Stock Price Trends

Chesapeake Utilities Corporation (CPK)

Chesapeake Utilities Corporation is a power supply company. The company is headquartered in Dover, Delaware.

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 32.91% per annum.
  • CPK price at the close of November 20, 2024 was $129.02 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 524.50% per annum.
  • CPK price at the close of November 20, 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 CPK 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: October 2, 2023
End date: November 20, 2024

a = 3.4024

b = 0.0008

s = 0.0341

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 32.91%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0341) – 1
= 14.59%

October 2, 2023 calculations

Top border of price channel:

Exp(Y970)
= Exp(a + b × X970 + 2 × s)
= Exp(a + b × 1,411 + 2 × s)
= Exp(3.4024 + 0.0008 × 1,411 + 2 × 0.0341)
= Exp(4.5702)
= $96.57

Bottom border of price channel:

Exp(Y970)
= Exp(a + b × X970 – 2 × s)
= Exp(a + b × 1,411 – 2 × s)
= Exp(3.4024 + 0.0008 × 1,411 – 2 × 0.0341)
= Exp(4.4340)
= $84.27

November 20, 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(3.4024 + 0.0008 × 1,826 + 2 × 0.0341)
= Exp(4.8937)
= $133.45

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.4024 + 0.0008 × 1,826 – 2 × 0.0341)
= Exp(4.7575)
= $116.45

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 32.91% per annum.
  • CPK price at the close of November 20, 2024 was $129.02 and was inside the primary price channel.

Secondary Trend

Start date: October 31, 2024
End date: November 20, 2024

a = -4.2918

b = 0.0050

s = 0.0134

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0050) – 1
= 524.50%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0134) – 1
= 5.51%

October 31, 2024 calculations

Top border of price channel:

Exp(Y1,243)
= Exp(a + b × X1,243 + 2 × s)
= Exp(a + b × 1,806 + 2 × s)
= Exp(-4.2918 + 0.0050 × 1,806 + 2 × 0.0134)
= Exp(4.7985)
= $121.33

Bottom border of price channel:

Exp(Y1,243)
= Exp(a + b × X1,243 – 2 × s)
= Exp(a + b × 1,806 – 2 × s)
= Exp(-4.2918 + 0.0050 × 1,806 – 2 × 0.0134)
= Exp(4.7449)
= $115.00

November 20, 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(-4.2918 + 0.0050 × 1,826 + 2 × 0.0134)
= Exp(4.8989)
= $134.14

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-4.2918 + 0.0050 × 1,826 – 2 × 0.0134)
= Exp(4.8453)
= $127.14

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 524.50% per annum.
  • CPK price at the close of November 20, 2024 was inside the secondary price channel.