Stock Price Trends

Reliance Steel & Aluminum Co (RS)

Reliance Steel & Aluminum Co. is a metal service center company. The company is headquartered in Los Angeles, California.

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 14.09% per annum.
  • RS price at the close of December 2, 2024 was $319.95 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 10.11% per annum.
  • RS price at the close of December 2, 2024 was higher than the top border of the secondary price channel by $2.55 (0.80%). This indicates a possible reversal in the secondary trend direction.
  • The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.

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 RS 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: February 16, 2023
End date: December 2, 2024

a = 5.0762

b = 0.0004

s = 0.0627

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0004) – 1
= 14.09%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0627) – 1
= 28.49%

February 16, 2023 calculations

Top border of price channel:

Exp(Y807)
= Exp(a + b × X807 + 2 × s)
= Exp(a + b × 1,171 + 2 × s)
= Exp(5.0762 + 0.0004 × 1,171 + 2 × 0.0627)
= Exp(5.6245)
= $277.13

Bottom border of price channel:

Exp(Y807)
= Exp(a + b × X807 – 2 × s)
= Exp(a + b × 1,171 – 2 × s)
= Exp(5.0762 + 0.0004 × 1,171 – 2 × 0.0627)
= Exp(5.3738)
= $215.69

December 2, 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(5.0762 + 0.0004 × 1,826 + 2 × 0.0627)
= Exp(5.8611)
= $351.10

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.0762 + 0.0004 × 1,826 – 2 × 0.0627)
= Exp(5.6104)
= $273.26

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 14.09% per annum.
  • RS price at the close of December 2, 2024 was $319.95 and was inside the primary price channel.

Secondary Trend

Start date: February 15, 2024
End date: December 2, 2024

a = 6.1849

b = -0.0003

s = 0.0542

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -10.11%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0542) – 1
= 24.19%

February 15, 2024 calculations

Top border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 + 2 × s)
= Exp(a + b × 1,535 + 2 × s)
= Exp(6.1849 + -0.0003 × 1,535 + 2 × 0.0542)
= Exp(5.8451)
= $345.55

Bottom border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 – 2 × s)
= Exp(a + b × 1,535 – 2 × s)
= Exp(6.1849 + -0.0003 × 1,535 – 2 × 0.0542)
= Exp(5.6285)
= $278.24

December 2, 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(6.1849 + -0.0003 × 1,826 + 2 × 0.0542)
= Exp(5.7602)
= $317.40

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(6.1849 + -0.0003 × 1,826 – 2 × 0.0542)
= Exp(5.5435)
= $255.58

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 10.11% per annum.
  • RS price at the close of December 2, 2024 was higher than the top border of the secondary price channel by $2.55 (0.80%). This indicates a possible reversal in the secondary trend direction.