Stock Price Trends

Shenandoah Telecommunications Co (SHEN)

Shenandoah Telecommunications Company, provides a range of broadband communication services and cell tower placement space in the mid-Atlantic part of the United States. The company is headquartered in Edinburg, Virginia.

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 35.47% per annum.
  • SHEN price at the close of January 27, 2025 was $11.25 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 73.11% per annum.
  • SHEN price at the close of January 27, 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 SHEN 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: August 11, 2023
End date: January 27, 2025

a = 4.7127

b = -0.0012

s = 0.0934

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0012) – 1
= -35.47%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0934) – 1
= 45.27%

August 11, 2023 calculations

Top border of price channel:

Exp(Y891)
= Exp(a + b × X891 + 2 × s)
= Exp(a + b × 1,291 + 2 × s)
= Exp(4.7127 + -0.0012 × 1,291 + 2 × 0.0934)
= Exp(3.3503)
= $28.51

Bottom border of price channel:

Exp(Y891)
= Exp(a + b × X891 – 2 × s)
= Exp(a + b × 1,291 – 2 × s)
= Exp(4.7127 + -0.0012 × 1,291 – 2 × 0.0934)
= Exp(2.9769)
= $19.63

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(4.7127 + -0.0012 × 1,826 + 2 × 0.0934)
= Exp(2.7084)
= $15.00

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.7127 + -0.0012 × 1,826 – 2 × 0.0934)
= Exp(2.3349)
= $10.33

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 35.47% per annum.
  • SHEN price at the close of January 27, 2025 was $11.25 and was inside the primary price channel.

Secondary Trend

Start date: December 2, 2024
End date: January 27, 2025

a = 8.9966

b = -0.0036

s = 0.0192

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0036) – 1
= -73.11%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0192) – 1
= 8.00%

December 2, 2024 calculations

Top border of price channel:

Exp(Y1,220)
= Exp(a + b × X1,220 + 2 × s)
= Exp(a + b × 1,770 + 2 × s)
= Exp(8.9966 + -0.0036 × 1,770 + 2 × 0.0192)
= Exp(2.6668)
= $14.39

Bottom border of price channel:

Exp(Y1,220)
= Exp(a + b × X1,220 – 2 × s)
= Exp(a + b × 1,770 – 2 × s)
= Exp(8.9966 + -0.0036 × 1,770 – 2 × 0.0192)
= Exp(2.5898)
= $13.33

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(8.9966 + -0.0036 × 1,826 + 2 × 0.0192)
= Exp(2.4653)
= $11.77

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(8.9966 + -0.0036 × 1,826 – 2 × 0.0192)
= Exp(2.3883)
= $10.90

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 73.11% per annum.
  • SHEN price at the close of January 27, 2025 was inside the secondary price channel.