Stock Price Trends

Viatris Inc (VTRS)

Viatris Inc. is an American global healthcare company headquartered in Canonsburg, Pennsylvania.

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 20.97% per annum.
  • VTRS price at the close of November 19, 2024 was $13.05 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 2.86% per annum.
  • VTRS price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $0.13 (1.00%).

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 VTRS 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 9, 2023
End date: November 19, 2024

a = 1.7358

b = 0.0005

s = 0.0711

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0005) – 1
= 20.97%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0711) – 1
= 32.89%

March 9, 2023 calculations

Top border of price channel:

Exp(Y580)
= Exp(a + b × X580 + 2 × s)
= Exp(a + b × 843 + 2 × s)
= Exp(1.7358 + 0.0005 × 843 + 2 × 0.0711)
= Exp(2.3176)
= $10.15

Bottom border of price channel:

Exp(Y580)
= Exp(a + b × X580 – 2 × s)
= Exp(a + b × 843 – 2 × s)
= Exp(1.7358 + 0.0005 × 843 – 2 × 0.0711)
= Exp(2.0332)
= $7.64

November 19, 2024 calculations

Top border of price channel:

Exp(Y1,008)
= Exp(a + b × X1,008 + 2 × s)
= Exp(a + b × 1,464 + 2 × s)
= Exp(1.7358 + 0.0005 × 1,464 + 2 × 0.0711)
= Exp(2.6414)
= $14.03

Bottom border of price channel:

Exp(Y1,008)
= Exp(a + b × X1,008 – 2 × s)
= Exp(a + b × 1,464 – 2 × s)
= Exp(1.7358 + 0.0005 × 1,464 – 2 × 0.0711)
= Exp(2.3571)
= $10.56

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 20.97% per annum.
  • VTRS price at the close of November 19, 2024 was $13.05 and was inside the primary price channel.

Secondary Trend

Start date: January 2, 2024
End date: November 19, 2024

a = 2.3343

b = 0.0001

s = 0.0558

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 2.86%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0558) – 1
= 25.01%

January 2, 2024 calculations

Top border of price channel:

Exp(Y785)
= Exp(a + b × X785 + 2 × s)
= Exp(a + b × 1,142 + 2 × s)
= Exp(2.3343 + 0.0001 × 1,142 + 2 × 0.0558)
= Exp(2.5340)
= $12.60

Bottom border of price channel:

Exp(Y785)
= Exp(a + b × X785 – 2 × s)
= Exp(a + b × 1,142 – 2 × s)
= Exp(2.3343 + 0.0001 × 1,142 – 2 × 0.0558)
= Exp(2.3108)
= $10.08

November 19, 2024 calculations

Top border of price channel:

Exp(Y1,008)
= Exp(a + b × X1,008 + 2 × s)
= Exp(a + b × 1,464 + 2 × s)
= Exp(2.3343 + 0.0001 × 1,464 + 2 × 0.0558)
= Exp(2.5589)
= $12.92

Bottom border of price channel:

Exp(Y1,008)
= Exp(a + b × X1,008 – 2 × s)
= Exp(a + b × 1,464 – 2 × s)
= Exp(2.3343 + 0.0001 × 1,464 – 2 × 0.0558)
= Exp(2.3356)
= $10.34

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 2.86% per annum.
  • VTRS price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $0.13 (1.00%).