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 9.74% per annum.
  • F price at the close of March 28, 2025 was $9.72 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 3.63% per annum.
  • F price at the close of March 28, 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: October 7, 2021
End date: March 28, 2025

a = 2.7734

b = -0.0003

s = 0.1250

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0003) – 1
= -9.74%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1250) – 1
= 64.90%

October 7, 2021 calculations

Top border of price channel:

Exp(Y385)
= Exp(a + b × X385 + 2 × s)
= Exp(a + b × 556 + 2 × s)
= Exp(2.7734 + -0.0003 × 556 + 2 × 0.1250)
= Exp(2.8674)
= $17.59

Bottom border of price channel:

Exp(Y385)
= Exp(a + b × X385 – 2 × s)
= Exp(a + b × 556 – 2 × s)
= Exp(2.7734 + -0.0003 × 556 – 2 × 0.1250)
= Exp(2.3672)
= $10.67

March 28, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(2.7734 + -0.0003 × 1,824 + 2 × 0.1250)
= Exp(2.5114)
= $12.32

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(2.7734 + -0.0003 × 1,824 – 2 × 0.1250)
= Exp(2.0112)
= $7.47

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 9.74% per annum.
  • F price at the close of March 28, 2025 was $9.72 and was inside the primary price channel.

Secondary Trend

Start date: May 6, 2022
End date: March 28, 2025

a = 2.5153

b = -0.0001

s = 0.0911

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -3.63%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0911) – 1
= 43.98%

May 6, 2022 calculations

Top border of price channel:

Exp(Y531)
= Exp(a + b × X531 + 2 × s)
= Exp(a + b × 767 + 2 × s)
= Exp(2.5153 + -0.0001 × 767 + 2 × 0.0911)
= Exp(2.6198)
= $13.73

Bottom border of price channel:

Exp(Y531)
= Exp(a + b × X531 – 2 × s)
= Exp(a + b × 767 – 2 × s)
= Exp(2.5153 + -0.0001 × 767 – 2 × 0.0911)
= Exp(2.2552)
= $9.54

March 28, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,824 + 2 × s)
= Exp(2.5153 + -0.0001 × 1,824 + 2 × 0.0911)
= Exp(2.5126)
= $12.34

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,824 – 2 × s)
= Exp(2.5153 + -0.0001 × 1,824 – 2 × 0.0911)
= Exp(2.1481)
= $8.57

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 3.63% per annum.
  • F price at the close of March 28, 2025 was inside the secondary price channel.
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