Stock Analysis on Net

Ford Motor Co. (NYSE:F)

Stock Price Trends


Summary

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 9.57% per annum.
  • F price at the close of February 20, 2025 was $9.39 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 3.18% per annum.
  • F price at the close of February 20, 2025 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 F 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 27, 2021
End date: February 20, 2025

a = 2.7760

b = -0.0003

s = 0.1270

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -9.57%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1270) – 1
= 66.20%

September 27, 2021 calculations

Top border of price channel:

Exp(Y403)
= Exp(a + b × X403 + 2 × s)
= Exp(a + b × 584 + 2 × s)
= Exp(2.7760 + -0.0003 × 584 + 2 × 0.1270)
= Exp(2.8692)
= $17.62

Bottom border of price channel:

Exp(Y403)
= Exp(a + b × X403 – 2 × s)
= Exp(a + b × 584 – 2 × s)
= Exp(2.7760 + -0.0003 × 584 – 2 × 0.1270)
= Exp(2.3612)
= $10.60

February 20, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(2.7760 + -0.0003 × 1,826 + 2 × 0.1270)
= Exp(2.5271)
= $12.52

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.7760 + -0.0003 × 1,826 – 2 × 0.1270)
= Exp(2.0190)
= $7.53

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 9.57% per annum.
  • F price at the close of February 20, 2025 was $9.39 and was inside the primary price channel.

Secondary Trend

Start date: May 6, 2022
End date: February 20, 2025

a = 2.5043

b = -0.0001

s = 0.0918

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -3.18%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0918) – 1
= 44.38%

May 6, 2022 calculations

Top border of price channel:

Exp(Y557)
= Exp(a + b × X557 + 2 × s)
= Exp(a + b × 805 + 2 × s)
= Exp(2.5043 + -0.0001 × 805 + 2 × 0.0918)
= Exp(2.6167)
= $13.69

Bottom border of price channel:

Exp(Y557)
= Exp(a + b × X557 – 2 × s)
= Exp(a + b × 805 – 2 × s)
= Exp(2.5043 + -0.0001 × 805 – 2 × 0.0918)
= Exp(2.2494)
= $9.48

February 20, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(2.5043 + -0.0001 × 1,826 + 2 × 0.0918)
= Exp(2.5263)
= $12.51

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5043 + -0.0001 × 1,826 – 2 × 0.0918)
= Exp(2.1590)
= $8.66

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 3.18% per annum.
  • F price at the close of February 20, 2025 was inside the secondary price channel.
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