Stock Price Trends

The Coca-Cola Company (KO)

The Coca-Cola Company is an American multinational beverage corporation incorporated under Delaware's General Corporation Law and headquartered in Atlanta, Georgia. The Coca-Cola Company has interests in the manufacturing, retailing, and marketing of nonalcoholic beverage concentrates and syrups.

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 30.92% per annum.
  • KO price at the close of November 20, 2024 was $62.99 and was lower than the bottom border of the primary price channel by $5.42 (7.92%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 63.04% per annum.
  • KO price at the close of November 20, 2024 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 KO 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: September 25, 2023
End date: October 22, 2024

a = 2.9302

b = 0.0007

s = 0.0263

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 30.92%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0263) – 1
= 11.11%

September 25, 2023 calculations

Top border of price channel:

Exp(Y965)
= Exp(a + b × X965 + 2 × s)
= Exp(a + b × 1,404 + 2 × s)
= Exp(2.9302 + 0.0007 × 1,404 + 2 × 0.0263)
= Exp(4.0193)
= $55.66

Bottom border of price channel:

Exp(Y965)
= Exp(a + b × X965 – 2 × s)
= Exp(a + b × 1,404 – 2 × s)
= Exp(2.9302 + 0.0007 × 1,404 – 2 × 0.0263)
= Exp(3.9140)
= $50.10

October 22, 2024 calculations

Top border of price channel:

Exp(Y1,236)
= Exp(a + b × X1,236 + 2 × s)
= Exp(a + b × 1,797 + 2 × s)
= Exp(2.9302 + 0.0007 × 1,797 + 2 × 0.0263)
= Exp(4.3094)
= $74.40

Bottom border of price channel:

Exp(Y1,236)
= Exp(a + b × X1,236 – 2 × s)
= Exp(a + b × 1,797 – 2 × s)
= Exp(2.9302 + 0.0007 × 1,797 – 2 × 0.0263)
= Exp(4.2041)
= $66.96

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 30.92% per annum.
  • KO price at the close of November 20, 2024 was $62.99 and was lower than the bottom border of the primary price channel by $5.42 (7.92%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: September 23, 2024
End date: November 20, 2024

a = 9.1108

b = -0.0027

s = 0.0147

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0027) – 1
= -63.04%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0147) – 1
= 6.06%

September 23, 2024 calculations

Top border of price channel:

Exp(Y1,215)
= Exp(a + b × X1,215 + 2 × s)
= Exp(a + b × 1,768 + 2 × s)
= Exp(9.1108 + -0.0027 × 1,768 + 2 × 0.0147)
= Exp(4.3189)
= $75.10

Bottom border of price channel:

Exp(Y1,215)
= Exp(a + b × X1,215 – 2 × s)
= Exp(a + b × 1,768 – 2 × s)
= Exp(9.1108 + -0.0027 × 1,768 – 2 × 0.0147)
= Exp(4.2600)
= $70.81

November 20, 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(9.1108 + -0.0027 × 1,826 + 2 × 0.0147)
= Exp(4.1607)
= $64.12

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(9.1108 + -0.0027 × 1,826 – 2 × 0.0147)
= Exp(4.1018)
= $60.45

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 63.04% per annum.
  • KO price at the close of November 20, 2024 was inside the secondary price channel.