Stock Price Trends

Catalent Inc (CTLT)

Catalent, Inc. (Catalent Pharma Solutions) is a multinational corporation headquartered in Somerset, New Jersey. It is a global provider of delivery technologies, development, drug manufacturing, biologics, gene therapies and consumer health products.

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 37.32% per annum.
  • CTLT price at the close of November 19, 2024 was $58.88 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 10.30% per annum.
  • CTLT 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 CTLT 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: May 8, 2023
End date: November 19, 2024

a = 2.5708

b = 0.0009

s = 0.0973

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 37.32%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0973) – 1
= 47.59%

May 8, 2023 calculations

Top border of price channel:

Exp(Y870)
= Exp(a + b × X870 + 2 × s)
= Exp(a + b × 1,265 + 2 × s)
= Exp(2.5708 + 0.0009 × 1,265 + 2 × 0.0973)
= Exp(3.8646)
= $47.69

Bottom border of price channel:

Exp(Y870)
= Exp(a + b × X870 – 2 × s)
= Exp(a + b × 1,265 – 2 × s)
= Exp(2.5708 + 0.0009 × 1,265 – 2 × 0.0973)
= Exp(3.4754)
= $32.31

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(2.5708 + 0.0009 × 1,826 + 2 × 0.0973)
= Exp(4.3521)
= $77.64

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5708 + 0.0009 × 1,826 – 2 × 0.0973)
= Exp(3.9628)
= $52.61

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 37.32% per annum.
  • CTLT price at the close of November 19, 2024 was $58.88 and was inside the primary price channel.

Secondary Trend

Start date: February 2, 2024
End date: November 19, 2024

a = 3.6045

b = 0.0003

s = 0.0238

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 10.30%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0238) – 1
= 9.97%

February 2, 2024 calculations

Top border of price channel:

Exp(Y1,056)
= Exp(a + b × X1,056 + 2 × s)
= Exp(a + b × 1,535 + 2 × s)
= Exp(3.6045 + 0.0003 × 1,535 + 2 × 0.0238)
= Exp(4.0644)
= $58.23

Bottom border of price channel:

Exp(Y1,056)
= Exp(a + b × X1,056 – 2 × s)
= Exp(a + b × 1,535 – 2 × s)
= Exp(3.6045 + 0.0003 × 1,535 – 2 × 0.0238)
= Exp(3.9693)
= $52.95

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(3.6045 + 0.0003 × 1,826 + 2 × 0.0238)
= Exp(4.1425)
= $62.96

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.6045 + 0.0003 × 1,826 – 2 × 0.0238)
= Exp(4.0475)
= $57.25

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 10.30% per annum.
  • CTLT price at the close of November 19, 2024 was inside the secondary price channel.