Stock Price Trends

Masimo Corporation (MASI)

Masimo Corporation develops, manufactures and markets non-invasive monitoring technologies and hospital automation solutions globally. The company is headquartered in Irvine, California.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is increasing.
  • The growth rate of the primary trend is 471.97% per annum.
  • MASI price at the close of November 19, 2024 was $163.50 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 297.74% per annum.
  • MASI 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 MASI 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: August 27, 2024
End date: November 19, 2024

a = -3.6201

b = 0.0048

s = 0.0407

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0048) – 1
= 471.97%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0407) – 1
= 17.70%

August 27, 2024 calculations

Top border of price channel:

Exp(Y1,198)
= Exp(a + b × X1,198 + 2 × s)
= Exp(a + b × 1,742 + 2 × s)
= Exp(-3.6201 + 0.0048 × 1,742 + 2 × 0.0407)
= Exp(4.7844)
= $119.63

Bottom border of price channel:

Exp(Y1,198)
= Exp(a + b × X1,198 – 2 × s)
= Exp(a + b × 1,742 – 2 × s)
= Exp(-3.6201 + 0.0048 × 1,742 – 2 × 0.0407)
= Exp(4.6215)
= $101.64

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(-3.6201 + 0.0048 × 1,826 + 2 × 0.0407)
= Exp(5.1858)
= $178.71

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-3.6201 + 0.0048 × 1,826 – 2 × 0.0407)
= Exp(5.0228)
= $151.84

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 471.97% per annum.
  • MASI price at the close of November 19, 2024 was $163.50 and was inside the primary price channel.

Secondary Trend

Start date: September 25, 2024
End date: November 19, 2024

a = -1.8210

b = 0.0038

s = 0.0316

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0038) – 1
= 297.74%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0316) – 1
= 13.47%

September 25, 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(-1.8210 + 0.0038 × 1,771 + 2 × 0.0316)
= Exp(4.9411)
= $139.92

Bottom border of price channel:

Exp(Y1,218)
= Exp(a + b × X1,218 – 2 × s)
= Exp(a + b × 1,771 – 2 × s)
= Exp(-1.8210 + 0.0038 × 1,771 – 2 × 0.0316)
= Exp(4.8147)
= $123.31

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(-1.8210 + 0.0038 × 1,826 + 2 × 0.0316)
= Exp(5.1491)
= $172.28

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-1.8210 + 0.0038 × 1,826 – 2 × 0.0316)
= Exp(5.0227)
= $151.83

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 297.74% per annum.
  • MASI price at the close of November 19, 2024 was inside the secondary price channel.