Stock Price Trends

Mattel Inc (MAT)

Mattel, Inc., a children's entertainment company, designs and produces toys and consumer products worldwide. The company is headquartered in El Segundo, California.

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 4.63% per annum.
  • MAT price at the close of November 20, 2024 was $18.35 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 33.10% per annum.
  • MAT price at the close of November 20, 2024 was inside the secondary price channel.
  • 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 MAT 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 24, 2021
End date: November 20, 2024

a = 3.1457

b = -0.0001

s = 0.0873

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -4.63%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0873) – 1
= 41.77%

February 24, 2021 calculations

Top border of price channel:

Exp(Y315)
= Exp(a + b × X315 + 2 × s)
= Exp(a + b × 461 + 2 × s)
= Exp(3.1457 + -0.0001 × 461 + 2 × 0.0873)
= Exp(3.2603)
= $26.06

Bottom border of price channel:

Exp(Y315)
= Exp(a + b × X315 – 2 × s)
= Exp(a + b × 461 – 2 × s)
= Exp(3.1457 + -0.0001 × 461 – 2 × 0.0873)
= Exp(2.9113)
= $18.38

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(3.1457 + -0.0001 × 1,826 + 2 × 0.0873)
= Exp(3.0829)
= $21.82

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.1457 + -0.0001 × 1,826 – 2 × 0.0873)
= Exp(2.7339)
= $15.39

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 4.63% per annum.
  • MAT price at the close of November 20, 2024 was $18.35 and was inside the primary price channel.

Secondary Trend

Start date: May 23, 2024
End date: November 20, 2024

a = 1.5496

b = 0.0008

s = 0.0442

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 33.10%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0442) – 1
= 19.35%

May 23, 2024 calculations

Top border of price channel:

Exp(Y1,132)
= Exp(a + b × X1,132 + 2 × s)
= Exp(a + b × 1,645 + 2 × s)
= Exp(1.5496 + 0.0008 × 1,645 + 2 × 0.0442)
= Exp(2.9267)
= $18.67

Bottom border of price channel:

Exp(Y1,132)
= Exp(a + b × X1,132 – 2 × s)
= Exp(a + b × 1,645 – 2 × s)
= Exp(1.5496 + 0.0008 × 1,645 – 2 × 0.0442)
= Exp(2.7498)
= $15.64

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(1.5496 + 0.0008 × 1,826 + 2 × 0.0442)
= Exp(3.0685)
= $21.51

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.5496 + 0.0008 × 1,826 – 2 × 0.0442)
= Exp(2.8916)
= $18.02

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 33.10% per annum.
  • MAT price at the close of November 20, 2024 was inside the secondary price channel.