Stock Price Trends

Qualys Inc (QLYS)

Qualys, Inc. provides cloud-based information technology (IT), security, and compliance solutions in the United States and internationally. The company is headquartered in Foster City, California.

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 42.47% per annum.
  • QLYS price at the close of November 19, 2024 was $141.45 and was higher than the top border of the primary price channel by $15.12 (11.96%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 2.90% per annum.
  • QLYS price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $13.35 (10.42%). This indicates a possible reversal in the secondary trend direction.

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 QLYS 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: November 17, 2023
End date: November 4, 2024

a = 7.5071

b = -0.0015

s = 0.0488

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0015) – 1
= -42.47%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0488) – 1
= 21.55%

November 17, 2023 calculations

Top border of price channel:

Exp(Y1,005)
= Exp(a + b × X1,005 + 2 × s)
= Exp(a + b × 1,458 + 2 × s)
= Exp(7.5071 + -0.0015 × 1,458 + 2 × 0.0488)
= Exp(5.3963)
= $220.59

Bottom border of price channel:

Exp(Y1,005)
= Exp(a + b × X1,005 – 2 × s)
= Exp(a + b × 1,458 – 2 × s)
= Exp(7.5071 + -0.0015 × 1,458 – 2 × 0.0488)
= Exp(5.2012)
= $181.48

November 4, 2024 calculations

Top border of price channel:

Exp(Y1,246)
= Exp(a + b × X1,246 + 2 × s)
= Exp(a + b × 1,811 + 2 × s)
= Exp(7.5071 + -0.0015 × 1,811 + 2 × 0.0488)
= Exp(4.8617)
= $129.24

Bottom border of price channel:

Exp(Y1,246)
= Exp(a + b × X1,246 – 2 × s)
= Exp(a + b × 1,811 – 2 × s)
= Exp(7.5071 + -0.0015 × 1,811 – 2 × 0.0488)
= Exp(4.6665)
= $106.32

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 42.47% per annum.
  • QLYS price at the close of November 19, 2024 was $141.45 and was higher than the top border of the primary price channel by $15.12 (11.96%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: August 7, 2024
End date: November 5, 2024

a = 4.9645

b = -0.0001

s = 0.0178

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -2.90%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0178) – 1
= 7.36%

August 7, 2024 calculations

Top border of price channel:

Exp(Y1,184)
= Exp(a + b × X1,184 + 2 × s)
= Exp(a + b × 1,722 + 2 × s)
= Exp(4.9645 + -0.0001 × 1,722 + 2 × 0.0178)
= Exp(4.8612)
= $129.17

Bottom border of price channel:

Exp(Y1,184)
= Exp(a + b × X1,184 – 2 × s)
= Exp(a + b × 1,722 – 2 × s)
= Exp(4.9645 + -0.0001 × 1,722 – 2 × 0.0178)
= Exp(4.7901)
= $120.32

November 5, 2024 calculations

Top border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 + 2 × s)
= Exp(a + b × 1,812 + 2 × s)
= Exp(4.9645 + -0.0001 × 1,812 + 2 × 0.0178)
= Exp(4.8539)
= $128.24

Bottom border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 – 2 × s)
= Exp(a + b × 1,812 – 2 × s)
= Exp(4.9645 + -0.0001 × 1,812 – 2 × 0.0178)
= Exp(4.7829)
= $119.45

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 2.90% per annum.
  • QLYS price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $13.35 (10.42%). This indicates a possible reversal in the secondary trend direction.