Stock Price Trends

Burlington Stores Inc (BURL)

Burlington Stores, Inc. is a branded apparel retailer in the United States. The company is headquartered in Burlington, New Jersey.

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 82.47% per annum.
  • BURL price at the close of November 20, 2024 was $269.02 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 17.91% per annum.
  • BURL price at the close of November 20, 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 BURL 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: August 24, 2023
End date: November 20, 2024

a = 2.6644

b = 0.0016

s = 0.1082

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0016) – 1
= 82.47%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1082) – 1
= 54.14%

August 24, 2023 calculations

Top border of price channel:

Exp(Y944)
= Exp(a + b × X944 + 2 × s)
= Exp(a + b × 1,372 + 2 × s)
= Exp(2.6644 + 0.0016 × 1,372 + 2 × 0.1082)
= Exp(5.1414)
= $170.96

Bottom border of price channel:

Exp(Y944)
= Exp(a + b × X944 – 2 × s)
= Exp(a + b × 1,372 – 2 × s)
= Exp(2.6644 + 0.0016 × 1,372 – 2 × 0.1082)
= Exp(4.7087)
= $110.91

November 20, 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(2.6644 + 0.0016 × 1,826 + 2 × 0.1082)
= Exp(5.8895)
= $361.22

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.6644 + 0.0016 × 1,826 – 2 × 0.1082)
= Exp(5.4568)
= $234.34

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 82.47% per annum.
  • BURL price at the close of November 20, 2024 was $269.02 and was inside the primary price channel.

Secondary Trend

Start date: August 15, 2024
End date: November 20, 2024

a = 6.5334

b = -0.0005

s = 0.0306

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0005) – 1
= -17.91%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0306) – 1
= 13.04%

August 15, 2024 calculations

Top border of price channel:

Exp(Y1,189)
= Exp(a + b × X1,189 + 2 × s)
= Exp(a + b × 1,729 + 2 × s)
= Exp(6.5334 + -0.0005 × 1,729 + 2 × 0.0306)
= Exp(5.6595)
= $287.01

Bottom border of price channel:

Exp(Y1,189)
= Exp(a + b × X1,189 – 2 × s)
= Exp(a + b × 1,729 – 2 × s)
= Exp(6.5334 + -0.0005 × 1,729 – 2 × 0.0306)
= Exp(5.5370)
= $253.90

November 20, 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(6.5334 + -0.0005 × 1,826 + 2 × 0.0306)
= Exp(5.6071)
= $272.34

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(6.5334 + -0.0005 × 1,826 – 2 × 0.0306)
= Exp(5.4845)
= $240.93

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 17.91% per annum.
  • BURL price at the close of November 20, 2024 was inside the secondary price channel.