Stock Price Trends

OGE Energy Corporation (OGE)

OGE Energy Corp. The company is headquartered in Oklahoma City, Oklahoma.

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 46.10% per annum.
  • OGE price at the close of November 20, 2024 was $43.11 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 59.09% per annum.
  • OGE 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 OGE 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: January 22, 2024
End date: November 20, 2024

a = 1.8458

b = 0.0010

s = 0.0236

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 46.10%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0236) – 1
= 9.90%

January 22, 2024 calculations

Top border of price channel:

Exp(Y1,046)
= Exp(a + b × X1,046 + 2 × s)
= Exp(a + b × 1,523 + 2 × s)
= Exp(1.8458 + 0.0010 × 1,523 + 2 × 0.0236)
= Exp(3.4749)
= $32.29

Bottom border of price channel:

Exp(Y1,046)
= Exp(a + b × X1,046 – 2 × s)
= Exp(a + b × 1,523 – 2 × s)
= Exp(1.8458 + 0.0010 × 1,523 – 2 × 0.0236)
= Exp(3.3805)
= $29.39

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(1.8458 + 0.0010 × 1,826 + 2 × 0.0236)
= Exp(3.7896)
= $44.24

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.8458 + 0.0010 × 1,826 – 2 × 0.0236)
= Exp(3.6952)
= $40.26

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 46.10% per annum.
  • OGE price at the close of November 20, 2024 was $43.11 and was inside the primary price channel.

Secondary Trend

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

a = 1.4363

b = 0.0013

s = 0.0226

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 59.09%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0226) – 1
= 9.45%

June 6, 2024 calculations

Top border of price channel:

Exp(Y1,141)
= Exp(a + b × X1,141 + 2 × s)
= Exp(a + b × 1,659 + 2 × s)
= Exp(1.4363 + 0.0013 × 1,659 + 2 × 0.0226)
= Exp(3.5917)
= $36.30

Bottom border of price channel:

Exp(Y1,141)
= Exp(a + b × X1,141 – 2 × s)
= Exp(a + b × 1,659 – 2 × s)
= Exp(1.4363 + 0.0013 × 1,659 – 2 × 0.0226)
= Exp(3.5014)
= $33.16

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(1.4363 + 0.0013 × 1,826 + 2 × 0.0226)
= Exp(3.8041)
= $44.89

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.4363 + 0.0013 × 1,826 – 2 × 0.0226)
= Exp(3.7138)
= $41.01

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 59.09% per annum.
  • OGE price at the close of November 20, 2024 was inside the secondary price channel.