Stock Price Trends

Worthington Steel Inc (WS)

Worthington Steel, Inc. is a steel processor in North America. The company is headquartered in Columbus, Ohio.

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 1,421.17% per annum.
  • WS price at the close of November 20, 2024 was $43.95 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 72.34% per annum.
  • WS price at the close of November 20, 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 WS 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: October 2, 2024
End date: November 20, 2024

a = 1.1495

b = 0.0075

s = 0.0444

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0075) – 1
= 1,421.17%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0444) – 1
= 19.44%

October 2, 2024 calculations

Top border of price channel:

Exp(Y212)
= Exp(a + b × X212 + 2 × s)
= Exp(a + b × 309 + 2 × s)
= Exp(1.1495 + 0.0075 × 309 + 2 × 0.0444)
= Exp(3.5428)
= $34.56

Bottom border of price channel:

Exp(Y212)
= Exp(a + b × X212 – 2 × s)
= Exp(a + b × 309 – 2 × s)
= Exp(1.1495 + 0.0075 × 309 – 2 × 0.0444)
= Exp(3.3652)
= $28.94

November 20, 2024 calculations

Top border of price channel:

Exp(Y247)
= Exp(a + b × X247 + 2 × s)
= Exp(a + b × 358 + 2 × s)
= Exp(1.1495 + 0.0075 × 358 + 2 × 0.0444)
= Exp(3.9082)
= $49.81

Bottom border of price channel:

Exp(Y247)
= Exp(a + b × X247 – 2 × s)
= Exp(a + b × 358 – 2 × s)
= Exp(1.1495 + 0.0075 × 358 – 2 × 0.0444)
= Exp(3.7306)
= $41.70

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 1,421.17% per annum.
  • WS price at the close of November 20, 2024 was $43.95 and was inside the primary price channel.

Secondary Trend

Start date: November 6, 2024
End date: November 20, 2024

a = 5.0288

b = -0.0035

s = 0.0212

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0035) – 1
= -72.34%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0212) – 1
= 8.87%

November 6, 2024 calculations

Top border of price channel:

Exp(Y237)
= Exp(a + b × X237 + 2 × s)
= Exp(a + b × 344 + 2 × s)
= Exp(5.0288 + -0.0035 × 344 + 2 × 0.0212)
= Exp(3.8602)
= $47.47

Bottom border of price channel:

Exp(Y237)
= Exp(a + b × X237 – 2 × s)
= Exp(a + b × 344 – 2 × s)
= Exp(5.0288 + -0.0035 × 344 – 2 × 0.0212)
= Exp(3.7752)
= $43.61

November 20, 2024 calculations

Top border of price channel:

Exp(Y247)
= Exp(a + b × X247 + 2 × s)
= Exp(a + b × 358 + 2 × s)
= Exp(5.0288 + -0.0035 × 358 + 2 × 0.0212)
= Exp(3.8109)
= $45.19

Bottom border of price channel:

Exp(Y247)
= Exp(a + b × X247 – 2 × s)
= Exp(a + b × 358 – 2 × s)
= Exp(5.0288 + -0.0035 × 358 – 2 × 0.0212)
= Exp(3.7259)
= $41.51

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 72.34% per annum.
  • WS price at the close of November 20, 2024 was inside the secondary price channel.