Stock Price Trends

SkyWest Inc (SKYW)

SkyWest, Inc., operates a regional airline in the United States. The company is headquartered in St. George, Utah.

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 145.87% per annum.
  • SKYW price at the close of November 20, 2024 was $108.98 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 103.67% per annum.
  • SKYW price at the close of November 20, 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 SKYW 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: September 15, 2022
End date: November 20, 2024

a = 0.2089

b = 0.0025

s = 0.1221

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0025) – 1
= 145.87%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1221) – 1
= 62.99%

September 15, 2022 calculations

Top border of price channel:

Exp(Y708)
= Exp(a + b × X708 + 2 × s)
= Exp(a + b × 1,029 + 2 × s)
= Exp(0.2089 + 0.0025 × 1,029 + 2 × 0.1221)
= Exp(2.9893)
= $19.87

Bottom border of price channel:

Exp(Y708)
= Exp(a + b × X708 – 2 × s)
= Exp(a + b × 1,029 – 2 × s)
= Exp(0.2089 + 0.0025 × 1,029 – 2 × 0.1221)
= Exp(2.5008)
= $12.19

November 20, 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(0.2089 + 0.0025 × 1,826 + 2 × 0.1221)
= Exp(4.9537)
= $141.69

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.2089 + 0.0025 × 1,826 – 2 × 0.1221)
= Exp(4.4651)
= $86.93

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 145.87% per annum.
  • SKYW price at the close of November 20, 2024 was $108.98 and was inside the primary price channel.

Secondary Trend

Start date: June 5, 2023
End date: November 20, 2024

a = 1.0484

b = 0.0019

s = 0.0825

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 103.67%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0825) – 1
= 39.12%

June 5, 2023 calculations

Top border of price channel:

Exp(Y888)
= Exp(a + b × X888 + 2 × s)
= Exp(a + b × 1,292 + 2 × s)
= Exp(1.0484 + 0.0019 × 1,292 + 2 × 0.0825)
= Exp(3.7314)
= $41.74

Bottom border of price channel:

Exp(Y888)
= Exp(a + b × X888 – 2 × s)
= Exp(a + b × 1,292 – 2 × s)
= Exp(1.0484 + 0.0019 × 1,292 – 2 × 0.0825)
= Exp(3.4012)
= $30.00

November 20, 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(1.0484 + 0.0019 × 1,826 + 2 × 0.0825)
= Exp(4.7721)
= $118.16

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.0484 + 0.0019 × 1,826 – 2 × 0.0825)
= Exp(4.4419)
= $84.94

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 103.67% per annum.
  • SKYW price at the close of November 20, 2024 was inside the secondary price channel.