Stock Price Trends

Southwest Airlines Company (LUV)

Southwest Airlines Co., typically referred to as Southwest, is one of the major airlines of the United States and the world's largest low-cost carrier airline. It is headquartered in Dallas, Texas.

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 25.65% per annum.
  • LUV price at the close of November 19, 2024 was $32.36 and was higher than the top border of the primary price channel by $10.77 (49.91%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 10.41% per annum.
  • LUV price at the close of November 19, 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 LUV 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: February 5, 2021
End date: June 13, 2023

a = 4.4188

b = -0.0008

s = 0.0681

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0008) – 1
= -25.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0681) – 1
= 31.31%

February 5, 2021 calculations

Top border of price channel:

Exp(Y304)
= Exp(a + b × X304 + 2 × s)
= Exp(a + b × 443 + 2 × s)
= Exp(4.4188 + -0.0008 × 443 + 2 × 0.0681)
= Exp(4.1952)
= $66.37

Bottom border of price channel:

Exp(Y304)
= Exp(a + b × X304 – 2 × s)
= Exp(a + b × 443 – 2 × s)
= Exp(4.4188 + -0.0008 × 443 – 2 × 0.0681)
= Exp(3.9228)
= $50.54

June 13, 2023 calculations

Top border of price channel:

Exp(Y895)
= Exp(a + b × X895 + 2 × s)
= Exp(a + b × 1,301 + 2 × s)
= Exp(4.4188 + -0.0008 × 1,301 + 2 × 0.0681)
= Exp(3.4984)
= $33.06

Bottom border of price channel:

Exp(Y895)
= Exp(a + b × X895 – 2 × s)
= Exp(a + b × 1,301 – 2 × s)
= Exp(4.4188 + -0.0008 × 1,301 – 2 × 0.0681)
= Exp(3.2260)
= $25.18

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 25.65% per annum.
  • LUV price at the close of November 19, 2024 was $32.36 and was higher than the top border of the primary price channel by $10.77 (49.91%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: June 10, 2022
End date: November 19, 2024

a = 3.8351

b = -0.0003

s = 0.0985

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -10.41%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0985) – 1
= 48.26%

June 10, 2022 calculations

Top border of price channel:

Exp(Y643)
= Exp(a + b × X643 + 2 × s)
= Exp(a + b × 933 + 2 × s)
= Exp(3.8351 + -0.0003 × 933 + 2 × 0.0985)
= Exp(3.7510)
= $42.56

Bottom border of price channel:

Exp(Y643)
= Exp(a + b × X643 – 2 × s)
= Exp(a + b × 933 – 2 × s)
= Exp(3.8351 + -0.0003 × 933 – 2 × 0.0985)
= Exp(3.3572)
= $28.71

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(3.8351 + -0.0003 × 1,826 + 2 × 0.0985)
= Exp(3.4821)
= $32.53

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.8351 + -0.0003 × 1,826 – 2 × 0.0985)
= Exp(3.0883)
= $21.94

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 10.41% per annum.
  • LUV price at the close of November 19, 2024 was inside the secondary price channel.