Stock Price Trends

Guidewire Software Inc (GWRE)

Guidewire Software, Inc. provides software products for property and casualty insurers around the world. The company is headquartered in San Mateo, California.

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 68.27% per annum.
  • GWRE price at the close of April 29, 2025 was $204.95 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 11.32% per annum.
  • GWRE 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 GWRE 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 20, 2022
End date: April 29, 2025

a = 2.7602

b = 0.0014

s = 0.0788

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 68.27%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0788) – 1
= 37.08%

September 20, 2022 calculations

Top border of price channel:

Exp(Y602)
= Exp(a + b × X602 + 2 × s)
= Exp(a + b × 873 + 2 × s)
= Exp(2.7602 + 0.0014 × 873 + 2 × 0.0788)
= Exp(4.1625)
= $64.23

Bottom border of price channel:

Exp(Y602)
= Exp(a + b × X602 – 2 × s)
= Exp(a + b × 873 – 2 × s)
= Exp(2.7602 + 0.0014 × 873 – 2 × 0.0788)
= Exp(3.8471)
= $46.86

April 29, 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(2.7602 + 0.0014 × 1,825 + 2 × 0.0788)
= Exp(5.5197)
= $249.57

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(2.7602 + 0.0014 × 1,825 – 2 × 0.0788)
= Exp(5.2043)
= $182.06

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 68.27% per annum.
  • GWRE price at the close of April 29, 2025 was $204.95 and was inside the primary price channel.

Secondary Trend

Start date: September 13, 2024
End date: April 29, 2025

a = 4.7377

b = 0.0003

s = 0.0683

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 11.32%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0683) – 1
= 31.39%

September 13, 2024 calculations

Top border of price channel:

Exp(Y1,100)
= Exp(a + b × X1,100 + 2 × s)
= Exp(a + b × 1,597 + 2 × s)
= Exp(4.7377 + 0.0003 × 1,597 + 2 × 0.0683)
= Exp(5.3435)
= $209.24

Bottom border of price channel:

Exp(Y1,100)
= Exp(a + b × X1,100 – 2 × s)
= Exp(a + b × 1,597 – 2 × s)
= Exp(4.7377 + 0.0003 × 1,597 – 2 × 0.0683)
= Exp(5.0705)
= $159.25

April 29, 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(4.7377 + 0.0003 × 1,825 + 2 × 0.0683)
= Exp(5.4105)
= $223.74

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.7377 + 0.0003 × 1,825 – 2 × 0.0683)
= Exp(5.1375)
= $170.29

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 11.32% per annum.
  • GWRE price at the close of April 29, 2025 was inside the secondary price channel.