Stock Price Trends

Embecta Corp (EMBC)

None

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 105.17% per annum.
  • EMBC price at the close of January 27, 2025 was $19.40 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 27.28% per annum.
  • EMBC price at the close of January 27, 2025 was inside the secondary price channel.
  • 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 EMBC 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: April 2, 2024
End date: January 27, 2025

a = 0.9289

b = 0.0020

s = 0.1079

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0020) – 1
= 105.17%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1079) – 1
= 53.97%

April 2, 2024 calculations

Top border of price channel:

Exp(Y501)
= Exp(a + b × X501 + 2 × s)
= Exp(a + b × 732 + 2 × s)
= Exp(0.9289 + 0.0020 × 732 + 2 × 0.1079)
= Exp(2.5860)
= $13.28

Bottom border of price channel:

Exp(Y501)
= Exp(a + b × X501 – 2 × s)
= Exp(a + b × 732 – 2 × s)
= Exp(0.9289 + 0.0020 × 732 – 2 × 0.1079)
= Exp(2.1544)
= $8.62

January 27, 2025 calculations

Top border of price channel:

Exp(Y706)
= Exp(a + b × X706 + 2 × s)
= Exp(a + b × 1,032 + 2 × s)
= Exp(0.9289 + 0.0020 × 1,032 + 2 × 0.1079)
= Exp(3.1767)
= $23.97

Bottom border of price channel:

Exp(Y706)
= Exp(a + b × X706 – 2 × s)
= Exp(a + b × 1,032 – 2 × s)
= Exp(0.9289 + 0.0020 × 1,032 – 2 × 0.1079)
= Exp(2.7451)
= $15.57

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 105.17% per annum.
  • EMBC price at the close of January 27, 2025 was $19.40 and was inside the primary price channel.

Secondary Trend

Start date: November 27, 2024
End date: January 27, 2025

a = 3.8641

b = -0.0009

s = 0.0279

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0009) – 1
= -27.28%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0279) – 1
= 11.78%

November 27, 2024 calculations

Top border of price channel:

Exp(Y668)
= Exp(a + b × X668 + 2 × s)
= Exp(a + b × 971 + 2 × s)
= Exp(3.8641 + -0.0009 × 971 + 2 × 0.0279)
= Exp(3.0722)
= $21.59

Bottom border of price channel:

Exp(Y668)
= Exp(a + b × X668 – 2 × s)
= Exp(a + b × 971 – 2 × s)
= Exp(3.8641 + -0.0009 × 971 – 2 × 0.0279)
= Exp(2.9608)
= $19.31

January 27, 2025 calculations

Top border of price channel:

Exp(Y706)
= Exp(a + b × X706 + 2 × s)
= Exp(a + b × 1,032 + 2 × s)
= Exp(3.8641 + -0.0009 × 1,032 + 2 × 0.0279)
= Exp(3.0190)
= $20.47

Bottom border of price channel:

Exp(Y706)
= Exp(a + b × X706 – 2 × s)
= Exp(a + b × 1,032 – 2 × s)
= Exp(3.8641 + -0.0009 × 1,032 – 2 × 0.0279)
= Exp(2.9076)
= $18.31

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 27.28% per annum.
  • EMBC price at the close of January 27, 2025 was inside the secondary price channel.