Stock Price Trends

Diamondback Energy Inc (FANG)

Diamondback Energy is a company engaged in hydrocarbon exploration and headquartered in Midland, Texas.

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 23.60% per annum.
  • FANG price at the close of April 1, 2025 was $160.87 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 734.62% per annum.
  • FANG price at the close of April 1, 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 FANG 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: March 28, 2024
End date: April 1, 2025

a = 6.3955

b = -0.0007

s = 0.0462

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0007) – 1
= -23.60%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0462) – 1
= 20.29%

March 28, 2024 calculations

Top border of price channel:

Exp(Y1,003)
= Exp(a + b × X1,003 + 2 × s)
= Exp(a + b × 1,456 + 2 × s)
= Exp(6.3955 + -0.0007 × 1,456 + 2 × 0.0462)
= Exp(5.4140)
= $224.53

Bottom border of price channel:

Exp(Y1,003)
= Exp(a + b × X1,003 – 2 × s)
= Exp(a + b × 1,456 – 2 × s)
= Exp(6.3955 + -0.0007 × 1,456 – 2 × 0.0462)
= Exp(5.2293)
= $186.66

April 1, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(6.3955 + -0.0007 × 1,825 + 2 × 0.0462)
= Exp(5.1418)
= $171.03

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(6.3955 + -0.0007 × 1,825 – 2 × 0.0462)
= Exp(4.9571)
= $142.19

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 23.60% per annum.
  • FANG price at the close of April 1, 2025 was $160.87 and was inside the primary price channel.

Secondary Trend

Start date: March 4, 2025
End date: April 1, 2025

a = -5.5004

b = 0.0058

s = 0.0213

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0058) – 1
= 734.62%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0213) – 1
= 8.88%

March 4, 2025 calculations

Top border of price channel:

Exp(Y1,235)
= Exp(a + b × X1,235 + 2 × s)
= Exp(a + b × 1,797 + 2 × s)
= Exp(-5.5004 + 0.0058 × 1,797 + 2 × 0.0213)
= Exp(4.9884)
= $146.71

Bottom border of price channel:

Exp(Y1,235)
= Exp(a + b × X1,235 – 2 × s)
= Exp(a + b × 1,797 – 2 × s)
= Exp(-5.5004 + 0.0058 × 1,797 – 2 × 0.0213)
= Exp(4.9034)
= $134.74

April 1, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(-5.5004 + 0.0058 × 1,825 + 2 × 0.0213)
= Exp(5.1512)
= $172.64

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(-5.5004 + 0.0058 × 1,825 – 2 × 0.0213)
= Exp(5.0661)
= $158.56

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 734.62% per annum.
  • FANG price at the close of April 1, 2025 was inside the secondary price channel.