Stock Price Trends

Bread Financial Holdings Inc (BFH)

Bread Financial Holdings Inc. provides lending and payment technology solutions to customers and consumer-based industries in North America. The company is headquartered in Columbus, Ohio.

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 97.92% per annum.
  • BFH price at the close of November 19, 2024 was $57.59 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 16.70% per annum.
  • BFH price at the close of November 19, 2024 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 BFH 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 13, 2023
End date: November 19, 2024

a = 0.6345

b = 0.0019

s = 0.0733

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 97.92%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0733) – 1
= 34.07%

October 13, 2023 calculations

Top border of price channel:

Exp(Y980)
= Exp(a + b × X980 + 2 × s)
= Exp(a + b × 1,423 + 2 × s)
= Exp(0.6345 + 0.0019 × 1,423 + 2 × 0.0733)
= Exp(3.4426)
= $31.27

Bottom border of price channel:

Exp(Y980)
= Exp(a + b × X980 – 2 × s)
= Exp(a + b × 1,423 – 2 × s)
= Exp(0.6345 + 0.0019 × 1,423 – 2 × 0.0733)
= Exp(3.1494)
= $23.32

November 19, 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(0.6345 + 0.0019 × 1,826 + 2 × 0.0733)
= Exp(4.1964)
= $66.44

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.6345 + 0.0019 × 1,826 – 2 × 0.0733)
= Exp(3.9032)
= $49.56

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 97.92% per annum.
  • BFH price at the close of November 19, 2024 was $57.59 and was inside the primary price channel.

Secondary Trend

Start date: July 15, 2024
End date: November 19, 2024

a = 3.1994

b = 0.0004

s = 0.0761

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0004) – 1
= 16.70%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0761) – 1
= 35.57%

July 15, 2024 calculations

Top border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 + 2 × s)
= Exp(a + b × 1,699 + 2 × s)
= Exp(3.1994 + 0.0004 × 1,699 + 2 × 0.0761)
= Exp(4.0704)
= $58.58

Bottom border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 – 2 × s)
= Exp(a + b × 1,699 – 2 × s)
= Exp(3.1994 + 0.0004 × 1,699 – 2 × 0.0761)
= Exp(3.7660)
= $43.21

November 19, 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(3.1994 + 0.0004 × 1,826 + 2 × 0.0761)
= Exp(4.1241)
= $61.81

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.1994 + 0.0004 × 1,826 – 2 × 0.0761)
= Exp(3.8197)
= $45.59

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 16.70% per annum.
  • BFH price at the close of November 19, 2024 was inside the secondary price channel.