Stock Price Trends

Piper Sandler Companies (PIPR)

Piper Sandler Companies is an investment bank and institutional securities firm serving corporations, private equity groups, public entities, non-profit entities, and institutional investors in the United States and internationally. The company is headquartered in Minneapolis, Minnesota.

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 107.89% per annum.
  • PIPR price at the close of November 20, 2024 was $334.13 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 142.30% per annum.
  • PIPR 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 PIPR 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: September 21, 2023
End date: November 20, 2024

a = 2.0838

b = 0.0020

s = 0.0472

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0020) – 1
= 107.89%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0472) – 1
= 20.78%

September 21, 2023 calculations

Top border of price channel:

Exp(Y963)
= Exp(a + b × X963 + 2 × s)
= Exp(a + b × 1,400 + 2 × s)
= Exp(2.0838 + 0.0020 × 1,400 + 2 × 0.0472)
= Exp(4.9853)
= $146.25

Bottom border of price channel:

Exp(Y963)
= Exp(a + b × X963 – 2 × s)
= Exp(a + b × 1,400 – 2 × s)
= Exp(2.0838 + 0.0020 × 1,400 – 2 × 0.0472)
= Exp(4.7966)
= $121.09

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(2.0838 + 0.0020 × 1,826 + 2 × 0.0472)
= Exp(5.8395)
= $343.61

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.0838 + 0.0020 × 1,826 – 2 × 0.0472)
= Exp(5.6507)
= $284.50

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 107.89% per annum.
  • PIPR price at the close of November 20, 2024 was $334.13 and was inside the primary price channel.

Secondary Trend

Start date: April 10, 2024
End date: November 20, 2024

a = 1.3551

b = 0.0024

s = 0.0451

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0024) – 1
= 142.30%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0451) – 1
= 19.79%

April 10, 2024 calculations

Top border of price channel:

Exp(Y1,101)
= Exp(a + b × X1,101 + 2 × s)
= Exp(a + b × 1,602 + 2 × s)
= Exp(1.3551 + 0.0024 × 1,602 + 2 × 0.0451)
= Exp(5.3297)
= $206.38

Bottom border of price channel:

Exp(Y1,101)
= Exp(a + b × X1,101 – 2 × s)
= Exp(a + b × 1,602 – 2 × s)
= Exp(1.3551 + 0.0024 × 1,602 – 2 × 0.0451)
= Exp(5.1491)
= $172.28

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(1.3551 + 0.0024 × 1,826 + 2 × 0.0451)
= Exp(5.8728)
= $355.25

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.3551 + 0.0024 × 1,826 – 2 × 0.0451)
= Exp(5.6923)
= $296.56

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 142.30% per annum.
  • PIPR price at the close of November 20, 2024 was inside the secondary price channel.