Stock Price Trends

Owens & Minor Inc (OMI)

Owens & Minor, Inc. is a healthcare solutions company in the United States and internationally. The company is headquartered in Richmond, Virginia.

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 26.87% per annum.
  • OMI price at the close of January 27, 2025 was $15.07 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 9.54% per annum.
  • OMI 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 OMI 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: March 10, 2021
End date: January 27, 2025

a = 4.1266

b = -0.0009

s = 0.2172

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0009) – 1
= -26.87%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.2172) – 1
= 138.36%

March 10, 2021 calculations

Top border of price channel:

Exp(Y281)
= Exp(a + b × X281 + 2 × s)
= Exp(a + b × 407 + 2 × s)
= Exp(4.1266 + -0.0009 × 407 + 2 × 0.2172)
= Exp(4.2119)
= $67.49

Bottom border of price channel:

Exp(Y281)
= Exp(a + b × X281 – 2 × s)
= Exp(a + b × 407 – 2 × s)
= Exp(4.1266 + -0.0009 × 407 – 2 × 0.2172)
= Exp(3.3433)
= $28.31

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(4.1266 + -0.0009 × 1,826 + 2 × 0.2172)
= Exp(2.9951)
= $19.99

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.1266 + -0.0009 × 1,826 – 2 × 0.2172)
= Exp(2.1265)
= $8.39

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 26.87% per annum.
  • OMI price at the close of January 27, 2025 was $15.07 and was inside the primary price channel.

Secondary Trend

Start date: October 12, 2022
End date: January 27, 2025

a = 3.2477

b = -0.0003

s = 0.1841

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -9.54%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1841) – 1
= 108.83%

October 12, 2022 calculations

Top border of price channel:

Exp(Y683)
= Exp(a + b × X683 + 2 × s)
= Exp(a + b × 988 + 2 × s)
= Exp(3.2477 + -0.0003 × 988 + 2 × 0.1841)
= Exp(3.3445)
= $28.35

Bottom border of price channel:

Exp(Y683)
= Exp(a + b × X683 – 2 × s)
= Exp(a + b × 988 – 2 × s)
= Exp(3.2477 + -0.0003 × 988 – 2 × 0.1841)
= Exp(2.6081)
= $13.57

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(3.2477 + -0.0003 × 1,826 + 2 × 0.1841)
= Exp(3.1143)
= $22.52

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.2477 + -0.0003 × 1,826 – 2 × 0.1841)
= Exp(2.3779)
= $10.78

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 9.54% per annum.
  • OMI price at the close of January 27, 2025 was inside the secondary price channel.