Stock Price Trends

AMN Healthcare Services Inc (AMN)

AMN Healthcare Services, Inc. provides healthcare personnel solutions and staffing services to hospitals and healthcare facilities in the United States. The company is headquartered in Dallas, Taxas.

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 34.94% per annum.
  • AMN price at the close of November 19, 2024 was $25.05 and was lower than the bottom border of the primary price channel by $11.75 (31.92%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 84.86% per annum.
  • AMN price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $4.68 (15.74%).

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 AMN 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: June 27, 2022
End date: November 7, 2024

a = 5.9898

b = -0.0012

s = 0.1171

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0012) – 1
= -34.94%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1171) – 1
= 59.73%

June 27, 2022 calculations

Top border of price channel:

Exp(Y653)
= Exp(a + b × X653 + 2 × s)
= Exp(a + b × 950 + 2 × s)
= Exp(5.9898 + -0.0012 × 950 + 2 × 0.1171)
= Exp(5.1053)
= $164.89

Bottom border of price channel:

Exp(Y653)
= Exp(a + b × X653 – 2 × s)
= Exp(a + b × 950 – 2 × s)
= Exp(5.9898 + -0.0012 × 950 – 2 × 0.1171)
= Exp(4.6369)
= $103.23

November 7, 2024 calculations

Top border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 + 2 × s)
= Exp(a + b × 1,814 + 2 × s)
= Exp(5.9898 + -0.0012 × 1,814 + 2 × 0.1171)
= Exp(4.0879)
= $59.61

Bottom border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 – 2 × s)
= Exp(a + b × 1,814 – 2 × s)
= Exp(5.9898 + -0.0012 × 1,814 – 2 × 0.1171)
= Exp(3.6195)
= $37.32

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 34.94% per annum.
  • AMN price at the close of November 19, 2024 was $25.05 and was lower than the bottom border of the primary price channel by $11.75 (31.92%).

Secondary Trend

Start date: July 23, 2024
End date: November 7, 2024

a = 12.9595

b = -0.0052

s = 0.0620

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0052) – 1
= -84.86%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0620) – 1
= 28.16%

July 23, 2024 calculations

Top border of price channel:

Exp(Y1,173)
= Exp(a + b × X1,173 + 2 × s)
= Exp(a + b × 1,707 + 2 × s)
= Exp(12.9595 + -0.0052 × 1,707 + 2 × 0.0620)
= Exp(4.2557)
= $70.51

Bottom border of price channel:

Exp(Y1,173)
= Exp(a + b × X1,173 – 2 × s)
= Exp(a + b × 1,707 – 2 × s)
= Exp(12.9595 + -0.0052 × 1,707 – 2 × 0.0620)
= Exp(4.0076)
= $55.01

November 7, 2024 calculations

Top border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 + 2 × s)
= Exp(a + b × 1,814 + 2 × s)
= Exp(12.9595 + -0.0052 × 1,814 + 2 × 0.0620)
= Exp(3.7024)
= $40.54

Bottom border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 – 2 × s)
= Exp(a + b × 1,814 – 2 × s)
= Exp(12.9595 + -0.0052 × 1,814 – 2 × 0.0620)
= Exp(3.4542)
= $31.63

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 84.86% per annum.
  • AMN price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $4.68 (15.74%).