Stock Price Trends

Matson Inc (MATX)

Matson, Inc. provides logistics and shipping services. The company is headquartered in Honolulu, Hawaii.

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 63.70% per annum.
  • MATX price at the close of November 19, 2024 was $152.74 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 43.37% per annum.
  • MATX 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 MATX 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: November 22, 2022
End date: November 19, 2024

a = 2.5593

b = 0.0014

s = 0.0686

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 63.70%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0686) – 1
= 31.60%

November 22, 2022 calculations

Top border of price channel:

Exp(Y757)
= Exp(a + b × X757 + 2 × s)
= Exp(a + b × 1,098 + 2 × s)
= Exp(2.5593 + 0.0014 × 1,098 + 2 × 0.0686)
= Exp(4.1793)
= $65.32

Bottom border of price channel:

Exp(Y757)
= Exp(a + b × X757 – 2 × s)
= Exp(a + b × 1,098 – 2 × s)
= Exp(2.5593 + 0.0014 × 1,098 – 2 × 0.0686)
= Exp(3.9047)
= $49.64

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(2.5593 + 0.0014 × 1,826 + 2 × 0.0686)
= Exp(5.1624)
= $174.58

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5593 + 0.0014 × 1,826 – 2 × 0.0686)
= Exp(4.8878)
= $132.66

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 63.70% per annum.
  • MATX price at the close of November 19, 2024 was $152.74 and was inside the primary price channel.

Secondary Trend

Start date: December 15, 2023
End date: November 19, 2024

a = 3.1691

b = 0.0010

s = 0.0561

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 43.37%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0561) – 1
= 25.17%

December 15, 2023 calculations

Top border of price channel:

Exp(Y1,024)
= Exp(a + b × X1,024 + 2 × s)
= Exp(a + b × 1,486 + 2 × s)
= Exp(3.1691 + 0.0010 × 1,486 + 2 × 0.0561)
= Exp(4.7479)
= $115.34

Bottom border of price channel:

Exp(Y1,024)
= Exp(a + b × X1,024 – 2 × s)
= Exp(a + b × 1,486 – 2 × s)
= Exp(3.1691 + 0.0010 × 1,486 – 2 × 0.0561)
= Exp(4.5234)
= $92.15

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(3.1691 + 0.0010 × 1,826 + 2 × 0.0561)
= Exp(5.0835)
= $161.33

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.1691 + 0.0010 × 1,826 – 2 × 0.0561)
= Exp(4.8590)
= $128.89

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 43.37% per annum.
  • MATX price at the close of November 19, 2024 was inside the secondary price channel.

See Also

Symbol

Company name

KEX
Kirby Corporation