008 × 1,826 – 2 × 0.1060)
= Exp(3.6449)
= $38.28

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 35.08% per annum.
  • CG price at the close of November 19, 2024 was $51.14 and was inside the primary price channel.

Secondary Trend

Start date: August 26, 2024
End date: November 19, 2024

a = -3.6933

b = 0.0042

s = 0.0405

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0042) – 1
= 364.81%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0405) – 1
= 17.58%

August 26, 2024 calculations

Top border of price channel:

Exp(Y1,197)
= Exp(a + b × X1,197 + 2 × s)
= Exp(a + b × 1,741 + 2 × s)
= Exp(-3.6933 + 0.0042 × 1,741 + 2 × 0.0405)
= Exp(3.7164)
= $41.12

Bottom border of price channel:

Exp(Y1,197)
= Exp(a + b × X1,197 – 2 × s)
= Exp(a + b × 1,741 – 2 × s)
= Exp(-3.6933 + 0.0042 × 1,741 – 2 × 0.0405)
= Exp(3.5544)
= $34.97

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(-3.6933 + 0.0042 × 1,826 + 2 × 0.0405)
= Exp(4.0742)
= $58.81

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-3.6933 + 0.0042 × 1,826 – 2 × 0.0405)
= Exp(3.9123)
= $50.01

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 364.81% per annum.
  • CG price at the close of November 19, 2024 was inside the secondary price channel.