Stock Price Trends

Lear Corporation (LEA)

Lear Corporation designs, develops, designs, manufactures, assembles, and supplies automotive seats, electrical distribution systems, and related components for automotive original equipment manufacturers in North America, Europe, Africa, Asia, and South America. The company is headquartered in Southfield, Michigan.

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 40.12% per annum.
  • LEA price at the close of November 20, 2024 was $93.56 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 67.42% per annum.
  • LEA price at the close of November 20, 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 LEA 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: March 4, 2024
End date: November 20, 2024

a = 7.1483

b = -0.0014

s = 0.0337

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0014) – 1
= -40.12%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0337) – 1
= 14.42%

March 4, 2024 calculations

Top border of price channel:

Exp(Y1,075)
= Exp(a + b × X1,075 + 2 × s)
= Exp(a + b × 1,565 + 2 × s)
= Exp(7.1483 + -0.0014 × 1,565 + 2 × 0.0337)
= Exp(5.0165)
= $150.88

Bottom border of price channel:

Exp(Y1,075)
= Exp(a + b × X1,075 – 2 × s)
= Exp(a + b × 1,565 – 2 × s)
= Exp(7.1483 + -0.0014 × 1,565 – 2 × 0.0337)
= Exp(4.8819)
= $131.87

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(7.1483 + -0.0014 × 1,826 + 2 × 0.0337)
= Exp(4.6498)
= $104.56

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(7.1483 + -0.0014 × 1,826 – 2 × 0.0337)
= Exp(4.5151)
= $91.39

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 40.12% per annum.
  • LEA price at the close of November 20, 2024 was $93.56 and was inside the primary price channel.

Secondary Trend

Start date: September 26, 2024
End date: November 20, 2024

a = 10.1493

b = -0.0031

s = 0.0198

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0031) – 1
= -67.42%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0198) – 1
= 8.25%

September 26, 2024 calculations

Top border of price channel:

Exp(Y1,218)
= Exp(a + b × X1,218 + 2 × s)
= Exp(a + b × 1,771 + 2 × s)
= Exp(10.1493 + -0.0031 × 1,771 + 2 × 0.0198)
= Exp(4.7473)
= $115.27

Bottom border of price channel:

Exp(Y1,218)
= Exp(a + b × X1,218 – 2 × s)
= Exp(a + b × 1,771 – 2 × s)
= Exp(10.1493 + -0.0031 × 1,771 – 2 × 0.0198)
= Exp(4.6680)
= $106.48

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(10.1493 + -0.0031 × 1,826 + 2 × 0.0198)
= Exp(4.5783)
= $97.34

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(10.1493 + -0.0031 × 1,826 – 2 × 0.0198)
= Exp(4.4990)
= $89.92

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 67.42% per annum.
  • LEA price at the close of November 20, 2024 was inside the secondary price channel.