Stock Price Trends

Western Digital Corporation (WDC)

Western Digital Corporation (WDC, commonly known as Western Digital or WD) is an American computer hard disk drive manufacturer and data storage company, headquartered in San Jose, California. It designs, manufactures and sells data technology products, including storage devices, data center systems and cloud storage services.

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 51.28% per annum.
  • WDC price at the close of November 19, 2024 was $65.29 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 20.52% per annum.
  • WDC 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 WDC 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: September 20, 2022
End date: November 11, 2024

a = 2.2607

b = 0.0011

s = 0.1122

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0011) – 1
= 51.28%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1122) – 1
= 56.64%

September 20, 2022 calculations

Top border of price channel:

Exp(Y712)
= Exp(a + b × X712 + 2 × s)
= Exp(a + b × 1,035 + 2 × s)
= Exp(2.2607 + 0.0011 × 1,035 + 2 × 0.1122)
= Exp(3.6589)
= $38.82

Bottom border of price channel:

Exp(Y712)
= Exp(a + b × X712 – 2 × s)
= Exp(a + b × 1,035 – 2 × s)
= Exp(2.2607 + 0.0011 × 1,035 – 2 × 0.1122)
= Exp(3.2101)
= $24.78

November 11, 2024 calculations

Top border of price channel:

Exp(Y1,251)
= Exp(a + b × X1,251 + 2 × s)
= Exp(a + b × 1,818 + 2 × s)
= Exp(2.2607 + 0.0011 × 1,818 + 2 × 0.1122)
= Exp(4.5470)
= $94.34

Bottom border of price channel:

Exp(Y1,251)
= Exp(a + b × X1,251 – 2 × s)
= Exp(a + b × 1,818 – 2 × s)
= Exp(2.2607 + 0.0011 × 1,818 – 2 × 0.1122)
= Exp(4.0982)
= $60.23

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 51.28% per annum.
  • WDC price at the close of November 19, 2024 was $65.29 and was inside the primary price channel.

Secondary Trend

Start date: April 1, 2024
End date: November 19, 2024

a = 5.3113

b = -0.0006

s = 0.0681

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0006) – 1
= -20.52%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0681) – 1
= 31.32%

April 1, 2024 calculations

Top border of price channel:

Exp(Y1,095)
= Exp(a + b × X1,095 + 2 × s)
= Exp(a + b × 1,594 + 2 × s)
= Exp(5.3113 + -0.0006 × 1,594 + 2 × 0.0681)
= Exp(4.4443)
= $85.14

Bottom border of price channel:

Exp(Y1,095)
= Exp(a + b × X1,095 – 2 × s)
= Exp(a + b × 1,594 – 2 × s)
= Exp(5.3113 + -0.0006 × 1,594 – 2 × 0.0681)
= Exp(4.1719)
= $64.84

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(5.3113 + -0.0006 × 1,826 + 2 × 0.0681)
= Exp(4.2983)
= $73.58

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.3113 + -0.0006 × 1,826 – 2 × 0.0681)
= Exp(4.0259)
= $56.03

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 20.52% per annum.
  • WDC price at the close of November 19, 2024 was inside the secondary price channel.