Stock Price Trends

Carlisle Companies Incorporated (CSL)

Carlisle Companies Incorporated is a diversified manufacturer of engineered products in the United States, Europe, Asia, Canada, Mexico, the Middle East, Africa, and internationally. The company is headquartered in Scottsdale, Arizona.

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 68.74% per annum.
  • CSL price at the close of November 20, 2024 was $431.73 and was lower than the bottom border of the primary price channel by $2.30 (0.53%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 26.14% per annum.
  • CSL 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 CSL 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: March 15, 2023
End date: October 24, 2024

a = 3.5821

b = 0.0014

s = 0.0631

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 68.74%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0631) – 1
= 28.72%

March 15, 2023 calculations

Top border of price channel:

Exp(Y832)
= Exp(a + b × X832 + 2 × s)
= Exp(a + b × 1,210 + 2 × s)
= Exp(3.5821 + 0.0014 × 1,210 + 2 × 0.0631)
= Exp(5.4427)
= $231.06

Bottom border of price channel:

Exp(Y832)
= Exp(a + b × X832 – 2 × s)
= Exp(a + b × 1,210 – 2 × s)
= Exp(3.5821 + 0.0014 × 1,210 – 2 × 0.0631)
= Exp(5.1902)
= $179.50

October 24, 2024 calculations

Top border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 + 2 × s)
= Exp(a + b × 1,799 + 2 × s)
= Exp(3.5821 + 0.0014 × 1,799 + 2 × 0.0631)
= Exp(6.2869)
= $537.48

Bottom border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 – 2 × s)
= Exp(a + b × 1,799 – 2 × s)
= Exp(3.5821 + 0.0014 × 1,799 – 2 × 0.0631)
= Exp(6.0344)
= $417.55

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 68.74% per annum.
  • CSL price at the close of November 20, 2024 was $431.73 and was lower than the bottom border of the primary price channel by $2.30 (0.53%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: March 15, 2024
End date: November 20, 2024

a = 4.9402

b = 0.0006

s = 0.0417

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0006) – 1
= 26.14%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0417) – 1
= 18.16%

March 15, 2024 calculations

Top border of price channel:

Exp(Y1,084)
= Exp(a + b × X1,084 + 2 × s)
= Exp(a + b × 1,576 + 2 × s)
= Exp(4.9402 + 0.0006 × 1,576 + 2 × 0.0417)
= Exp(6.0265)
= $414.25

Bottom border of price channel:

Exp(Y1,084)
= Exp(a + b × X1,084 – 2 × s)
= Exp(a + b × 1,576 – 2 × s)
= Exp(4.9402 + 0.0006 × 1,576 – 2 × 0.0417)
= Exp(5.8596)
= $350.59

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(4.9402 + 0.0006 × 1,826 + 2 × 0.0417)
= Exp(6.1856)
= $485.68

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.9402 + 0.0006 × 1,826 – 2 × 0.0417)
= Exp(6.0187)
= $411.04

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 26.14% per annum.
  • CSL price at the close of November 20, 2024 was inside the secondary price channel.