Stock Price Trends

Diodes Incorporated (DIOD)

Diodes Incorporated designs, manufactures and supplies standard products for specific applications in the discrete, logic, analog and mixed-signal semiconductor markets worldwide. The company is headquartered in Plano, Texas.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 19.22% per annum.
  • DIOD price at the close of November 19, 2024 was $54.70 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 54.68% per annum.
  • DIOD 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 DIOD 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 11, 2023
End date: November 19, 2024

a = 5.1993

b = -0.0006

s = 0.0751

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0006) – 1
= -19.22%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0751) – 1
= 35.04%

January 11, 2023 calculations

Top border of price channel:

Exp(Y790)
= Exp(a + b × X790 + 2 × s)
= Exp(a + b × 1,148 + 2 × s)
= Exp(5.1993 + -0.0006 × 1,148 + 2 × 0.0751)
= Exp(4.6782)
= $107.58

Bottom border of price channel:

Exp(Y790)
= Exp(a + b × X790 – 2 × s)
= Exp(a + b × 1,148 – 2 × s)
= Exp(5.1993 + -0.0006 × 1,148 – 2 × 0.0751)
= Exp(4.3778)
= $79.66

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(5.1993 + -0.0006 × 1,826 + 2 × 0.0751)
= Exp(4.2817)
= $72.37

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.1993 + -0.0006 × 1,826 – 2 × 0.0751)
= Exp(3.9813)
= $53.59

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 19.22% per annum.
  • DIOD price at the close of November 19, 2024 was $54.70 and was inside the primary price channel.

Secondary Trend

Start date: July 3, 2024
End date: November 19, 2024

a = 8.0004

b = -0.0022

s = 0.0720

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0022) – 1
= -54.68%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0720) – 1
= 33.40%

July 3, 2024 calculations

Top border of price channel:

Exp(Y1,160)
= Exp(a + b × X1,160 + 2 × s)
= Exp(a + b × 1,687 + 2 × s)
= Exp(8.0004 + -0.0022 × 1,687 + 2 × 0.0720)
= Exp(4.4871)
= $88.86

Bottom border of price channel:

Exp(Y1,160)
= Exp(a + b × X1,160 – 2 × s)
= Exp(a + b × 1,687 – 2 × s)
= Exp(8.0004 + -0.0022 × 1,687 – 2 × 0.0720)
= Exp(4.1989)
= $66.61

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(8.0004 + -0.0022 × 1,826 + 2 × 0.0720)
= Exp(4.1857)
= $65.74

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(8.0004 + -0.0022 × 1,826 – 2 × 0.0720)
= Exp(3.8976)
= $49.28

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 54.68% per annum.
  • DIOD price at the close of November 19, 2024 was inside the secondary price channel.