Stock Price Trends

Norwegian Cruise Line Holdings Ltd (NCLH)

Norwegian Cruise Line Holdings Ltd., is a cruise company in North America, Europe, Asia-Pacific and internationally. The company is headquartered in Miami, Florida.

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 714.93% per annum.
  • NCLH price at the close of November 20, 2024 was $26.04 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 78.97% per annum.
  • NCLH 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 NCLH 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: August 2, 2024
End date: November 19, 2024

a = -7.1621

b = 0.0057

s = 0.0396

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0057) – 1
= 714.93%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0396) – 1
= 17.18%

August 2, 2024 calculations

Top border of price channel:

Exp(Y1,180)
= Exp(a + b × X1,180 + 2 × s)
= Exp(a + b × 1,716 + 2 × s)
= Exp(-7.1621 + 0.0057 × 1,716 + 2 × 0.0396)
= Exp(2.7803)
= $16.12

Bottom border of price channel:

Exp(Y1,180)
= Exp(a + b × X1,180 – 2 × s)
= Exp(a + b × 1,716 – 2 × s)
= Exp(-7.1621 + 0.0057 × 1,716 – 2 × 0.0396)
= Exp(2.6218)
= $13.76

November 19, 2024 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(-7.1621 + 0.0057 × 1,825 + 2 × 0.0396)
= Exp(3.4068)
= $30.17

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(-7.1621 + 0.0057 × 1,825 – 2 × 0.0396)
= Exp(3.2483)
= $25.75

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 714.93% per annum.
  • NCLH price at the close of November 20, 2024 was $26.04 and was inside the primary price channel.

Secondary Trend

Start date: November 6, 2024
End date: November 20, 2024

a = 11.0660

b = -0.0043

s = 0.0163

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0043) – 1
= -78.97%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0163) – 1
= 6.76%

November 6, 2024 calculations

Top border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 + 2 × s)
= Exp(a + b × 1,812 + 2 × s)
= Exp(11.0660 + -0.0043 × 1,812 + 2 × 0.0163)
= Exp(3.3571)
= $28.71

Bottom border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 – 2 × s)
= Exp(a + b × 1,812 – 2 × s)
= Exp(11.0660 + -0.0043 × 1,812 – 2 × 0.0163)
= Exp(3.2917)
= $26.89

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(11.0660 + -0.0043 × 1,826 + 2 × 0.0163)
= Exp(3.2973)
= $27.04

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(11.0660 + -0.0043 × 1,826 – 2 × 0.0163)
= Exp(3.2319)
= $25.33

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 78.97% per annum.
  • NCLH price at the close of November 20, 2024 was inside the secondary price channel.