Stock Price Trends

DXC Technology Co (DXC)

DXC Technology is an American multinational corporation that provides business-to-business information technology services.

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 19.91% per annum.
  • DXC price at the close of November 19, 2024 was $19.59 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 69.74% per annum.
  • DXC price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $0.45 (2.22%). This indicates a possible reversal in the secondary trend direction.
  • The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.

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 DXC 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 7, 2021
End date: August 27, 2024

a = 3.9783

b = -0.0006

s = 0.0805

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0006) – 1
= -19.91%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0805) – 1
= 38.01%

May 7, 2021 calculations

Top border of price channel:

Exp(Y367)
= Exp(a + b × X367 + 2 × s)
= Exp(a + b × 534 + 2 × s)
= Exp(3.9783 + -0.0006 × 534 + 2 × 0.0805)
= Exp(3.8146)
= $45.36

Bottom border of price channel:

Exp(Y367)
= Exp(a + b × X367 – 2 × s)
= Exp(a + b × 534 – 2 × s)
= Exp(3.9783 + -0.0006 × 534 – 2 × 0.0805)
= Exp(3.4924)
= $32.87

August 27, 2024 calculations

Top border of price channel:

Exp(Y1,198)
= Exp(a + b × X1,198 + 2 × s)
= Exp(a + b × 1,742 + 2 × s)
= Exp(3.9783 + -0.0006 × 1,742 + 2 × 0.0805)
= Exp(3.0798)
= $21.75

Bottom border of price channel:

Exp(Y1,198)
= Exp(a + b × X1,198 – 2 × s)
= Exp(a + b × 1,742 – 2 × s)
= Exp(3.9783 + -0.0006 × 1,742 – 2 × 0.0805)
= Exp(2.7577)
= $15.76

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 19.91% per annum.
  • DXC price at the close of November 19, 2024 was $19.59 and was inside the primary price channel.

Secondary Trend

Start date: May 17, 2024
End date: November 15, 2024

a = 0.4543

b = 0.0014

s = 0.0519

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 69.74%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0519) – 1
= 23.08%

May 17, 2024 calculations

Top border of price channel:

Exp(Y1,129)
= Exp(a + b × X1,129 + 2 × s)
= Exp(a + b × 1,640 + 2 × s)
= Exp(0.4543 + 0.0014 × 1,640 + 2 × 0.0519)
= Exp(2.9355)
= $18.83

Bottom border of price channel:

Exp(Y1,129)
= Exp(a + b × X1,129 – 2 × s)
= Exp(a + b × 1,640 – 2 × s)
= Exp(0.4543 + 0.0014 × 1,640 – 2 × 0.0519)
= Exp(2.7279)
= $15.30

November 15, 2024 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,822 + 2 × s)
= Exp(0.4543 + 0.0014 × 1,822 + 2 × 0.0519)
= Exp(3.1994)
= $24.52

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,822 – 2 × s)
= Exp(0.4543 + 0.0014 × 1,822 – 2 × 0.0519)
= Exp(2.9917)
= $19.92

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 69.74% per annum.
  • DXC price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $0.45 (2.22%). This indicates a possible reversal in the secondary trend direction.