Stock Price Trends

Netflix Inc (NFLX)

Netflix, Inc. is an American over-the-top content platform and production company headquartered in Los Gatos, California. Netflix was founded in 1997 by Reed Hastings and Marc Randolph in Scotts Valley, California. The company's primary business is a subscription-based streaming service offering online streaming from a library of films and television series, including those produced in-house.

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 74.26% per annum.
  • NFLX price at the close of November 19, 2024 was $871.32 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 43.67% per annum.
  • NFLX price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $44.88 (5.43%).

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 NFLX 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: April 21, 2022
End date: November 19, 2024

a = 3.9263

b = 0.0015

s = 0.0893

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0015) – 1
= 74.26%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0893) – 1
= 42.92%

April 21, 2022 calculations

Top border of price channel:

Exp(Y608)
= Exp(a + b × X608 + 2 × s)
= Exp(a + b × 883 + 2 × s)
= Exp(3.9263 + 0.0015 × 883 + 2 × 0.0893)
= Exp(5.4484)
= $232.38

Bottom border of price channel:

Exp(Y608)
= Exp(a + b × X608 – 2 × s)
= Exp(a + b × 883 – 2 × s)
= Exp(3.9263 + 0.0015 × 883 – 2 × 0.0893)
= Exp(5.0913)
= $162.60

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(3.9263 + 0.0015 × 1,826 + 2 × 0.0893)
= Exp(6.8832)
= $975.78

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.9263 + 0.0015 × 1,826 – 2 × 0.0893)
= Exp(6.5261)
= $682.75

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 74.26% per annum.
  • NFLX price at the close of November 19, 2024 was $871.32 and was inside the primary price channel.

Secondary Trend

Start date: January 24, 2024
End date: November 19, 2024

a = 4.8134

b = 0.0010

s = 0.0454

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 43.67%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0454) – 1
= 19.93%

January 24, 2024 calculations

Top border of price channel:

Exp(Y1,049)
= Exp(a + b × X1,049 + 2 × s)
= Exp(a + b × 1,526 + 2 × s)
= Exp(4.8134 + 0.0010 × 1,526 + 2 × 0.0454)
= Exp(6.4193)
= $613.57

Bottom border of price channel:

Exp(Y1,049)
= Exp(a + b × X1,049 – 2 × s)
= Exp(a + b × 1,526 – 2 × s)
= Exp(4.8134 + 0.0010 × 1,526 – 2 × 0.0454)
= Exp(6.2375)
= $511.59

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(4.8134 + 0.0010 × 1,826 + 2 × 0.0454)
= Exp(6.7171)
= $826.44

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.8134 + 0.0010 × 1,826 – 2 × 0.0454)
= Exp(6.5354)
= $689.09

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 43.67% per annum.
  • NFLX price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $44.88 (5.43%).