Stock Price Trends

Leggett & Platt Incorporated (LEG)

Leggett & Platt (L&P), based in Carthage, Missouri, is a diversified manufacturer that designs and produces various engineered components and products.

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 46.61% per annum.
  • LEG price at the close of November 20, 2024 was $11.28 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 21.91% per annum.
  • LEG price at the close of November 20, 2024 was lower than the bottom border of the secondary price channel by $0.16 (1.37%). This indicates a possible reversal in the secondary trend direction.
  • 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 LEG 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: January 10, 2023
End date: November 20, 2024

a = 5.5646

b = -0.0017

s = 0.1258

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0017) – 1
= -46.61%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1258) – 1
= 65.40%

January 10, 2023 calculations

Top border of price channel:

Exp(Y788)
= Exp(a + b × X788 + 2 × s)
= Exp(a + b × 1,146 + 2 × s)
= Exp(5.5646 + -0.0017 × 1,146 + 2 × 0.1258)
= Exp(3.8460)
= $46.81

Bottom border of price channel:

Exp(Y788)
= Exp(a + b × X788 – 2 × s)
= Exp(a + b × 1,146 – 2 × s)
= Exp(5.5646 + -0.0017 × 1,146 – 2 × 0.1258)
= Exp(3.3428)
= $28.30

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(5.5646 + -0.0017 × 1,826 + 2 × 0.1258)
= Exp(2.6770)
= $14.54

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.5646 + -0.0017 × 1,826 – 2 × 0.1258)
= Exp(2.1738)
= $8.79

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 46.61% per annum.
  • LEG price at the close of November 20, 2024 was $11.28 and was inside the primary price channel.

Secondary Trend

Start date: May 13, 2024
End date: November 20, 2024

a = 1.5629

b = 0.0005

s = 0.0585

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0005) – 1
= 21.91%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0585) – 1
= 26.38%

May 13, 2024 calculations

Top border of price channel:

Exp(Y1,124)
= Exp(a + b × X1,124 + 2 × s)
= Exp(a + b × 1,635 + 2 × s)
= Exp(1.5629 + 0.0005 × 1,635 + 2 × 0.0585)
= Exp(2.5673)
= $13.03

Bottom border of price channel:

Exp(Y1,124)
= Exp(a + b × X1,124 – 2 × s)
= Exp(a + b × 1,635 – 2 × s)
= Exp(1.5629 + 0.0005 × 1,635 – 2 × 0.0585)
= Exp(2.3332)
= $10.31

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(1.5629 + 0.0005 × 1,826 + 2 × 0.0585)
= Exp(2.6710)
= $14.45

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.5629 + 0.0005 × 1,826 – 2 × 0.0585)
= Exp(2.4368)
= $11.44

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 21.91% per annum.
  • LEG price at the close of November 20, 2024 was lower than the bottom border of the secondary price channel by $0.16 (1.37%). This indicates a possible reversal in the secondary trend direction.