Stock Analysis on Net

Regeneron Pharmaceuticals Inc. (NASDAQ:REGN)

Stock Price Trends


Summary

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 61.43% per annum.
  • REGN price at the close of April 1, 2025 was $617.00 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 31.75% per annum.
  • REGN price at the close of April 1, 2025 was lower than the bottom border of the secondary price channel by $0.19 (0.03%).

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 REGN 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: July 11, 2024
End date: April 1, 2025

a = 11.1666

b = -0.0026

s = 0.0782

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0026) – 1
= -61.43%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0782) – 1
= 36.72%

July 11, 2024 calculations

Top border of price channel:

Exp(Y1,074)
= Exp(a + b × X1,074 + 2 × s)
= Exp(a + b × 1,561 + 2 × s)
= Exp(11.1666 + -0.0026 × 1,561 + 2 × 0.0782)
= Exp(7.2490)
= $1,406.74

Bottom border of price channel:

Exp(Y1,074)
= Exp(a + b × X1,074 – 2 × s)
= Exp(a + b × 1,561 – 2 × s)
= Exp(11.1666 + -0.0026 × 1,561 – 2 × 0.0782)
= Exp(6.9362)
= $1,028.90

April 1, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(11.1666 + -0.0026 × 1,825 + 2 × 0.0782)
= Exp(6.5600)
= $706.30

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(11.1666 + -0.0026 × 1,825 – 2 × 0.0782)
= Exp(6.2473)
= $516.59

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 61.43% per annum.
  • REGN price at the close of April 1, 2025 was $617.00 and was inside the primary price channel.

Secondary Trend

Start date: November 14, 2024
End date: April 1, 2025

a = 8.3958

b = -0.0010

s = 0.0305

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0010) – 1
= -31.75%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0305) – 1
= 12.97%

November 14, 2024 calculations

Top border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 + 2 × s)
= Exp(a + b × 1,687 + 2 × s)
= Exp(8.3958 + -0.0010 × 1,687 + 2 × 0.0305)
= Exp(6.6915)
= $805.53

Bottom border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 – 2 × s)
= Exp(a + b × 1,687 – 2 × s)
= Exp(8.3958 + -0.0010 × 1,687 – 2 × 0.0305)
= Exp(6.5696)
= $713.07

April 1, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(8.3958 + -0.0010 × 1,825 + 2 × 0.0305)
= Exp(6.5471)
= $697.22

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(8.3958 + -0.0010 × 1,825 – 2 × 0.0305)
= Exp(6.4252)
= $617.19

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 31.75% per annum.
  • REGN price at the close of April 1, 2025 was lower than the bottom border of the secondary price channel by $0.19 (0.03%).
Stock Price Trends
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