Stock Price Trends

News Corp B (NWS)

News Corporation is an American mass media and publishing company operating across digital real estate information, news media, book publishing, and cable television.

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 61.35% per annum.
  • NWS price at the close of January 27, 2025 was $31.78 and was lower than the bottom border of the primary price channel by $6.22 (16.37%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 15.68% per annum.
  • NWS price at the close of January 27, 2025 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 NWS 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 21, 2023
End date: April 8, 2024

a = 1.3133

b = 0.0013

s = 0.0345

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 61.35%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0345) – 1
= 14.79%

February 21, 2023 calculations

Top border of price channel:

Exp(Y772)
= Exp(a + b × X772 + 2 × s)
= Exp(a + b × 1,120 + 2 × s)
= Exp(1.3133 + 0.0013 × 1,120 + 2 × 0.0345)
= Exp(2.8502)
= $17.29

Bottom border of price channel:

Exp(Y772)
= Exp(a + b × X772 – 2 × s)
= Exp(a + b × 1,120 – 2 × s)
= Exp(1.3133 + 0.0013 × 1,120 – 2 × 0.0345)
= Exp(2.7123)
= $15.06

April 8, 2024 calculations

Top border of price channel:

Exp(Y1,055)
= Exp(a + b × X1,055 + 2 × s)
= Exp(a + b × 1,532 + 2 × s)
= Exp(1.3133 + 0.0013 × 1,532 + 2 × 0.0345)
= Exp(3.3902)
= $29.67

Bottom border of price channel:

Exp(Y1,055)
= Exp(a + b × X1,055 – 2 × s)
= Exp(a + b × 1,532 – 2 × s)
= Exp(1.3133 + 0.0013 × 1,532 – 2 × 0.0345)
= Exp(3.2523)
= $25.85

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 61.35% per annum.
  • NWS price at the close of January 27, 2025 was $31.78 and was lower than the bottom border of the primary price channel by $6.22 (16.37%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: December 13, 2023
End date: November 5, 2024

a = 2.6629

b = 0.0004

s = 0.0345

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0004) – 1
= 15.68%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0345) – 1
= 14.80%

December 13, 2023 calculations

Top border of price channel:

Exp(Y977)
= Exp(a + b × X977 + 2 × s)
= Exp(a + b × 1,415 + 2 × s)
= Exp(2.6629 + 0.0004 × 1,415 + 2 × 0.0345)
= Exp(3.2965)
= $27.02

Bottom border of price channel:

Exp(Y977)
= Exp(a + b × X977 – 2 × s)
= Exp(a + b × 1,415 – 2 × s)
= Exp(2.6629 + 0.0004 × 1,415 – 2 × 0.0345)
= Exp(3.1584)
= $23.53

November 5, 2024 calculations

Top border of price channel:

Exp(Y1,202)
= Exp(a + b × X1,202 + 2 × s)
= Exp(a + b × 1,743 + 2 × s)
= Exp(2.6629 + 0.0004 × 1,743 + 2 × 0.0345)
= Exp(3.4273)
= $30.79

Bottom border of price channel:

Exp(Y1,202)
= Exp(a + b × X1,202 – 2 × s)
= Exp(a + b × 1,743 – 2 × s)
= Exp(2.6629 + 0.0004 × 1,743 – 2 × 0.0345)
= Exp(3.2893)
= $26.82

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 15.68% per annum.
  • NWS price at the close of January 27, 2025 was inside the secondary price channel.