Stock Price Trends

Littelfuse Inc (LFUS)

Littelfuse, Inc. manufactures and sells circuit protection, power control, and sensing products in Asia-Pacific, the Americas, and Europe. The company is headquartered in Chicago, Illinois.

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 1.15% per annum.
  • LFUS price at the close of November 19, 2024 was $237.82 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 10.73% per annum.
  • LFUS price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.02 (0.43%). 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 LFUS 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: December 4, 2020
End date: November 19, 2024

a = 5.5598

b = 0.0000

s = 0.0835

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0000) – 1
= -1.15%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0835) – 1
= 39.68%

December 4, 2020 calculations

Top border of price channel:

Exp(Y262)
= Exp(a + b × X262 + 2 × s)
= Exp(a + b × 380 + 2 × s)
= Exp(5.5598 + 0.0000 × 380 + 2 × 0.0835)
= Exp(5.7149)
= $303.35

Bottom border of price channel:

Exp(Y262)
= Exp(a + b × X262 – 2 × s)
= Exp(a + b × 380 – 2 × s)
= Exp(5.5598 + 0.0000 × 380 – 2 × 0.0835)
= Exp(5.3807)
= $217.18

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(5.5598 + 0.0000 × 1,826 + 2 × 0.0835)
= Exp(5.6691)
= $289.76

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.5598 + 0.0000 × 1,826 – 2 × 0.0835)
= Exp(5.3349)
= $207.45

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 1.15% per annum.
  • LFUS price at the close of November 19, 2024 was $237.82 and was inside the primary price channel.

Secondary Trend

Start date: October 3, 2023
End date: November 19, 2024

a = 5.0524

b = 0.0003

s = 0.0431

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 10.73%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0431) – 1
= 18.83%

October 3, 2023 calculations

Top border of price channel:

Exp(Y972)
= Exp(a + b × X972 + 2 × s)
= Exp(a + b × 1,413 + 2 × s)
= Exp(5.0524 + 0.0003 × 1,413 + 2 × 0.0431)
= Exp(5.5330)
= $252.91

Bottom border of price channel:

Exp(Y972)
= Exp(a + b × X972 – 2 × s)
= Exp(a + b × 1,413 – 2 × s)
= Exp(5.0524 + 0.0003 × 1,413 – 2 × 0.0431)
= Exp(5.3605)
= $212.84

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(5.0524 + 0.0003 × 1,826 + 2 × 0.0431)
= Exp(5.6483)
= $283.81

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.0524 + 0.0003 × 1,826 – 2 × 0.0431)
= Exp(5.4758)
= $238.84

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 10.73% per annum.
  • LFUS price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.02 (0.43%). This indicates a possible reversal in the secondary trend direction.