Stock Price Trends

Metallus, Inc (MTUS)

Metallus Inc. manufactures and sells alloy steel, and carbon and micro-alloy steel products in the United States and internationally. The company is headquartered in Canton, Ohio.

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 0.59% per annum.
  • MTUS price at the close of November 20, 2024 was $14.62 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 66.84% per annum.
  • MTUS 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 MTUS 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 25, 2022
End date: November 20, 2024

a = 2.9758

b = 0.0000

s = 0.1361

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0000) – 1
= -0.59%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1361) – 1
= 72.38%

February 25, 2022 calculations

Top border of price channel:

Exp(Y569)
= Exp(a + b × X569 + 2 × s)
= Exp(a + b × 827 + 2 × s)
= Exp(2.9758 + 0.0000 × 827 + 2 × 0.1361)
= Exp(3.2346)
= $25.40

Bottom border of price channel:

Exp(Y569)
= Exp(a + b × X569 – 2 × s)
= Exp(a + b × 827 – 2 × s)
= Exp(2.9758 + 0.0000 × 827 – 2 × 0.1361)
= Exp(2.6901)
= $14.73

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(2.9758 + 0.0000 × 1,826 + 2 × 0.1361)
= Exp(3.2184)
= $24.99

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.9758 + 0.0000 × 1,826 – 2 × 0.1361)
= Exp(2.6739)
= $14.50

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 0.59% per annum.
  • MTUS price at the close of November 20, 2024 was $14.62 and was inside the primary price channel.

Secondary Trend

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

a = 8.1155

b = -0.0030

s = 0.0763

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0030) – 1
= -66.84%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0763) – 1
= 35.69%

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(8.1155 + -0.0030 × 1,632 + 2 × 0.0763)
= Exp(3.3324)
= $28.01

Bottom border of price channel:

Exp(Y1,123)
= Exp(a + b × X1,123 – 2 × s)
= Exp(a + b × 1,632 – 2 × s)
= Exp(8.1155 + -0.0030 × 1,632 – 2 × 0.0763)
= Exp(3.0272)
= $20.64

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(8.1155 + -0.0030 × 1,826 + 2 × 0.0763)
= Exp(2.7457)
= $15.58

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(8.1155 + -0.0030 × 1,826 – 2 × 0.0763)
= Exp(2.4405)
= $11.48

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 66.84% per annum.
  • MTUS price at the close of November 20, 2024 was inside the secondary price channel.