Stock Price Trends

Ryan Specialty Group Holdings Inc (RYAN)

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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 68.51% per annum.
  • RYAN price at the close of March 31, 2025 was $73.87 and was lower than the bottom border of the primary price channel by $3.34 (4.32%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 9.09% per annum.
  • RYAN price at the close of March 31, 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 RYAN 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: October 18, 2023
End date: December 9, 2024

a = 2.5261

b = 0.0014

s = 0.0534

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 68.51%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0534) – 1
= 23.81%

October 18, 2023 calculations

Top border of price channel:

Exp(Y564)
= Exp(a + b × X564 + 2 × s)
= Exp(a + b × 818 + 2 × s)
= Exp(2.5261 + 0.0014 × 818 + 2 × 0.0534)
= Exp(3.8024)
= $44.81

Bottom border of price channel:

Exp(Y564)
= Exp(a + b × X564 – 2 × s)
= Exp(a + b × 818 – 2 × s)
= Exp(2.5261 + 0.0014 × 818 – 2 × 0.0534)
= Exp(3.5888)
= $36.19

December 9, 2024 calculations

Top border of price channel:

Exp(Y851)
= Exp(a + b × X851 + 2 × s)
= Exp(a + b × 1,236 + 2 × s)
= Exp(2.5261 + 0.0014 × 1,236 + 2 × 0.0534)
= Exp(4.4000)
= $81.45

Bottom border of price channel:

Exp(Y851)
= Exp(a + b × X851 – 2 × s)
= Exp(a + b × 1,236 – 2 × s)
= Exp(2.5261 + 0.0014 × 1,236 – 2 × 0.0534)
= Exp(4.1864)
= $65.78

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 68.51% per annum.
  • RYAN price at the close of March 31, 2025 was $73.87 and was lower than the bottom border of the primary price channel by $3.34 (4.32%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: August 1, 2024
End date: March 28, 2025

a = 3.9198

b = 0.0002

s = 0.0471

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0002) – 1
= 9.09%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0471) – 1
= 20.75%

August 1, 2024 calculations

Top border of price channel:

Exp(Y761)
= Exp(a + b × X761 + 2 × s)
= Exp(a + b × 1,106 + 2 × s)
= Exp(3.9198 + 0.0002 × 1,106 + 2 × 0.0471)
= Exp(4.2778)
= $72.08

Bottom border of price channel:

Exp(Y761)
= Exp(a + b × X761 – 2 × s)
= Exp(a + b × 1,106 – 2 × s)
= Exp(3.9198 + 0.0002 × 1,106 – 2 × 0.0471)
= Exp(4.0893)
= $59.70

March 28, 2025 calculations

Top border of price channel:

Exp(Y925)
= Exp(a + b × X925 + 2 × s)
= Exp(a + b × 1,345 + 2 × s)
= Exp(3.9198 + 0.0002 × 1,345 + 2 × 0.0471)
= Exp(4.3348)
= $76.31

Bottom border of price channel:

Exp(Y925)
= Exp(a + b × X925 – 2 × s)
= Exp(a + b × 1,345 – 2 × s)
= Exp(3.9198 + 0.0002 × 1,345 – 2 × 0.0471)
= Exp(4.1463)
= $63.20

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 9.09% per annum.
  • RYAN price at the close of March 31, 2025 was inside the secondary price channel.