Stock Price Trends

ONEOK Inc (OKE)

Oneok, Inc. is a diversified Fortune 500 energy corporation based 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 45.71% per annum.
  • OKE price at the close of November 20, 2024 was $113.16 and was higher than the top border of the primary price channel by $11.45 (11.26%).
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 99.66% per annum.
  • OKE price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $3.17 (2.88%).

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 OKE 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: May 15, 2023
End date: November 7, 2024

a = 2.6712

b = 0.0010

s = 0.0339

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 45.71%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0339) – 1
= 14.54%

May 15, 2023 calculations

Top border of price channel:

Exp(Y874)
= Exp(a + b × X874 + 2 × s)
= Exp(a + b × 1,271 + 2 × s)
= Exp(2.6712 + 0.0010 × 1,271 + 2 × 0.0339)
= Exp(4.0498)
= $57.38

Bottom border of price channel:

Exp(Y874)
= Exp(a + b × X874 – 2 × s)
= Exp(a + b × 1,271 – 2 × s)
= Exp(2.6712 + 0.0010 × 1,271 – 2 × 0.0339)
= Exp(3.9140)
= $50.10

November 7, 2024 calculations

Top border of price channel:

Exp(Y1,248)
= Exp(a + b × X1,248 + 2 × s)
= Exp(a + b × 1,813 + 2 × s)
= Exp(2.6712 + 0.0010 × 1,813 + 2 × 0.0339)
= Exp(4.6087)
= $100.36

Bottom border of price channel:

Exp(Y1,248)
= Exp(a + b × X1,248 – 2 × s)
= Exp(a + b × 1,813 – 2 × s)
= Exp(2.6712 + 0.0010 × 1,813 – 2 × 0.0339)
= Exp(4.4730)
= $87.62

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 45.71% per annum.
  • OKE price at the close of November 20, 2024 was $113.16 and was higher than the top border of the primary price channel by $11.45 (11.26%).

Secondary Trend

Start date: June 4, 2024
End date: November 20, 2024

a = 1.1798

b = 0.0019

s = 0.0308

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 99.66%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0308) – 1
= 13.09%

June 4, 2024 calculations

Top border of price channel:

Exp(Y1,139)
= Exp(a + b × X1,139 + 2 × s)
= Exp(a + b × 1,657 + 2 × s)
= Exp(1.1798 + 0.0019 × 1,657 + 2 × 0.0308)
= Exp(4.3802)
= $79.86

Bottom border of price channel:

Exp(Y1,139)
= Exp(a + b × X1,139 – 2 × s)
= Exp(a + b × 1,657 – 2 × s)
= Exp(1.1798 + 0.0019 × 1,657 – 2 × 0.0308)
= Exp(4.2572)
= $70.61

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(1.1798 + 0.0019 × 1,826 + 2 × 0.0308)
= Exp(4.7004)
= $109.99

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.1798 + 0.0019 × 1,826 – 2 × 0.0308)
= Exp(4.5774)
= $97.26

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 99.66% per annum.
  • OKE price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $3.17 (2.88%).