Stock Price Trends

Super Micro Computer Inc (SMCI)

Super Micro Computer, Inc. develops and manufactures high-performance server and storage solutions based on an open, modular architecture. The company is headquartered in San Jose, California.

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 77.74% per annum.
  • SMCI price at the close of November 19, 2024 was $28.27 and was lower than the bottom border of the primary price channel by $1.59 (5.31%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 94.65% per annum.
  • SMCI price at the close of November 19, 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 SMCI 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: March 4, 2024
End date: October 30, 2024

a = 11.1841

b = -0.0041

s = 0.1359

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0041) – 1
= -77.74%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1359) – 1
= 72.21%

March 4, 2024 calculations

Top border of price channel:

Exp(Y1,076)
= Exp(a + b × X1,076 + 2 × s)
= Exp(a + b × 1,566 + 2 × s)
= Exp(11.1841 + -0.0041 × 1,566 + 2 × 0.1359)
= Exp(5.0101)
= $149.92

Bottom border of price channel:

Exp(Y1,076)
= Exp(a + b × X1,076 – 2 × s)
= Exp(a + b × 1,566 – 2 × s)
= Exp(11.1841 + -0.0041 × 1,566 – 2 × 0.1359)
= Exp(4.4666)
= $87.06

October 30, 2024 calculations

Top border of price channel:

Exp(Y1,243)
= Exp(a + b × X1,243 + 2 × s)
= Exp(a + b × 1,806 + 2 × s)
= Exp(11.1841 + -0.0041 × 1,806 + 2 × 0.1359)
= Exp(4.0222)
= $55.83

Bottom border of price channel:

Exp(Y1,243)
= Exp(a + b × X1,243 – 2 × s)
= Exp(a + b × 1,806 – 2 × s)
= Exp(11.1841 + -0.0041 × 1,806 – 2 × 0.1359)
= Exp(3.4787)
= $32.42

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 77.74% per annum.
  • SMCI price at the close of November 19, 2024 was $28.27 and was lower than the bottom border of the primary price channel by $1.59 (5.31%).

Secondary Trend

Start date: June 13, 2024
End date: November 19, 2024

a = 17.9616

b = -0.0080

s = 0.1702

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0080) – 1
= -94.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1702) – 1
= 97.53%

June 13, 2024 calculations

Top border of price channel:

Exp(Y1,147)
= Exp(a + b × X1,147 + 2 × s)
= Exp(a + b × 1,667 + 2 × s)
= Exp(17.9616 + -0.0080 × 1,667 + 2 × 0.1702)
= Exp(4.9320)
= $138.66

Bottom border of price channel:

Exp(Y1,147)
= Exp(a + b × X1,147 – 2 × s)
= Exp(a + b × 1,667 – 2 × s)
= Exp(17.9616 + -0.0080 × 1,667 – 2 × 0.1702)
= Exp(4.2513)
= $70.20

November 19, 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(17.9616 + -0.0080 × 1,826 + 2 × 0.1702)
= Exp(3.6568)
= $38.74

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(17.9616 + -0.0080 × 1,826 – 2 × 0.1702)
= Exp(2.9761)
= $19.61

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 94.65% per annum.
  • SMCI price at the close of November 19, 2024 was inside the secondary price channel.