Stock Price Trends

Corcept Therapeutics Incorporated (CORT)

Corcept Therapeutics Incorporated discovers, develops, and markets drugs for the treatment of severe metabolic, cancer, and psychiatric disorders in the United States. The company is headquartered in Menlo Park, 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 203.05% per annum.
  • CORT price at the close of November 19, 2024 was $54.31 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 678.96% per annum.
  • CORT 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 CORT 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 26, 2024
End date: November 19, 2024

a = -1.6423

b = 0.0030

s = 0.0779

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0030) – 1
= 203.05%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0779) – 1
= 36.55%

January 26, 2024 calculations

Top border of price channel:

Exp(Y1,051)
= Exp(a + b × X1,051 + 2 × s)
= Exp(a + b × 1,528 + 2 × s)
= Exp(-1.6423 + 0.0030 × 1,528 + 2 × 0.0779)
= Exp(3.1550)
= $23.45

Bottom border of price channel:

Exp(Y1,051)
= Exp(a + b × X1,051 – 2 × s)
= Exp(a + b × 1,528 – 2 × s)
= Exp(-1.6423 + 0.0030 × 1,528 – 2 × 0.0779)
= Exp(2.8435)
= $17.18

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(-1.6423 + 0.0030 × 1,826 + 2 × 0.0779)
= Exp(4.0602)
= $57.99

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-1.6423 + 0.0030 × 1,826 – 2 × 0.0779)
= Exp(3.7487)
= $42.47

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 203.05% per annum.
  • CORT price at the close of November 19, 2024 was $54.31 and was inside the primary price channel.

Secondary Trend

Start date: August 12, 2024
End date: November 19, 2024

a = -6.2329

b = 0.0056

s = 0.0482

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0056) – 1
= 678.96%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0482) – 1
= 21.26%

August 12, 2024 calculations

Top border of price channel:

Exp(Y1,187)
= Exp(a + b × X1,187 + 2 × s)
= Exp(a + b × 1,727 + 2 × s)
= Exp(-6.2329 + 0.0056 × 1,727 + 2 × 0.0482)
= Exp(3.5763)
= $35.74

Bottom border of price channel:

Exp(Y1,187)
= Exp(a + b × X1,187 – 2 × s)
= Exp(a + b × 1,727 – 2 × s)
= Exp(-6.2329 + 0.0056 × 1,727 – 2 × 0.0482)
= Exp(3.3835)
= $29.47

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(-6.2329 + 0.0056 × 1,826 + 2 × 0.0482)
= Exp(4.1330)
= $62.37

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-6.2329 + 0.0056 × 1,826 – 2 × 0.0482)
= Exp(3.9403)
= $51.43

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 678.96% per annum.
  • CORT price at the close of November 19, 2024 was inside the secondary price channel.