Stock Price Trends

Alphabet Inc Class A (GOOGL) 

Alphabet Inc. is an American multinational conglomerate headquartered in Mountain View, California. It was created through a restructuring of Google on October 2, 2015, and became the parent company of Google and several former Google subsidiaries. The two co-founders of Google remained as controlling shareholders, board members, and employees at Alphabet. Alphabet is the world's fourth-largest technology company by revenue and one of the world's most valuable companies.

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 49.39% per annum.
  • GOOGL price at the close of September 16, 2024 was $158.06 and was lower than the bottom border of the primary price channel by $11.17 (6.60%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 61.90% per annum.
  • GOOGL price at the close of September 16, 2024 was inside the secondary price channel.
  • The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.

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 GOOGL 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 26, 2022
End date: August 1, 2024

a = 3.2375

b = 0.0011

s = 0.0572

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0011) – 1
= 49.39%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0572) – 1
= 25.69%

October 26, 2022 calculations

Top border of price channel:

Exp(Y784)
= Exp(a + b × X784 + 2 × s)
= Exp(a + b × 1,135 + 2 × s)
= Exp(3.2375 + 0.0011 × 1,135 + 2 × 0.0572)
= Exp(4.6000)
= $99.48

Bottom border of price channel:

Exp(Y784)
= Exp(a + b × X784 – 2 × s)
= Exp(a + b × 1,135 – 2 × s)
= Exp(3.2375 + 0.0011 × 1,135 – 2 × 0.0572)
= Exp(4.3714)
= $79.15

August 1, 2024 calculations

Top border of price channel:

Exp(Y1,226)
= Exp(a + b × X1,226 + 2 × s)
= Exp(a + b × 1,780 + 2 × s)
= Exp(3.2375 + 0.0011 × 1,780 + 2 × 0.0572)
= Exp(5.3093)
= $202.20

Bottom border of price channel:

Exp(Y1,226)
= Exp(a + b × X1,226 – 2 × s)
= Exp(a + b × 1,780 – 2 × s)
= Exp(3.2375 + 0.0011 × 1,780 – 2 × 0.0572)
= Exp(5.0807)
= $160.88

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 49.39% per annum.
  • GOOGL price at the close of September 16, 2024 was $158.06 and was lower than the bottom border of the primary price channel by $11.17 (6.60%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: June 25, 2024
End date: September 16, 2024

a = 9.8474

b = -0.0026

s = 0.0295

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0026) – 1
= -61.90%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0295) – 1
= 12.52%

June 25, 2024 calculations

Top border of price channel:

Exp(Y1,200)
= Exp(a + b × X1,200 + 2 × s)
= Exp(a + b × 1,743 + 2 × s)
= Exp(9.8474 + -0.0026 × 1,743 + 2 × 0.0295)
= Exp(5.2982)
= $199.98

Bottom border of price channel:

Exp(Y1,200)
= Exp(a + b × X1,200 – 2 × s)
= Exp(a + b × 1,743 – 2 × s)
= Exp(9.8474 + -0.0026 × 1,743 – 2 × 0.0295)
= Exp(5.1802)
= $177.72

September 16, 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(9.8474 + -0.0026 × 1,826 + 2 × 0.0295)
= Exp(5.0788)
= $160.57

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(9.8474 + -0.0026 × 1,826 – 2 × 0.0295)
= Exp(4.9608)
= $142.71

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 61.90% per annum.
  • GOOGL price at the close of September 16, 2024 was inside the secondary price channel.