Stock Price Trends

Tidewater Inc (TDW)

Tidewater Inc., provides offshore marine support and transportation services to the offshore energy industry through the operation of a worldwide fleet of marine service vessels. The company is headquartered in Houston, Texas.

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 84.46% per annum.
  • TDW price at the close of November 22, 2024 was $53.52 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 89.59% per annum.
  • TDW price at the close of November 22, 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 TDW 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 12, 2024
End date: November 22, 2024

a = 13.2776

b = -0.0051

s = 0.0463

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0051) – 1
= -84.46%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0463) – 1
= 20.33%

July 12, 2024 calculations

Top border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 + 2 × s)
= Exp(a + b × 1,691 + 2 × s)
= Exp(13.2776 + -0.0051 × 1,691 + 2 × 0.0463)
= Exp(4.7459)
= $115.11

Bottom border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 – 2 × s)
= Exp(a + b × 1,691 – 2 × s)
= Exp(13.2776 + -0.0051 × 1,691 – 2 × 0.0463)
= Exp(4.5609)
= $95.66

November 22, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(13.2776 + -0.0051 × 1,824 + 2 × 0.0463)
= Exp(4.0676)
= $58.42

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(13.2776 + -0.0051 × 1,824 – 2 × 0.0463)
= Exp(3.8825)
= $48.55

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 84.46% per annum.
  • TDW price at the close of November 22, 2024 was $53.52 and was inside the primary price channel.

Secondary Trend

Start date: September 19, 2024
End date: November 22, 2024

a = 15.2524

b = -0.0062

s = 0.0361

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0062) – 1
= -89.59%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0361) – 1
= 15.56%

September 19, 2024 calculations

Top border of price channel:

Exp(Y1,211)
= Exp(a + b × X1,211 + 2 × s)
= Exp(a + b × 1,760 + 2 × s)
= Exp(15.2524 + -0.0062 × 1,760 + 2 × 0.0361)
= Exp(4.4176)
= $82.90

Bottom border of price channel:

Exp(Y1,211)
= Exp(a + b × X1,211 – 2 × s)
= Exp(a + b × 1,760 – 2 × s)
= Exp(15.2524 + -0.0062 × 1,760 – 2 × 0.0361)
= Exp(4.2730)
= $71.74

November 22, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(15.2524 + -0.0062 × 1,824 + 2 × 0.0361)
= Exp(4.0210)
= $55.75

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(15.2524 + -0.0062 × 1,824 – 2 × 0.0361)
= Exp(3.8764)
= $48.25

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 89.59% per annum.
  • TDW price at the close of November 22, 2024 was inside the secondary price channel.