Stock Price Trends

Standex International Corporation (SXI)

Standex International Corporation manufactures and sells various products and services for the commercial and industrial markets in the United States and internationally. The company is headquartered in Salem, New Hampshire.

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 60.66% per annum.
  • SXI price at the close of November 19, 2024 was $203.76 and was lower than the bottom border of the primary price channel by $24.04 (10.55%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 21.72% per annum.
  • SXI 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 SXI 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: May 10, 2022
End date: October 18, 2023

a = 3.1948

b = 0.0013

s = 0.0691

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0013) – 1
= 60.66%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0691) – 1
= 31.82%

May 10, 2022 calculations

Top border of price channel:

Exp(Y621)
= Exp(a + b × X621 + 2 × s)
= Exp(a + b × 902 + 2 × s)
= Exp(3.1948 + 0.0013 × 902 + 2 × 0.0691)
= Exp(4.5046)
= $90.43

Bottom border of price channel:

Exp(Y621)
= Exp(a + b × X621 – 2 × s)
= Exp(a + b × 902 – 2 × s)
= Exp(3.1948 + 0.0013 × 902 – 2 × 0.0691)
= Exp(4.2283)
= $68.60

October 18, 2023 calculations

Top border of price channel:

Exp(Y983)
= Exp(a + b × X983 + 2 × s)
= Exp(a + b × 1,428 + 2 × s)
= Exp(3.1948 + 0.0013 × 1,428 + 2 × 0.0691)
= Exp(5.1878)
= $179.07

Bottom border of price channel:

Exp(Y983)
= Exp(a + b × X983 – 2 × s)
= Exp(a + b × 1,428 – 2 × s)
= Exp(3.1948 + 0.0013 × 1,428 – 2 × 0.0691)
= Exp(4.9115)
= $135.84

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 60.66% per annum.
  • SXI price at the close of November 19, 2024 was $203.76 and was lower than the bottom border of the primary price channel by $24.04 (10.55%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: May 5, 2023
End date: November 5, 2024

a = 4.2280

b = 0.0005

s = 0.0562

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0005) – 1
= 21.72%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0562) – 1
= 25.20%

May 5, 2023 calculations

Top border of price channel:

Exp(Y869)
= Exp(a + b × X869 + 2 × s)
= Exp(a + b × 1,262 + 2 × s)
= Exp(4.2280 + 0.0005 × 1,262 + 2 × 0.0562)
= Exp(5.0200)
= $151.41

Bottom border of price channel:

Exp(Y869)
= Exp(a + b × X869 – 2 × s)
= Exp(a + b × 1,262 – 2 × s)
= Exp(4.2280 + 0.0005 × 1,262 – 2 × 0.0562)
= Exp(4.7953)
= $120.94

November 5, 2024 calculations

Top border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 + 2 × s)
= Exp(a + b × 1,812 + 2 × s)
= Exp(4.2280 + 0.0005 × 1,812 + 2 × 0.0562)
= Exp(5.3162)
= $203.61

Bottom border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 – 2 × s)
= Exp(a + b × 1,812 – 2 × s)
= Exp(4.2280 + 0.0005 × 1,812 – 2 × 0.0562)
= Exp(5.0915)
= $162.63

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 21.72% per annum.
  • SXI price at the close of November 19, 2024 was inside the secondary price channel.