Stock Price Trends

Warrior Met Coal Inc (HCC)

Warrior Met Coal, Inc. produces and exports non-thermal metallurgical coal for the steel industry. The company is headquartered in Brookwood, Alabama.

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 3.69% per annum.
  • HCC price at the close of December 2, 2024 was $69.28 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 234.54% per annum.
  • HCC price at the close of December 2, 2024 was inside the secondary price channel.

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 HCC 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: December 1, 2023
End date: November 4, 2024

a = 3.9609

b = 0.0001

s = 0.0766

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 3.69%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0766) – 1
= 35.84%

December 1, 2023 calculations

Top border of price channel:

Exp(Y1,006)
= Exp(a + b × X1,006 + 2 × s)
= Exp(a + b × 1,459 + 2 × s)
= Exp(3.9609 + 0.0001 × 1,459 + 2 × 0.0766)
= Exp(4.2588)
= $70.73

Bottom border of price channel:

Exp(Y1,006)
= Exp(a + b × X1,006 – 2 × s)
= Exp(a + b × 1,459 – 2 × s)
= Exp(3.9609 + 0.0001 × 1,459 – 2 × 0.0766)
= Exp(3.9525)
= $52.07

November 4, 2024 calculations

Top border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 + 2 × s)
= Exp(a + b × 1,798 + 2 × s)
= Exp(3.9609 + 0.0001 × 1,798 + 2 × 0.0766)
= Exp(4.2924)
= $73.15

Bottom border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 – 2 × s)
= Exp(a + b × 1,798 – 2 × s)
= Exp(3.9609 + 0.0001 × 1,798 – 2 × 0.0766)
= Exp(3.9862)
= $53.85

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 3.69% per annum.
  • HCC price at the close of December 2, 2024 was $69.28 and was inside the primary price channel.

Secondary Trend

Start date: September 3, 2024
End date: December 2, 2024

a = -1.7558

b = 0.0033

s = 0.0496

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0033) – 1
= 234.54%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0496) – 1
= 21.95%

September 3, 2024 calculations

Top border of price channel:

Exp(Y1,194)
= Exp(a + b × X1,194 + 2 × s)
= Exp(a + b × 1,736 + 2 × s)
= Exp(-1.7558 + 0.0033 × 1,736 + 2 × 0.0496)
= Exp(4.0869)
= $59.55

Bottom border of price channel:

Exp(Y1,194)
= Exp(a + b × X1,194 – 2 × s)
= Exp(a + b × 1,736 – 2 × s)
= Exp(-1.7558 + 0.0033 × 1,736 – 2 × 0.0496)
= Exp(3.8884)
= $48.83

December 2, 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(-1.7558 + 0.0033 × 1,826 + 2 × 0.0496)
= Exp(4.3846)
= $80.21

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-1.7558 + 0.0033 × 1,826 – 2 × 0.0496)
= Exp(4.1862)
= $65.77

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 234.54% per annum.
  • HCC price at the close of December 2, 2024 was inside the secondary price channel.