Stock Price Trends

Cal-Maine Foods Inc (CALM)

Cal-Maine Foods, Inc. produces, grades, packs, markets and distributes shell eggs. The company is headquartered in Jackson, Mississippi.

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 181.36% per annum.
  • CALM price at the close of January 27, 2025 was $109.38 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 242.39% per annum.
  • CALM price at the close of January 27, 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 CALM 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: April 26, 2024
End date: January 27, 2025

a = -0.4508

b = 0.0028

s = 0.0480

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0028) – 1
= 181.36%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0480) – 1
= 21.18%

April 26, 2024 calculations

Top border of price channel:

Exp(Y1,069)
= Exp(a + b × X1,069 + 2 × s)
= Exp(a + b × 1,550 + 2 × s)
= Exp(-0.4508 + 0.0028 × 1,550 + 2 × 0.0480)
= Exp(4.0382)
= $56.72

Bottom border of price channel:

Exp(Y1,069)
= Exp(a + b × X1,069 – 2 × s)
= Exp(a + b × 1,550 – 2 × s)
= Exp(-0.4508 + 0.0028 × 1,550 – 2 × 0.0480)
= Exp(3.8460)
= $46.81

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(-0.4508 + 0.0028 × 1,826 + 2 × 0.0480)
= Exp(4.8204)
= $124.01

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-0.4508 + 0.0028 × 1,826 – 2 × 0.0480)
= Exp(4.6283)
= $102.34

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 181.36% per annum.
  • CALM price at the close of January 27, 2025 was $109.38 and was inside the primary price channel.

Secondary Trend

Start date: August 23, 2024
End date: January 27, 2025

a = -1.3937

b = 0.0034

s = 0.0491

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0034) – 1
= 242.39%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0491) – 1
= 21.71%

August 23, 2024 calculations

Top border of price channel:

Exp(Y1,151)
= Exp(a + b × X1,151 + 2 × s)
= Exp(a + b × 1,669 + 2 × s)
= Exp(-1.3937 + 0.0034 × 1,669 + 2 × 0.0491)
= Exp(4.3325)
= $76.13

Bottom border of price channel:

Exp(Y1,151)
= Exp(a + b × X1,151 – 2 × s)
= Exp(a + b × 1,669 – 2 × s)
= Exp(-1.3937 + 0.0034 × 1,669 – 2 × 0.0491)
= Exp(4.1360)
= $62.55

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(-1.3937 + 0.0034 × 1,826 + 2 × 0.0491)
= Exp(4.8619)
= $129.27

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-1.3937 + 0.0034 × 1,826 – 2 × 0.0491)
= Exp(4.6654)
= $106.21

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 242.39% per annum.
  • CALM price at the close of January 27, 2025 was inside the secondary price channel.