Stock Price Trends

Exxon Mobil Corp (XOM)

Exxon Mobil Corporation, stylized as ExxonMobil, is an American multinational oil and gas corporation headquartered in Irving, Texas. It is the largest direct descendant of John D. Rockefeller's Standard Oil, and was formed on November 30, 1999 by the merger of Exxon (formerly the Standard Oil Company of New Jersey) and Mobil (formerly the Standard Oil Company of New York). ExxonMobil's primary brands are Exxon, Mobil, Esso, and ExxonMobil Chemical. ExxonMobil is incorporated in New Jersey.

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 7.60% per annum.
  • XOM price at the close of November 20, 2024 was $120.32 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 23.61% per annum.
  • XOM price at the close of November 20, 2024 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 XOM 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 5, 2022
End date: November 20, 2024

a = 4.3764

b = 0.0002

s = 0.0523

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0002) – 1
= 7.60%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0523) – 1
= 23.28%

October 5, 2022 calculations

Top border of price channel:

Exp(Y722)
= Exp(a + b × X722 + 2 × s)
= Exp(a + b × 1,049 + 2 × s)
= Exp(4.3764 + 0.0002 × 1,049 + 2 × 0.0523)
= Exp(4.6915)
= $109.02

Bottom border of price channel:

Exp(Y722)
= Exp(a + b × X722 – 2 × s)
= Exp(a + b × 1,049 – 2 × s)
= Exp(4.3764 + 0.0002 × 1,049 – 2 × 0.0523)
= Exp(4.4822)
= $88.43

November 20, 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(4.3764 + 0.0002 × 1,826 + 2 × 0.0523)
= Exp(4.8474)
= $127.41

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.3764 + 0.0002 × 1,826 – 2 × 0.0523)
= Exp(4.6382)
= $103.35

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 7.60% per annum.
  • XOM price at the close of November 20, 2024 was $120.32 and was inside the primary price channel.

Secondary Trend

Start date: November 6, 2023
End date: November 20, 2024

a = 3.7448

b = 0.0006

s = 0.0404

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0006) – 1
= 23.61%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0404) – 1
= 17.56%

November 6, 2023 calculations

Top border of price channel:

Exp(Y995)
= Exp(a + b × X995 + 2 × s)
= Exp(a + b × 1,446 + 2 × s)
= Exp(3.7448 + 0.0006 × 1,446 + 2 × 0.0404)
= Exp(4.6654)
= $106.21

Bottom border of price channel:

Exp(Y995)
= Exp(a + b × X995 – 2 × s)
= Exp(a + b × 1,446 – 2 × s)
= Exp(3.7448 + 0.0006 × 1,446 – 2 × 0.0404)
= Exp(4.5036)
= $90.34

November 20, 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(3.7448 + 0.0006 × 1,826 + 2 × 0.0404)
= Exp(4.8861)
= $132.43

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.7448 + 0.0006 × 1,826 – 2 × 0.0404)
= Exp(4.7243)
= $112.65

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 23.61% per annum.
  • XOM price at the close of November 20, 2024 was inside the secondary price channel.

See Also