Stock Price Trends

Terex Corporation (TEX)

Terex Corporation manufactures and sells aerial work platforms and materials processing machinery worldwide. The company is headquartered in Norwalk, Connecticut.

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 32.09% per annum.
  • TEX price at the close of April 3, 2025 was $35.83 and was lower than the bottom border of the primary price channel by $1.45 (3.89%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 53.93% per annum.
  • TEX price at the close of April 3, 2025 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 TEX 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 15, 2024
End date: April 3, 2025

a = 5.6803

b = -0.0011

s = 0.0646

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0011) – 1
= -32.09%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0646) – 1
= 29.47%

March 15, 2024 calculations

Top border of price channel:

Exp(Y992)
= Exp(a + b × X992 + 2 × s)
= Exp(a + b × 1,439 + 2 × s)
= Exp(5.6803 + -0.0011 × 1,439 + 2 × 0.0646)
= Exp(4.2839)
= $72.52

Bottom border of price channel:

Exp(Y992)
= Exp(a + b × X992 – 2 × s)
= Exp(a + b × 1,439 – 2 × s)
= Exp(5.6803 + -0.0011 × 1,439 – 2 × 0.0646)
= Exp(4.0256)
= $56.01

April 3, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,823 + 2 × s)
= Exp(5.6803 + -0.0011 × 1,823 + 2 × 0.0646)
= Exp(3.8767)
= $48.27

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,823 – 2 × s)
= Exp(5.6803 + -0.0011 × 1,823 – 2 × 0.0646)
= Exp(3.6184)
= $37.28

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 32.09% per annum.
  • TEX price at the close of April 3, 2025 was $35.83 and was lower than the bottom border of the primary price channel by $1.45 (3.89%).

Secondary Trend

Start date: October 11, 2024
End date: April 3, 2025

a = 7.5365

b = -0.0021

s = 0.0485

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0021) – 1
= -53.93%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0485) – 1
= 21.43%

October 11, 2024 calculations

Top border of price channel:

Exp(Y1,137)
= Exp(a + b × X1,137 + 2 × s)
= Exp(a + b × 1,649 + 2 × s)
= Exp(7.5365 + -0.0021 × 1,649 + 2 × 0.0485)
= Exp(4.1326)
= $62.34

Bottom border of price channel:

Exp(Y1,137)
= Exp(a + b × X1,137 – 2 × s)
= Exp(a + b × 1,649 – 2 × s)
= Exp(7.5365 + -0.0021 × 1,649 – 2 × 0.0485)
= Exp(3.9384)
= $51.34

April 3, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,823 + 2 × s)
= Exp(7.5365 + -0.0021 × 1,823 + 2 × 0.0485)
= Exp(3.7631)
= $43.08

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,823 – 2 × s)
= Exp(7.5365 + -0.0021 × 1,823 – 2 × 0.0485)
= Exp(3.5690)
= $35.48

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 53.93% per annum.
  • TEX price at the close of April 3, 2025 was inside the secondary price channel.