Stock Price Trends

Knife River Corporation (KNF)

Knife River Corporation provides aggregates-based construction materials and contracting services in the United States. The company is headquartered in Bismarck, North Dakota.

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 210.92% per annum.
  • KNF price at the close of December 2, 2024 was $102.38 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 113.35% per annum.
  • KNF 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 KNF 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: August 2, 2024
End date: December 2, 2024

a = 2.9466

b = 0.0031

s = 0.0358

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0031) – 1
= 210.92%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0358) – 1
= 15.39%

August 2, 2024 calculations

Top border of price channel:

Exp(Y294)
= Exp(a + b × X294 + 2 × s)
= Exp(a + b × 428 + 2 × s)
= Exp(2.9466 + 0.0031 × 428 + 2 × 0.0358)
= Exp(4.3484)
= $77.35

Bottom border of price channel:

Exp(Y294)
= Exp(a + b × X294 – 2 × s)
= Exp(a + b × 428 – 2 × s)
= Exp(2.9466 + 0.0031 × 428 – 2 × 0.0358)
= Exp(4.2052)
= $67.03

December 2, 2024 calculations

Top border of price channel:

Exp(Y378)
= Exp(a + b × X378 + 2 × s)
= Exp(a + b × 550 + 2 × s)
= Exp(2.9466 + 0.0031 × 550 + 2 × 0.0358)
= Exp(4.7275)
= $113.02

Bottom border of price channel:

Exp(Y378)
= Exp(a + b × X378 – 2 × s)
= Exp(a + b × 550 – 2 × s)
= Exp(2.9466 + 0.0031 × 550 – 2 × 0.0358)
= Exp(4.5844)
= $97.94

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 210.92% per annum.
  • KNF price at the close of December 2, 2024 was $102.38 and was inside the primary price channel.

Secondary Trend

Start date: September 16, 2024
End date: December 2, 2024

a = 3.4825

b = 0.0021

s = 0.0272

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0021) – 1
= 113.35%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0272) – 1
= 11.49%

September 16, 2024 calculations

Top border of price channel:

Exp(Y324)
= Exp(a + b × X324 + 2 × s)
= Exp(a + b × 473 + 2 × s)
= Exp(3.4825 + 0.0021 × 473 + 2 × 0.0272)
= Exp(4.5189)
= $91.73

Bottom border of price channel:

Exp(Y324)
= Exp(a + b × X324 – 2 × s)
= Exp(a + b × 473 – 2 × s)
= Exp(3.4825 + 0.0021 × 473 – 2 × 0.0272)
= Exp(4.4101)
= $82.28

December 2, 2024 calculations

Top border of price channel:

Exp(Y378)
= Exp(a + b × X378 + 2 × s)
= Exp(a + b × 550 + 2 × s)
= Exp(3.4825 + 0.0021 × 550 + 2 × 0.0272)
= Exp(4.6788)
= $107.64

Bottom border of price channel:

Exp(Y378)
= Exp(a + b × X378 – 2 × s)
= Exp(a + b × 550 – 2 × s)
= Exp(3.4825 + 0.0021 × 550 – 2 × 0.0272)
= Exp(4.5700)
= $96.54

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 113.35% per annum.
  • KNF price at the close of December 2, 2024 was inside the secondary price channel.