Stock Price Trends

Schlumberger NV (SLB)

Schlumberger Limited is an oilfield services company. Schlumberger has four principal executive offices located in Paris, Houston, London, and The Hague.

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 21.62% per annum.
  • SLB price at the close of November 20, 2024 was $43.53 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 345.24% per annum.
  • SLB price at the close of November 20, 2024 was inside the secondary price channel.
  • 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 SLB 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: July 11, 2023
End date: November 20, 2024

a = 4.9479

b = -0.0007

s = 0.0478

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0007) – 1
= -21.62%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0478) – 1
= 21.09%

July 11, 2023 calculations

Top border of price channel:

Exp(Y912)
= Exp(a + b × X912 + 2 × s)
= Exp(a + b × 1,328 + 2 × s)
= Exp(4.9479 + -0.0007 × 1,328 + 2 × 0.0478)
= Exp(4.1575)
= $63.91

Bottom border of price channel:

Exp(Y912)
= Exp(a + b × X912 – 2 × s)
= Exp(a + b × 1,328 – 2 × s)
= Exp(4.9479 + -0.0007 × 1,328 – 2 × 0.0478)
= Exp(3.9662)
= $52.78

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(4.9479 + -0.0007 × 1,826 + 2 × 0.0478)
= Exp(3.8252)
= $45.84

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.9479 + -0.0007 × 1,826 – 2 × 0.0478)
= Exp(3.6339)
= $37.86

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 21.62% per annum.
  • SLB price at the close of November 20, 2024 was $43.53 and was inside the primary price channel.

Secondary Trend

Start date: October 28, 2024
End date: November 20, 2024

a = -3.6783

b = 0.0041

s = 0.0258

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0041) – 1
= 345.24%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0258) – 1
= 10.87%

October 28, 2024 calculations

Top border of price channel:

Exp(Y1,240)
= Exp(a + b × X1,240 + 2 × s)
= Exp(a + b × 1,803 + 2 × s)
= Exp(-3.6783 + 0.0041 × 1,803 + 2 × 0.0258)
= Exp(3.7505)
= $42.54

Bottom border of price channel:

Exp(Y1,240)
= Exp(a + b × X1,240 – 2 × s)
= Exp(a + b × 1,803 – 2 × s)
= Exp(-3.6783 + 0.0041 × 1,803 – 2 × 0.0258)
= Exp(3.6473)
= $38.37

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(-3.6783 + 0.0041 × 1,826 + 2 × 0.0258)
= Exp(3.8446)
= $46.74

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-3.6783 + 0.0041 × 1,826 – 2 × 0.0258)
= Exp(3.7414)
= $42.16

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 345.24% per annum.
  • SLB price at the close of November 20, 2024 was inside the secondary price channel.