Stock Price Trends

Allegro Microsystems Inc (ALGM)

Allegro MicroSystems, Inc. designs, develops, manufactures and markets sensor integrated circuits (ICs) and analog power ICs for specific applications for motion control and energy efficient systems. The company is headquartered in Manchester, New Hampshire.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 33.27% per annum.
  • ALGM price at the close of April 29, 2025 was $18.76 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 18.08% per annum.
  • ALGM price at the close of April 29, 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 ALGM 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: January 31, 2023
End date: January 15, 2025

a = 4.7260

b = -0.0011

s = 0.1105

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0011) – 1
= -33.27%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1105) – 1
= 55.57%

January 31, 2023 calculations

Top border of price channel:

Exp(Y566)
= Exp(a + b × X566 + 2 × s)
= Exp(a + b × 824 + 2 × s)
= Exp(4.7260 + -0.0011 × 824 + 2 × 0.1105)
= Exp(4.0339)
= $56.48

Bottom border of price channel:

Exp(Y566)
= Exp(a + b × X566 – 2 × s)
= Exp(a + b × 824 – 2 × s)
= Exp(4.7260 + -0.0011 × 824 – 2 × 0.1105)
= Exp(3.5920)
= $36.31

January 15, 2025 calculations

Top border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 + 2 × s)
= Exp(a + b × 1,539 + 2 × s)
= Exp(4.7260 + -0.0011 × 1,539 + 2 × 0.1105)
= Exp(3.2416)
= $25.58

Bottom border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 – 2 × s)
= Exp(a + b × 1,539 – 2 × s)
= Exp(4.7260 + -0.0011 × 1,539 – 2 × 0.1105)
= Exp(2.7997)
= $16.44

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 33.27% per annum.
  • ALGM price at the close of April 29, 2025 was $18.76 and was inside the primary price channel.

Secondary Trend

Start date: September 15, 2023
End date: April 14, 2025

a = 3.9909

b = -0.0005

s = 0.1023

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0005) – 1
= -18.08%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1023) – 1
= 50.59%

September 15, 2023 calculations

Top border of price channel:

Exp(Y723)
= Exp(a + b × X723 + 2 × s)
= Exp(a + b × 1,051 + 2 × s)
= Exp(3.9909 + -0.0005 × 1,051 + 2 × 0.1023)
= Exp(3.6214)
= $37.39

Bottom border of price channel:

Exp(Y723)
= Exp(a + b × X723 – 2 × s)
= Exp(a + b × 1,051 – 2 × s)
= Exp(3.9909 + -0.0005 × 1,051 – 2 × 0.1023)
= Exp(3.2121)
= $24.83

April 14, 2025 calculations

Top border of price channel:

Exp(Y1,118)
= Exp(a + b × X1,118 + 2 × s)
= Exp(a + b × 1,628 + 2 × s)
= Exp(3.9909 + -0.0005 × 1,628 + 2 × 0.1023)
= Exp(3.3062)
= $27.28

Bottom border of price channel:

Exp(Y1,118)
= Exp(a + b × X1,118 – 2 × s)
= Exp(a + b × 1,628 – 2 × s)
= Exp(3.9909 + -0.0005 × 1,628 – 2 × 0.1023)
= Exp(2.8968)
= $18.12

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 18.08% per annum.
  • ALGM price at the close of April 29, 2025 was inside the secondary price channel.