Stock Price Trends

One Gas Inc (OGS)

ONE Gas, Inc. is a regulated natural gas distribution company in the United States. The company is headquartered in Tulsa, 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 36.28% per annum.
  • OGS price at the close of November 20, 2024 was $76.04 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 64.89% per annum.
  • OGS 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 OGS 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 11, 2024
End date: November 20, 2024

a = 2.7472

b = 0.0008

s = 0.0341

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 36.28%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0341) – 1
= 14.63%

January 11, 2024 calculations

Top border of price channel:

Exp(Y1,040)
= Exp(a + b × X1,040 + 2 × s)
= Exp(a + b × 1,512 + 2 × s)
= Exp(2.7472 + 0.0008 × 1,512 + 2 × 0.0341)
= Exp(4.0979)
= $60.22

Bottom border of price channel:

Exp(Y1,040)
= Exp(a + b × X1,040 – 2 × s)
= Exp(a + b × 1,512 – 2 × s)
= Exp(2.7472 + 0.0008 × 1,512 – 2 × 0.0341)
= Exp(3.9614)
= $52.53

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(2.7472 + 0.0008 × 1,826 + 2 × 0.0341)
= Exp(4.3642)
= $78.59

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.7472 + 0.0008 × 1,826 – 2 × 0.0341)
= Exp(4.2277)
= $68.56

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 36.28% per annum.
  • OGS price at the close of November 20, 2024 was $76.04 and was inside the primary price channel.

Secondary Trend

Start date: May 23, 2024
End date: November 20, 2024

a = 1.8320

b = 0.0014

s = 0.0290

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 64.89%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0290) – 1
= 12.31%

May 23, 2024 calculations

Top border of price channel:

Exp(Y1,132)
= Exp(a + b × X1,132 + 2 × s)
= Exp(a + b × 1,645 + 2 × s)
= Exp(1.8320 + 0.0014 × 1,645 + 2 × 0.0290)
= Exp(4.1439)
= $63.05

Bottom border of price channel:

Exp(Y1,132)
= Exp(a + b × X1,132 – 2 × s)
= Exp(a + b × 1,645 – 2 × s)
= Exp(1.8320 + 0.0014 × 1,645 – 2 × 0.0290)
= Exp(4.0278)
= $56.13

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(1.8320 + 0.0014 × 1,826 + 2 × 0.0290)
= Exp(4.3919)
= $80.79

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.8320 + 0.0014 × 1,826 – 2 × 0.0290)
= Exp(4.2757)
= $71.93

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 64.89% per annum.
  • OGS price at the close of November 20, 2024 was inside the secondary price channel.