Stock Price Trends

Salesforce.com Inc (CRM)

Salesforce.com, Inc. is an American cloud-based software company headquartered in San Francisco, California. It provides customer relationship management (CRM) service and also provides a complementary suite of enterprise applications focused on customer service, marketing automation, analytics, and application development.

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 57.20% per annum.
  • CRM price at the close of November 19, 2024 was $323.43 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 11.30% per annum.
  • CRM price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $34.49 (11.94%). This indicates a possible reversal in the secondary trend direction.
  • 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 CRM 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 26, 2022
End date: May 24, 2024

a = 3.6736

b = 0.0012

s = 0.0835

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0012) – 1
= 57.20%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0835) – 1
= 39.64%

August 26, 2022 calculations

Top border of price channel:

Exp(Y696)
= Exp(a + b × X696 + 2 × s)
= Exp(a + b × 1,010 + 2 × s)
= Exp(3.6736 + 0.0012 × 1,010 + 2 × 0.0835)
= Exp(5.0923)
= $162.76

Bottom border of price channel:

Exp(Y696)
= Exp(a + b × X696 – 2 × s)
= Exp(a + b × 1,010 – 2 × s)
= Exp(3.6736 + 0.0012 × 1,010 – 2 × 0.0835)
= Exp(4.7584)
= $116.56

May 24, 2024 calculations

Top border of price channel:

Exp(Y1,134)
= Exp(a + b × X1,134 + 2 × s)
= Exp(a + b × 1,647 + 2 × s)
= Exp(3.6736 + 0.0012 × 1,647 + 2 × 0.0835)
= Exp(5.8817)
= $358.43

Bottom border of price channel:

Exp(Y1,134)
= Exp(a + b × X1,134 – 2 × s)
= Exp(a + b × 1,647 – 2 × s)
= Exp(3.6736 + 0.0012 × 1,647 – 2 × 0.0835)
= Exp(5.5479)
= $256.69

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 57.20% per annum.
  • CRM price at the close of November 19, 2024 was $323.43 and was inside the primary price channel.

Secondary Trend

Start date: November 30, 2023
End date: October 1, 2024

a = 6.1238

b = -0.0003

s = 0.0713

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -11.30%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0713) – 1
= 32.98%

November 30, 2023 calculations

Top border of price channel:

Exp(Y1,013)
= Exp(a + b × X1,013 + 2 × s)
= Exp(a + b × 1,471 + 2 × s)
= Exp(6.1238 + -0.0003 × 1,471 + 2 × 0.0713)
= Exp(5.7829)
= $324.69

Bottom border of price channel:

Exp(Y1,013)
= Exp(a + b × X1,013 – 2 × s)
= Exp(a + b × 1,471 – 2 × s)
= Exp(6.1238 + -0.0003 × 1,471 – 2 × 0.0713)
= Exp(5.4979)
= $244.17

October 1, 2024 calculations

Top border of price channel:

Exp(Y1,222)
= Exp(a + b × X1,222 + 2 × s)
= Exp(a + b × 1,777 + 2 × s)
= Exp(6.1238 + -0.0003 × 1,777 + 2 × 0.0713)
= Exp(5.6823)
= $293.63

Bottom border of price channel:

Exp(Y1,222)
= Exp(a + b × X1,222 – 2 × s)
= Exp(a + b × 1,777 – 2 × s)
= Exp(6.1238 + -0.0003 × 1,777 – 2 × 0.0713)
= Exp(5.3973)
= $220.81

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 11.30% per annum.
  • CRM price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $34.49 (11.94%). This indicates a possible reversal in the secondary trend direction.