Stock Price Trends

Teradata Corp (TDC)

Teradata Corporation is a provider of hybrid cloud analytics software. The company is headquartered in San Diego, 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 36.25% per annum.
  • TDC price at the close of November 19, 2024 was $29.50 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 88.38% per annum.
  • TDC price at the close of November 19, 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 TDC 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: June 2, 2023
End date: November 19, 2024

a = 5.5856

b = -0.0012

s = 0.0795

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0012) – 1
= -36.25%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0795) – 1
= 37.45%

June 2, 2023 calculations

Top border of price channel:

Exp(Y888)
= Exp(a + b × X888 + 2 × s)
= Exp(a + b × 1,290 + 2 × s)
= Exp(5.5856 + -0.0012 × 1,290 + 2 × 0.0795)
= Exp(4.1534)
= $63.65

Bottom border of price channel:

Exp(Y888)
= Exp(a + b × X888 – 2 × s)
= Exp(a + b × 1,290 – 2 × s)
= Exp(5.5856 + -0.0012 × 1,290 – 2 × 0.0795)
= Exp(3.8354)
= $46.31

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(5.5856 + -0.0012 × 1,826 + 2 × 0.0795)
= Exp(3.4923)
= $32.86

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.5856 + -0.0012 × 1,826 – 2 × 0.0795)
= Exp(3.1742)
= $23.91

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 36.25% per annum.
  • TDC price at the close of November 19, 2024 was $29.50 and was inside the primary price channel.

Secondary Trend

Start date: August 6, 2024
End date: November 19, 2024

a = 0.2996

b = 0.0017

s = 0.0446

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0017) – 1
= 88.38%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0446) – 1
= 19.53%

August 6, 2024 calculations

Top border of price channel:

Exp(Y1,183)
= Exp(a + b × X1,183 + 2 × s)
= Exp(a + b × 1,721 + 2 × s)
= Exp(0.2996 + 0.0017 × 1,721 + 2 × 0.0446)
= Exp(3.3748)
= $29.22

Bottom border of price channel:

Exp(Y1,183)
= Exp(a + b × X1,183 – 2 × s)
= Exp(a + b × 1,721 – 2 × s)
= Exp(0.2996 + 0.0017 × 1,721 – 2 × 0.0446)
= Exp(3.1964)
= $24.44

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(0.2996 + 0.0017 × 1,826 + 2 × 0.0446)
= Exp(3.5570)
= $35.06

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.2996 + 0.0017 × 1,826 – 2 × 0.0446)
= Exp(3.3786)
= $29.33

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 88.38% per annum.
  • TDC price at the close of November 19, 2024 was inside the secondary price channel.