Stock Price Trends

MGE Energy Inc (MGEE)

MGE Energy, Inc., is a utility holding company primarily in Wisconsin. The company is headquartered in Madison, Wisconsin.

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 58.06% per annum.
  • MGEE price at the close of November 20, 2024 was $103.89 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 87.13% per annum.
  • MGEE 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 MGEE 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: January 11, 2024
End date: November 20, 2024

a = 2.2854

b = 0.0013

s = 0.0520

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 58.06%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0520) – 1
= 23.13%

January 11, 2024 calculations

Top border of price channel:

Exp(Y1,040)
= Exp(a + b × X1,040 + 2 × s)
= Exp(a + b × 1,512 + 2 × s)
= Exp(2.2854 + 0.0013 × 1,512 + 2 × 0.0520)
= Exp(4.2858)
= $72.66

Bottom border of price channel:

Exp(Y1,040)
= Exp(a + b × X1,040 – 2 × s)
= Exp(a + b × 1,512 – 2 × s)
= Exp(2.2854 + 0.0013 × 1,512 – 2 × 0.0520)
= Exp(4.0777)
= $59.01

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(2.2854 + 0.0013 × 1,826 + 2 × 0.0520)
= Exp(4.6796)
= $107.73

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.2854 + 0.0013 × 1,826 – 2 × 0.0520)
= Exp(4.4716)
= $87.49

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 58.06% per annum.
  • MGEE price at the close of November 20, 2024 was $103.89 and was inside the primary price channel.

Secondary Trend

Start date: June 7, 2024
End date: November 20, 2024

a = 1.4670

b = 0.0017

s = 0.0369

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0017) – 1
= 87.13%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0369) – 1
= 15.89%

June 7, 2024 calculations

Top border of price channel:

Exp(Y1,142)
= Exp(a + b × X1,142 + 2 × s)
= Exp(a + b × 1,660 + 2 × s)
= Exp(1.4670 + 0.0017 × 1,660 + 2 × 0.0369)
= Exp(4.3907)
= $80.70

Bottom border of price channel:

Exp(Y1,142)
= Exp(a + b × X1,142 – 2 × s)
= Exp(a + b × 1,660 – 2 × s)
= Exp(1.4670 + 0.0017 × 1,660 – 2 × 0.0369)
= Exp(4.2432)
= $69.63

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(1.4670 + 0.0017 × 1,826 + 2 × 0.0369)
= Exp(4.6757)
= $107.31

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.4670 + 0.0017 × 1,826 – 2 × 0.0369)
= Exp(4.5282)
= $92.60

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 87.13% per annum.
  • MGEE price at the close of November 20, 2024 was inside the secondary price channel.