Stock Price Trends

Electronic Arts Inc (EA)

Electronic Arts Inc. (EA) is an American video game company headquartered in Redwood City, California. It is the second-largest gaming company in the Americas and Europe by revenue and market capitalization after Activision Blizzard and ahead of Take-Two Interactive, and Ubisoft as of May 2020.

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 14.41% per annum.
  • EA price at the close of November 19, 2024 was $166.13 and was higher than the top border of the primary price channel by $2.82 (1.73%).
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 642.65% per annum.
  • EA 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 EA 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: February 1, 2023
End date: November 19, 2024

a = 4.3274

b = 0.0004

s = 0.0474

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0004) – 1
= 14.41%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0474) – 1
= 20.86%

February 1, 2023 calculations

Top border of price channel:

Exp(Y804)
= Exp(a + b × X804 + 2 × s)
= Exp(a + b × 1,169 + 2 × s)
= Exp(4.3274 + 0.0004 × 1,169 + 2 × 0.0474)
= Exp(4.8533)
= $128.16

Bottom border of price channel:

Exp(Y804)
= Exp(a + b × X804 – 2 × s)
= Exp(a + b × 1,169 – 2 × s)
= Exp(4.3274 + 0.0004 × 1,169 – 2 × 0.0474)
= Exp(4.6638)
= $106.04

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(4.3274 + 0.0004 × 1,826 + 2 × 0.0474)
= Exp(5.0957)
= $163.31

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.3274 + 0.0004 × 1,826 – 2 × 0.0474)
= Exp(4.9062)
= $135.12

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 14.41% per annum.
  • EA price at the close of November 19, 2024 was $166.13 and was higher than the top border of the primary price channel by $2.82 (1.73%).

Secondary Trend

Start date: October 22, 2024
End date: November 19, 2024

a = -4.9121

b = 0.0055

s = 0.0127

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0055) – 1
= 642.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0127) – 1
= 5.20%

October 22, 2024 calculations

Top border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 + 2 × s)
= Exp(a + b × 1,798 + 2 × s)
= Exp(-4.9121 + 0.0055 × 1,798 + 2 × 0.0127)
= Exp(4.9902)
= $146.97

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,798 – 2 × s)
= Exp(-4.9121 + 0.0055 × 1,798 – 2 × 0.0127)
= Exp(4.9396)
= $139.71

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(-4.9121 + 0.0055 × 1,826 + 2 × 0.0127)
= Exp(5.1441)
= $171.41

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-4.9121 + 0.0055 × 1,826 – 2 × 0.0127)
= Exp(5.0934)
= $162.94

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 642.65% per annum.
  • EA price at the close of November 19, 2024 was inside the secondary price channel.

See Also