Stock Price Trends

Dorman Products Inc (DORM)

Dorman Products, Inc. supplies replacement parts and fasteners for passenger cars, light trucks and heavy duty trucks to the automotive aftermarket industry in the United States, Canada, Mexico, Europe, the Middle East and Australia. The company is headquartered in Colmar, Pennsylvania.

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 64.77% per annum.
  • DORM price at the close of November 20, 2024 was $135.15 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 131.79% per annum.
  • DORM 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 DORM 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 18, 2023
End date: November 20, 2024

a = 2.3058

b = 0.0014

s = 0.0567

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 64.77%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0567) – 1
= 25.46%

October 18, 2023 calculations

Top border of price channel:

Exp(Y982)
= Exp(a + b × X982 + 2 × s)
= Exp(a + b × 1,427 + 2 × s)
= Exp(2.3058 + 0.0014 × 1,427 + 2 × 0.0567)
= Exp(4.3715)
= $79.16

Bottom border of price channel:

Exp(Y982)
= Exp(a + b × X982 – 2 × s)
= Exp(a + b × 1,427 – 2 × s)
= Exp(2.3058 + 0.0014 × 1,427 – 2 × 0.0567)
= Exp(4.1447)
= $63.10

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(2.3058 + 0.0014 × 1,826 + 2 × 0.0567)
= Exp(4.9174)
= $136.64

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.3058 + 0.0014 × 1,826 – 2 × 0.0567)
= Exp(4.6905)
= $108.91

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 64.77% per annum.
  • DORM price at the close of November 20, 2024 was $135.15 and was inside the primary price channel.

Secondary Trend

Start date: June 3, 2024
End date: November 20, 2024

a = 0.6649

b = 0.0023

s = 0.0424

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0023) – 1
= 131.79%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0424) – 1
= 18.47%

June 3, 2024 calculations

Top border of price channel:

Exp(Y1,138)
= Exp(a + b × X1,138 + 2 × s)
= Exp(a + b × 1,656 + 2 × s)
= Exp(0.6649 + 0.0023 × 1,656 + 2 × 0.0424)
= Exp(4.5637)
= $95.94

Bottom border of price channel:

Exp(Y1,138)
= Exp(a + b × X1,138 – 2 × s)
= Exp(a + b × 1,656 – 2 × s)
= Exp(0.6649 + 0.0023 × 1,656 – 2 × 0.0424)
= Exp(4.3942)
= $80.98

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(0.6649 + 0.0023 × 1,826 + 2 × 0.0424)
= Exp(4.9552)
= $141.92

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.6649 + 0.0023 × 1,826 – 2 × 0.0424)
= Exp(4.7858)
= $119.80

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 131.79% per annum.
  • DORM price at the close of November 20, 2024 was inside the secondary price channel.