Stock Price Trends

Monarch Casino & Resort Inc (MCRI)

Monarch Casino & Resort, Inc., owns and operates the Atlantis Casino Resort Spa, a hotel / casino in Reno, Nevada. The company is headquartered in Reno, Nevada.

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 4.51% per annum.
  • MCRI price at the close of November 20, 2024 was $83.40 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 55.33% per annum.
  • MCRI price at the close of November 20, 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 MCRI 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 22, 2021
End date: October 23, 2024

a = 4.0436

b = 0.0001

s = 0.0878

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 4.51%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0878) – 1
= 42.05%

February 22, 2021 calculations

Top border of price channel:

Exp(Y313)
= Exp(a + b × X313 + 2 × s)
= Exp(a + b × 459 + 2 × s)
= Exp(4.0436 + 0.0001 × 459 + 2 × 0.0878)
= Exp(4.2747)
= $71.86

Bottom border of price channel:

Exp(Y313)
= Exp(a + b × X313 – 2 × s)
= Exp(a + b × 459 – 2 × s)
= Exp(4.0436 + 0.0001 × 459 – 2 × 0.0878)
= Exp(3.9236)
= $50.58

October 23, 2024 calculations

Top border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 + 2 × s)
= Exp(a + b × 1,798 + 2 × s)
= Exp(4.0436 + 0.0001 × 1,798 + 2 × 0.0878)
= Exp(4.4367)
= $84.49

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,798 – 2 × s)
= Exp(4.0436 + 0.0001 × 1,798 – 2 × 0.0878)
= Exp(4.0856)
= $59.48

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 4.51% per annum.
  • MCRI price at the close of November 20, 2024 was $83.40 and was inside the primary price channel.

Secondary Trend

Start date: May 10, 2024
End date: November 20, 2024

a = 2.2020

b = 0.0012

s = 0.0273

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0012) – 1
= 55.33%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0273) – 1
= 11.52%

May 10, 2024 calculations

Top border of price channel:

Exp(Y1,123)
= Exp(a + b × X1,123 + 2 × s)
= Exp(a + b × 1,632 + 2 × s)
= Exp(2.2020 + 0.0012 × 1,632 + 2 × 0.0273)
= Exp(4.2256)
= $68.41

Bottom border of price channel:

Exp(Y1,123)
= Exp(a + b × X1,123 – 2 × s)
= Exp(a + b × 1,632 – 2 × s)
= Exp(2.2020 + 0.0012 × 1,632 – 2 × 0.0273)
= Exp(4.1165)
= $61.34

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(2.2020 + 0.0012 × 1,826 + 2 × 0.0273)
= Exp(4.4596)
= $86.46

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.2020 + 0.0012 × 1,826 – 2 × 0.0273)
= Exp(4.3506)
= $77.52

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 55.33% per annum.
  • MCRI price at the close of November 20, 2024 was inside the secondary price channel.