Stock Price Trends

Dynatrace Holdings LLC (DT)

Dynatrace, Inc. provides a software intelligence platform for dynamic multi-cloud environments. The company is headquartered in Waltham, Massachusetts.

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 109.29% per annum.
  • DT price at the close of November 19, 2024 was $51.58 and was lower than the bottom border of the primary price channel by $2.35 (4.35%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 46.14% per annum.
  • DT price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.30 (2.47%). This indicates a possible reversal in the secondary trend direction.

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 DT 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: June 18, 2024
End date: November 7, 2024

a = 0.3611

b = 0.0020

s = 0.0341

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0020) – 1
= 109.29%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0341) – 1
= 14.60%

June 18, 2024 calculations

Top border of price channel:

Exp(Y1,150)
= Exp(a + b × X1,150 + 2 × s)
= Exp(a + b × 1,672 + 2 × s)
= Exp(0.3611 + 0.0020 × 1,672 + 2 × 0.0341)
= Exp(3.8123)
= $45.25

Bottom border of price channel:

Exp(Y1,150)
= Exp(a + b × X1,150 – 2 × s)
= Exp(a + b × 1,672 – 2 × s)
= Exp(0.3611 + 0.0020 × 1,672 – 2 × 0.0341)
= Exp(3.6761)
= $39.49

November 7, 2024 calculations

Top border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 + 2 × s)
= Exp(a + b × 1,814 + 2 × s)
= Exp(0.3611 + 0.0020 × 1,814 + 2 × 0.0341)
= Exp(4.0996)
= $60.32

Bottom border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 – 2 × s)
= Exp(a + b × 1,814 – 2 × s)
= Exp(0.3611 + 0.0020 × 1,814 – 2 × 0.0341)
= Exp(3.9634)
= $52.63

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 109.29% per annum.
  • DT price at the close of November 19, 2024 was $51.58 and was lower than the bottom border of the primary price channel by $2.35 (4.35%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: August 15, 2024
End date: November 19, 2024

a = 2.1102

b = 0.0010

s = 0.0201

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 46.14%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0201) – 1
= 8.36%

August 15, 2024 calculations

Top border of price channel:

Exp(Y1,190)
= Exp(a + b × X1,190 + 2 × s)
= Exp(a + b × 1,730 + 2 × s)
= Exp(2.1102 + 0.0010 × 1,730 + 2 × 0.0201)
= Exp(3.9486)
= $51.86

Bottom border of price channel:

Exp(Y1,190)
= Exp(a + b × X1,190 – 2 × s)
= Exp(a + b × 1,730 – 2 × s)
= Exp(2.1102 + 0.0010 × 1,730 – 2 × 0.0201)
= Exp(3.8683)
= $47.86

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(2.1102 + 0.0010 × 1,826 + 2 × 0.0201)
= Exp(4.0484)
= $57.31

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.1102 + 0.0010 × 1,826 – 2 × 0.0201)
= Exp(3.9681)
= $52.88

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 46.14% per annum.
  • DT price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.30 (2.47%). This indicates a possible reversal in the secondary trend direction.