Stock Price Trends

Coherent Inc (COHR)

Coherent, Inc. provides lasers, laser-based technologies, and laser-based system solutions for a variety of scientific, commercial, and industrial research applications. The company is headquartered in Santa Clara, California.

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 157.01% per annum.
  • COHR price at the close of November 19, 2024 was $104.25 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 455.01% per annum.
  • COHR 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 COHR 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: August 16, 2023
End date: November 19, 2024

a = -0.1157

b = 0.0026

s = 0.1084

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0026) – 1
= 157.01%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1084) – 1
= 54.25%

August 16, 2023 calculations

Top border of price channel:

Exp(Y939)
= Exp(a + b × X939 + 2 × s)
= Exp(a + b × 1,365 + 2 × s)
= Exp(-0.1157 + 0.0026 × 1,365 + 2 × 0.1084)
= Exp(3.6311)
= $37.76

Bottom border of price channel:

Exp(Y939)
= Exp(a + b × X939 – 2 × s)
= Exp(a + b × 1,365 – 2 × s)
= Exp(-0.1157 + 0.0026 × 1,365 – 2 × 0.1084)
= Exp(3.1977)
= $24.48

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(-0.1157 + 0.0026 × 1,826 + 2 × 0.1084)
= Exp(4.8234)
= $124.38

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-0.1157 + 0.0026 × 1,826 – 2 × 0.1084)
= Exp(4.3899)
= $80.64

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 157.01% per annum.
  • COHR price at the close of November 19, 2024 was $104.25 and was inside the primary price channel.

Secondary Trend

Start date: July 30, 2024
End date: November 19, 2024

a = -3.8759

b = 0.0047

s = 0.0749

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0047) – 1
= 455.01%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0749) – 1
= 34.95%

July 30, 2024 calculations

Top border of price channel:

Exp(Y1,178)
= Exp(a + b × X1,178 + 2 × s)
= Exp(a + b × 1,714 + 2 × s)
= Exp(-3.8759 + 0.0047 × 1,714 + 2 × 0.0749)
= Exp(4.3219)
= $75.33

Bottom border of price channel:

Exp(Y1,178)
= Exp(a + b × X1,178 – 2 × s)
= Exp(a + b × 1,714 – 2 × s)
= Exp(-3.8759 + 0.0047 × 1,714 – 2 × 0.0749)
= Exp(4.0221)
= $55.82

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(-3.8759 + 0.0047 × 1,826 + 2 × 0.0749)
= Exp(4.8477)
= $127.45

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-3.8759 + 0.0047 × 1,826 – 2 × 0.0749)
= Exp(4.5480)
= $94.44

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 455.01% per annum.
  • COHR price at the close of November 19, 2024 was inside the secondary price channel.