Stock Price Trends

Dorian LPG Ltd (LPG)

Dorian LPG Ltd., is dedicated to the transportation of liquefied petroleum gas (LPG) through its LPG tanker trucks worldwide. The company is headquartered in Stamford, Connecticut.

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 59.15% per annum.
  • LPG price at the close of April 2, 2025 was $21.81 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 26.10% per annum.
  • LPG price at the close of April 2, 2025 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 LPG 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: May 8, 2024
End date: March 18, 2025

a = 7.4496

b = -0.0025

s = 0.0615

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0025) – 1
= -59.15%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0615) – 1
= 27.89%

May 8, 2024 calculations

Top border of price channel:

Exp(Y1,030)
= Exp(a + b × X1,030 + 2 × s)
= Exp(a + b × 1,496 + 2 × s)
= Exp(7.4496 + -0.0025 × 1,496 + 2 × 0.0615)
= Exp(3.9032)
= $49.56

Bottom border of price channel:

Exp(Y1,030)
= Exp(a + b × X1,030 – 2 × s)
= Exp(a + b × 1,496 – 2 × s)
= Exp(7.4496 + -0.0025 × 1,496 – 2 × 0.0615)
= Exp(3.6572)
= $38.75

March 18, 2025 calculations

Top border of price channel:

Exp(Y1,244)
= Exp(a + b × X1,244 + 2 × s)
= Exp(a + b × 1,810 + 2 × s)
= Exp(7.4496 + -0.0025 × 1,810 + 2 × 0.0615)
= Exp(3.1330)
= $22.94

Bottom border of price channel:

Exp(Y1,244)
= Exp(a + b × X1,244 – 2 × s)
= Exp(a + b × 1,810 – 2 × s)
= Exp(7.4496 + -0.0025 × 1,810 – 2 × 0.0615)
= Exp(2.8871)
= $17.94

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 59.15% per annum.
  • LPG price at the close of April 2, 2025 was $21.81 and was inside the primary price channel.

Secondary Trend

Start date: November 15, 2024
End date: April 2, 2025

a = 4.5950

b = -0.0008

s = 0.0516

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0008) – 1
= -26.10%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0516) – 1
= 22.92%

November 15, 2024 calculations

Top border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 + 2 × s)
= Exp(a + b × 1,687 + 2 × s)
= Exp(4.5950 + -0.0008 × 1,687 + 2 × 0.0516)
= Exp(3.3002)
= $27.12

Bottom border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 – 2 × s)
= Exp(a + b × 1,687 – 2 × s)
= Exp(4.5950 + -0.0008 × 1,687 – 2 × 0.0516)
= Exp(3.0939)
= $22.06

April 2, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(4.5950 + -0.0008 × 1,825 + 2 × 0.0516)
= Exp(3.1858)
= $24.19

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.5950 + -0.0008 × 1,825 – 2 × 0.0516)
= Exp(2.9795)
= $19.68

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 26.10% per annum.
  • LPG price at the close of April 2, 2025 was inside the secondary price channel.