Stock Price Trends

RB Global Inc. (RBA)

Ritchie Bros. The company is headquartered in Burnaby, Canada.

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 35.32% per annum.
  • RBA price at the close of November 19, 2024 was $93.60 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 333.26% per annum.
  • RBA price at the close of November 19, 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 RBA 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, 2023
End date: November 19, 2024

a = 2.9550

b = 0.0008

s = 0.0430

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 35.32%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0430) – 1
= 18.79%

March 10, 2023 calculations

Top border of price channel:

Exp(Y830)
= Exp(a + b × X830 + 2 × s)
= Exp(a + b × 1,206 + 2 × s)
= Exp(2.9550 + 0.0008 × 1,206 + 2 × 0.0430)
= Exp(4.0405)
= $56.86

Bottom border of price channel:

Exp(Y830)
= Exp(a + b × X830 – 2 × s)
= Exp(a + b × 1,206 – 2 × s)
= Exp(2.9550 + 0.0008 × 1,206 – 2 × 0.0430)
= Exp(3.8684)
= $47.86

November 19, 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(2.9550 + 0.0008 × 1,826 + 2 × 0.0430)
= Exp(4.5544)
= $95.05

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.9550 + 0.0008 × 1,826 – 2 × 0.0430)
= Exp(4.3822)
= $80.01

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 35.32% per annum.
  • RBA price at the close of November 19, 2024 was $93.60 and was inside the primary price channel.

Secondary Trend

Start date: October 7, 2024
End date: November 19, 2024

a = -2.7927

b = 0.0040

s = 0.0189

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0040) – 1
= 333.26%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0189) – 1
= 7.85%

October 7, 2024 calculations

Top border of price channel:

Exp(Y1,226)
= Exp(a + b × X1,226 + 2 × s)
= Exp(a + b × 1,783 + 2 × s)
= Exp(-2.7927 + 0.0040 × 1,783 + 2 × 0.0189)
= Exp(4.4072)
= $82.04

Bottom border of price channel:

Exp(Y1,226)
= Exp(a + b × X1,226 – 2 × s)
= Exp(a + b × 1,783 – 2 × s)
= Exp(-2.7927 + 0.0040 × 1,783 – 2 × 0.0189)
= Exp(4.3316)
= $76.07

November 19, 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(-2.7927 + 0.0040 × 1,826 + 2 × 0.0189)
= Exp(4.5800)
= $97.51

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-2.7927 + 0.0040 × 1,826 – 2 × 0.0189)
= Exp(4.5044)
= $90.41

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 333.26% per annum.
  • RBA price at the close of November 19, 2024 was inside the secondary price channel.