Stock Price Trends

Emerson Electric Company (EMR)

Emerson Electric Co. is an American multinational corporation headquartered in Ferguson, Missouri. The Fortune 500 company manufactures products and provides engineering services for a wide range of industrial, commercial, and consumer markets.

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 26.31% per annum.
  • EMR price at the close of March 5, 2025 was $115.84 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 55.32% per annum.
  • EMR price at the close of March 5, 2025 was lower than the bottom border of the secondary price channel by $0.57 (0.49%).
  • 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 EMR 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 8, 2023
End date: February 28, 2025

a = 3.6741

b = 0.0006

s = 0.0574

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0006) – 1
= 26.31%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0574) – 1
= 25.80%

February 8, 2023 calculations

Top border of price channel:

Exp(Y737)
= Exp(a + b × X737 + 2 × s)
= Exp(a + b × 1,069 + 2 × s)
= Exp(3.6741 + 0.0006 × 1,069 + 2 × 0.0574)
= Exp(4.4729)
= $87.61

Bottom border of price channel:

Exp(Y737)
= Exp(a + b × X737 – 2 × s)
= Exp(a + b × 1,069 – 2 × s)
= Exp(3.6741 + 0.0006 × 1,069 – 2 × 0.0574)
= Exp(4.2434)
= $69.64

February 28, 2025 calculations

Top border of price channel:

Exp(Y1,252)
= Exp(a + b × X1,252 + 2 × s)
= Exp(a + b × 1,820 + 2 × s)
= Exp(3.6741 + 0.0006 × 1,820 + 2 × 0.0574)
= Exp(4.9534)
= $141.66

Bottom border of price channel:

Exp(Y1,252)
= Exp(a + b × X1,252 – 2 × s)
= Exp(a + b × 1,820 – 2 × s)
= Exp(3.6741 + 0.0006 × 1,820 – 2 × 0.0574)
= Exp(4.7239)
= $112.61

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 26.31% per annum.
  • EMR price at the close of March 5, 2025 was $115.84 and was inside the primary price channel.

Secondary Trend

Start date: January 21, 2025
End date: March 3, 2025

a = 8.8070

b = -0.0022

s = 0.0108

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0022) – 1
= -55.32%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0108) – 1
= 4.43%

January 21, 2025 calculations

Top border of price channel:

Exp(Y1,225)
= Exp(a + b × X1,225 + 2 × s)
= Exp(a + b × 1,782 + 2 × s)
= Exp(8.8070 + -0.0022 × 1,782 + 2 × 0.0108)
= Exp(4.8953)
= $133.66

Bottom border of price channel:

Exp(Y1,225)
= Exp(a + b × X1,225 – 2 × s)
= Exp(a + b × 1,782 – 2 × s)
= Exp(8.8070 + -0.0022 × 1,782 – 2 × 0.0108)
= Exp(4.8520)
= $127.99

March 3, 2025 calculations

Top border of price channel:

Exp(Y1,253)
= Exp(a + b × X1,253 + 2 × s)
= Exp(a + b × 1,823 + 2 × s)
= Exp(8.8070 + -0.0022 × 1,823 + 2 × 0.0108)
= Exp(4.8048)
= $122.10

Bottom border of price channel:

Exp(Y1,253)
= Exp(a + b × X1,253 – 2 × s)
= Exp(a + b × 1,823 – 2 × s)
= Exp(8.8070 + -0.0022 × 1,823 – 2 × 0.0108)
= Exp(4.7615)
= $116.92

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 55.32% per annum.
  • EMR price at the close of March 5, 2025 was lower than the bottom border of the secondary price channel by $0.57 (0.49%).