Stock Price Trends

Smurfit WestRock plc (SW)

Smurfit Westrock Plc, manufactures, distributes, and sells containerboard, corrugated containers, and other paper-based packaging products in Ireland and internationally. The company is headquartered in Dublin, Ireland.

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 816.94% per annum.
  • SW price at the close of November 20, 2024 was $55.70 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 123.37% per annum.
  • SW 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 SW 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 14, 2024
End date: November 20, 2024

a = 3.1802

b = 0.0061

s = 0.0370

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0061) – 1
= 816.94%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0370) – 1
= 15.96%

October 14, 2024 calculations

Top border of price channel:

Exp(Y69)
= Exp(a + b × X69 + 2 × s)
= Exp(a + b × 98 + 2 × s)
= Exp(3.1802 + 0.0061 × 98 + 2 × 0.0370)
= Exp(3.8492)
= $46.96

Bottom border of price channel:

Exp(Y69)
= Exp(a + b × X69 – 2 × s)
= Exp(a + b × 98 – 2 × s)
= Exp(3.1802 + 0.0061 × 98 – 2 × 0.0370)
= Exp(3.7011)
= $40.49

November 20, 2024 calculations

Top border of price channel:

Exp(Y96)
= Exp(a + b × X96 + 2 × s)
= Exp(a + b × 135 + 2 × s)
= Exp(3.1802 + 0.0061 × 135 + 2 × 0.0370)
= Exp(4.0738)
= $58.78

Bottom border of price channel:

Exp(Y96)
= Exp(a + b × X96 – 2 × s)
= Exp(a + b × 135 – 2 × s)
= Exp(3.1802 + 0.0061 × 135 – 2 × 0.0370)
= Exp(3.9258)
= $50.69

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 816.94% per annum.
  • SW price at the close of November 20, 2024 was $55.70 and was inside the primary price channel.

Secondary Trend

Start date: October 30, 2024
End date: November 20, 2024

a = 3.6747

b = 0.0022

s = 0.0254

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0022) – 1
= 123.37%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0254) – 1
= 10.71%

October 30, 2024 calculations

Top border of price channel:

Exp(Y81)
= Exp(a + b × X81 + 2 × s)
= Exp(a + b × 114 + 2 × s)
= Exp(3.6747 + 0.0022 × 114 + 2 × 0.0254)
= Exp(3.9766)
= $53.34

Bottom border of price channel:

Exp(Y81)
= Exp(a + b × X81 – 2 × s)
= Exp(a + b × 114 – 2 × s)
= Exp(3.6747 + 0.0022 × 114 – 2 × 0.0254)
= Exp(3.8748)
= $48.18

November 20, 2024 calculations

Top border of price channel:

Exp(Y96)
= Exp(a + b × X96 + 2 × s)
= Exp(a + b × 135 + 2 × s)
= Exp(3.6747 + 0.0022 × 135 + 2 × 0.0254)
= Exp(4.0228)
= $55.86

Bottom border of price channel:

Exp(Y96)
= Exp(a + b × X96 – 2 × s)
= Exp(a + b × 135 – 2 × s)
= Exp(3.6747 + 0.0022 × 135 – 2 × 0.0254)
= Exp(3.9211)
= $50.46

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 123.37% per annum.
  • SW price at the close of November 20, 2024 was inside the secondary price channel.