Stock Price Trends

Integra LifeSciences Holdings (IART)

Integra LifeSciences Holdings Corporation develops, manufactures, and markets surgical implants and medical instruments for use in neurosurgery, limb reconstruction, orthopedics, and general surgery. The company is headquartered in Princeton, New Jersey.

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 42.39% per annum.
  • IART price at the close of November 19, 2024 was $22.88 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 63.49% per annum.
  • IART price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $0.00 (0.00%). This indicates a possible reversal in the secondary trend direction.

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 IART 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: November 30, 2022
End date: November 19, 2024

a = 5.8280

b = -0.0015

s = 0.1355

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0015) – 1
= -42.39%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1355) – 1
= 71.96%

November 30, 2022 calculations

Top border of price channel:

Exp(Y762)
= Exp(a + b × X762 + 2 × s)
= Exp(a + b × 1,106 + 2 × s)
= Exp(5.8280 + -0.0015 × 1,106 + 2 × 0.1355)
= Exp(4.4280)
= $83.76

Bottom border of price channel:

Exp(Y762)
= Exp(a + b × X762 – 2 × s)
= Exp(a + b × 1,106 – 2 × s)
= Exp(5.8280 + -0.0015 × 1,106 – 2 × 0.1355)
= Exp(3.8859)
= $48.71

November 19, 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(5.8280 + -0.0015 × 1,826 + 2 × 0.1355)
= Exp(3.3401)
= $28.22

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.8280 + -0.0015 × 1,826 – 2 × 0.1355)
= Exp(2.7980)
= $16.41

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 42.39% per annum.
  • IART price at the close of November 19, 2024 was $22.88 and was inside the primary price channel.

Secondary Trend

Start date: December 13, 2023
End date: November 19, 2024

a = 7.9276

b = -0.0028

s = 0.1215

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0028) – 1
= -63.49%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1215) – 1
= 62.57%

December 13, 2023 calculations

Top border of price channel:

Exp(Y1,022)
= Exp(a + b × X1,022 + 2 × s)
= Exp(a + b × 1,484 + 2 × s)
= Exp(7.9276 + -0.0028 × 1,484 + 2 × 0.1215)
= Exp(4.0743)
= $58.81

Bottom border of price channel:

Exp(Y1,022)
= Exp(a + b × X1,022 – 2 × s)
= Exp(a + b × 1,484 – 2 × s)
= Exp(7.9276 + -0.0028 × 1,484 – 2 × 0.1215)
= Exp(3.5883)
= $36.17

November 19, 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(7.9276 + -0.0028 × 1,826 + 2 × 0.1215)
= Exp(3.1302)
= $22.88

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(7.9276 + -0.0028 × 1,826 – 2 × 0.1215)
= Exp(2.6443)
= $14.07

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 63.49% per annum.
  • IART price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $0.00 (0.00%). This indicates a possible reversal in the secondary trend direction.