Stock Price Trends

Fox Corp Class B (FOX)

Fox Corporation is an American mass media company headquartered in New York City.

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 94.54% per annum.
  • FOX price at the close of January 27, 2025 was $47.70 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 5.95% per annum.
  • FOX price at the close of January 27, 2025 was higher than the top border of the secondary price channel by $0.44 (0.94%). 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 FOX 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 26, 2024
End date: January 27, 2025

a = 0.5438

b = 0.0018

s = 0.0244

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0018) – 1
= 94.54%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0244) – 1
= 10.24%

February 26, 2024 calculations

Top border of price channel:

Exp(Y1,026)
= Exp(a + b × X1,026 + 2 × s)
= Exp(a + b × 1,490 + 2 × s)
= Exp(0.5438 + 0.0018 × 1,490 + 2 × 0.0244)
= Exp(3.3091)
= $27.36

Bottom border of price channel:

Exp(Y1,026)
= Exp(a + b × X1,026 – 2 × s)
= Exp(a + b × 1,490 – 2 × s)
= Exp(0.5438 + 0.0018 × 1,490 – 2 × 0.0244)
= Exp(3.2116)
= $24.82

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(0.5438 + 0.0018 × 1,826 + 2 × 0.0244)
= Exp(3.9217)
= $50.48

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.5438 + 0.0018 × 1,826 – 2 × 0.0244)
= Exp(3.8242)
= $45.80

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 94.54% per annum.
  • FOX price at the close of January 27, 2025 was $47.70 and was inside the primary price channel.

Secondary Trend

Start date: December 17, 2024
End date: January 27, 2025

a = 4.1402

b = -0.0002

s = 0.0111

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0002) – 1
= -5.95%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0111) – 1
= 4.55%

December 17, 2024 calculations

Top border of price channel:

Exp(Y1,231)
= Exp(a + b × X1,231 + 2 × s)
= Exp(a + b × 1,785 + 2 × s)
= Exp(4.1402 + -0.0002 × 1,785 + 2 × 0.0111)
= Exp(3.8625)
= $47.58

Bottom border of price channel:

Exp(Y1,231)
= Exp(a + b × X1,231 – 2 × s)
= Exp(a + b × 1,785 – 2 × s)
= Exp(4.1402 + -0.0002 × 1,785 – 2 × 0.0111)
= Exp(3.8180)
= $45.51

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(4.1402 + -0.0002 × 1,826 + 2 × 0.0111)
= Exp(3.8556)
= $47.26

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.1402 + -0.0002 × 1,826 – 2 × 0.0111)
= Exp(3.8111)
= $45.20

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 5.95% per annum.
  • FOX price at the close of January 27, 2025 was higher than the top border of the secondary price channel by $0.44 (0.94%). This indicates a possible reversal in the secondary trend direction.