Stock Price Trends

NOV Inc. (NOV)

NOV Inc. is an American multinational corporation based in Houston, Texas. It is a leading worldwide provider of equipment and components used in oil and gas drilling and production operations, oilfield services, and supply chain integration services to the upstream oil and gas industry.

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 15.68% per annum.
  • NOV price at the close of November 22, 2024 was $16.61 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 40.39% per annum.
  • NOV price at the close of November 22, 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 NOV 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: July 31, 2023
End date: November 22, 2024

a = 3.6524

b = -0.0005

s = 0.0520

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0005) – 1
= -15.68%

Price channel spread:

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

July 31, 2023 calculations

Top border of price channel:

Exp(Y924)
= Exp(a + b × X924 + 2 × s)
= Exp(a + b × 1,344 + 2 × s)
= Exp(3.6524 + -0.0005 × 1,344 + 2 × 0.0520)
= Exp(3.1283)
= $22.84

Bottom border of price channel:

Exp(Y924)
= Exp(a + b × X924 – 2 × s)
= Exp(a + b × 1,344 – 2 × s)
= Exp(3.6524 + -0.0005 × 1,344 – 2 × 0.0520)
= Exp(2.9203)
= $18.55

November 22, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(3.6524 + -0.0005 × 1,824 + 2 × 0.0520)
= Exp(2.9040)
= $18.25

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(3.6524 + -0.0005 × 1,824 – 2 × 0.0520)
= Exp(2.6959)
= $14.82

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 15.68% per annum.
  • NOV price at the close of November 22, 2024 was $16.61 and was inside the primary price channel.

Secondary Trend

Start date: June 24, 2024
End date: November 22, 2024

a = 5.3159

b = -0.0014

s = 0.0410

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0014) – 1
= -40.39%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0410) – 1
= 17.83%

June 24, 2024 calculations

Top border of price channel:

Exp(Y1,150)
= Exp(a + b × X1,150 + 2 × s)
= Exp(a + b × 1,673 + 2 × s)
= Exp(5.3159 + -0.0014 × 1,673 + 2 × 0.0410)
= Exp(3.0268)
= $20.63

Bottom border of price channel:

Exp(Y1,150)
= Exp(a + b × X1,150 – 2 × s)
= Exp(a + b × 1,673 – 2 × s)
= Exp(5.3159 + -0.0014 × 1,673 – 2 × 0.0410)
= Exp(2.8628)
= $17.51

November 22, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(5.3159 + -0.0014 × 1,824 + 2 × 0.0410)
= Exp(2.8128)
= $16.66

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(5.3159 + -0.0014 × 1,824 – 2 × 0.0410)
= Exp(2.6488)
= $14.14

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 40.39% per annum.
  • NOV price at the close of November 22, 2024 was inside the secondary price channel.