Stock Price Trends

Edison International (EIX)

Edison International is a public utility holding company based in Rosemead, California. Its subsidiaries include Southern California Edison, and unregulated non-utility business assets Edison Energy.

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 37.73% per annum.
  • EIX price at the close of November 20, 2024 was $86.12 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 12.00% per annum.
  • EIX price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $0.22 (0.26%). 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 EIX 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: September 26, 2023
End date: November 20, 2024

a = 2.8510

b = 0.0009

s = 0.0399

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 37.73%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0399) – 1
= 17.32%

September 26, 2023 calculations

Top border of price channel:

Exp(Y966)
= Exp(a + b × X966 + 2 × s)
= Exp(a + b × 1,405 + 2 × s)
= Exp(2.8510 + 0.0009 × 1,405 + 2 × 0.0399)
= Exp(4.1632)
= $64.27

Bottom border of price channel:

Exp(Y966)
= Exp(a + b × X966 – 2 × s)
= Exp(a + b × 1,405 – 2 × s)
= Exp(2.8510 + 0.0009 × 1,405 – 2 × 0.0399)
= Exp(4.0034)
= $54.79

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(2.8510 + 0.0009 × 1,826 + 2 × 0.0399)
= Exp(4.5324)
= $92.98

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.8510 + 0.0009 × 1,826 – 2 × 0.0399)
= Exp(4.3727)
= $79.26

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 37.73% per annum.
  • EIX price at the close of November 20, 2024 was $86.12 and was inside the primary price channel.

Secondary Trend

Start date: August 26, 2024
End date: November 20, 2024

a = 5.0609

b = -0.0004

s = 0.0158

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -12.00%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0158) – 1
= 6.53%

August 26, 2024 calculations

Top border of price channel:

Exp(Y1,196)
= Exp(a + b × X1,196 + 2 × s)
= Exp(a + b × 1,740 + 2 × s)
= Exp(5.0609 + -0.0004 × 1,740 + 2 × 0.0158)
= Exp(4.4833)
= $88.52

Bottom border of price channel:

Exp(Y1,196)
= Exp(a + b × X1,196 – 2 × s)
= Exp(a + b × 1,740 – 2 × s)
= Exp(5.0609 + -0.0004 × 1,740 – 2 × 0.0158)
= Exp(4.4200)
= $83.10

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(5.0609 + -0.0004 × 1,826 + 2 × 0.0158)
= Exp(4.4532)
= $85.90

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.0609 + -0.0004 × 1,826 – 2 × 0.0158)
= Exp(4.3899)
= $80.63

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 12.00% per annum.
  • EIX price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $0.22 (0.26%). This indicates a possible reversal in the secondary trend direction.