Stock Price Trends

Watsco Inc (WSO)

Watsco, Inc. distributes air conditioning, heating and refrigeration equipment; and related parts and supplies in the United States, Canada, Mexico and Puerto Rico. The company is headquartered in Miami, Florida.

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 40.12% per annum.
  • WSO price at the close of November 19, 2024 was $533.14 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 13.52% per annum.
  • WSO price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $1.72 (0.32%).

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 WSO 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: May 18, 2022
End date: November 19, 2024

a = 4.5731

b = 0.0009

s = 0.0567

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 40.12%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0567) – 1
= 25.45%

May 18, 2022 calculations

Top border of price channel:

Exp(Y627)
= Exp(a + b × X627 + 2 × s)
= Exp(a + b × 910 + 2 × s)
= Exp(4.5731 + 0.0009 × 910 + 2 × 0.0567)
= Exp(5.5275)
= $251.51

Bottom border of price channel:

Exp(Y627)
= Exp(a + b × X627 – 2 × s)
= Exp(a + b × 910 – 2 × s)
= Exp(4.5731 + 0.0009 × 910 – 2 × 0.0567)
= Exp(5.3008)
= $200.49

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(4.5731 + 0.0009 × 1,826 + 2 × 0.0567)
= Exp(6.3740)
= $586.42

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.5731 + 0.0009 × 1,826 – 2 × 0.0567)
= Exp(6.1473)
= $467.47

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 40.12% per annum.
  • WSO price at the close of November 19, 2024 was $533.14 and was inside the primary price channel.

Secondary Trend

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

a = 5.5736

b = 0.0003

s = 0.0337

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 13.52%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0337) – 1
= 14.43%

May 2, 2024 calculations

Top border of price channel:

Exp(Y1,118)
= Exp(a + b × X1,118 + 2 × s)
= Exp(a + b × 1,625 + 2 × s)
= Exp(5.5736 + 0.0003 × 1,625 + 2 × 0.0337)
= Exp(6.2057)
= $495.57

Bottom border of price channel:

Exp(Y1,118)
= Exp(a + b × X1,118 – 2 × s)
= Exp(a + b × 1,625 – 2 × s)
= Exp(5.5736 + 0.0003 × 1,625 – 2 × 0.0337)
= Exp(6.0709)
= $433.08

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(5.5736 + 0.0003 × 1,826 + 2 × 0.0337)
= Exp(6.2756)
= $531.42

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.5736 + 0.0003 × 1,826 – 2 × 0.0337)
= Exp(6.1408)
= $464.41

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 13.52% per annum.
  • WSO price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $1.72 (0.32%).