Stock Price Trends

PBF Energy Inc (PBF)

PBF Energy Inc., is dedicated to refining and supplying petroleum products. The company is headquartered in Parsippany, New Jersey.

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 60.63% per annum.
  • PBF price at the close of April 1, 2025 was $19.26 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 92.23% per annum.
  • PBF price at the close of April 1, 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 PBF 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 13, 2024
End date: April 1, 2025

a = 7.7036

b = -0.0026

s = 0.0804

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0026) – 1
= -60.63%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0804) – 1
= 37.96%

March 13, 2024 calculations

Top border of price channel:

Exp(Y992)
= Exp(a + b × X992 + 2 × s)
= Exp(a + b × 1,441 + 2 × s)
= Exp(7.7036 + -0.0026 × 1,441 + 2 × 0.0804)
= Exp(4.1843)
= $65.65

Bottom border of price channel:

Exp(Y992)
= Exp(a + b × X992 – 2 × s)
= Exp(a + b × 1,441 – 2 × s)
= Exp(7.7036 + -0.0026 × 1,441 – 2 × 0.0804)
= Exp(3.8626)
= $47.59

April 1, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(7.7036 + -0.0026 × 1,825 + 2 × 0.0804)
= Exp(3.2036)
= $24.62

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(7.7036 + -0.0026 × 1,825 – 2 × 0.0804)
= Exp(2.8819)
= $17.85

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 60.63% per annum.
  • PBF price at the close of April 1, 2025 was $19.26 and was inside the primary price channel.

Secondary Trend

Start date: January 14, 2025
End date: April 1, 2025

a = 15.6840

b = -0.0070

s = 0.0580

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0070) – 1
= -92.23%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0580) – 1
= 26.12%

January 14, 2025 calculations

Top border of price channel:

Exp(Y1,202)
= Exp(a + b × X1,202 + 2 × s)
= Exp(a + b × 1,748 + 2 × s)
= Exp(15.6840 + -0.0070 × 1,748 + 2 × 0.0580)
= Exp(3.5622)
= $35.24

Bottom border of price channel:

Exp(Y1,202)
= Exp(a + b × X1,202 – 2 × s)
= Exp(a + b × 1,748 – 2 × s)
= Exp(15.6840 + -0.0070 × 1,748 – 2 × 0.0580)
= Exp(3.3301)
= $27.94

April 1, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(15.6840 + -0.0070 × 1,825 + 2 × 0.0580)
= Exp(3.0231)
= $20.56

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(15.6840 + -0.0070 × 1,825 – 2 × 0.0580)
= Exp(2.7911)
= $16.30

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 92.23% per annum.
  • PBF price at the close of April 1, 2025 was inside the secondary price channel.