Stock Price Trends

Choice Hotels International Inc (CHH)

Choice Hotels International, Inc. is a global hotel franchisor. The company is headquartered in Rockville, Maryland.

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 5.56% per annum.
  • CHH price at the close of November 20, 2024 was $146.54 and was higher than the top border of the primary price channel by $19.74 (15.57%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 4.48% per annum.
  • CHH price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $6.36 (4.53%).
  • 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 CHH 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 15, 2021
End date: July 10, 2024

a = 4.9877

b = -0.0002

s = 0.0705

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0002) – 1
= -5.56%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0705) – 1
= 32.57%

September 15, 2021 calculations

Top border of price channel:

Exp(Y456)
= Exp(a + b × X456 + 2 × s)
= Exp(a + b × 664 + 2 × s)
= Exp(4.9877 + -0.0002 × 664 + 2 × 0.0705)
= Exp(5.0246)
= $152.11

Bottom border of price channel:

Exp(Y456)
= Exp(a + b × X456 – 2 × s)
= Exp(a + b × 664 – 2 × s)
= Exp(4.9877 + -0.0002 × 664 – 2 × 0.0705)
= Exp(4.7427)
= $114.74

July 10, 2024 calculations

Top border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 + 2 × s)
= Exp(a + b × 1,693 + 2 × s)
= Exp(4.9877 + -0.0002 × 1,693 + 2 × 0.0705)
= Exp(4.8635)
= $129.47

Bottom border of price channel:

Exp(Y1,163)
= Exp(a + b × X1,163 – 2 × s)
= Exp(a + b × 1,693 – 2 × s)
= Exp(4.9877 + -0.0002 × 1,693 – 2 × 0.0705)
= Exp(4.5815)
= $97.66

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 5.56% per annum.
  • CHH price at the close of November 20, 2024 was $146.54 and was higher than the top border of the primary price channel by $19.74 (15.57%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: June 10, 2022
End date: November 20, 2024

a = 4.6146

b = 0.0001

s = 0.0546

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 4.48%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0546) – 1
= 24.41%

June 10, 2022 calculations

Top border of price channel:

Exp(Y642)
= Exp(a + b × X642 + 2 × s)
= Exp(a + b × 932 + 2 × s)
= Exp(4.6146 + 0.0001 × 932 + 2 × 0.0546)
= Exp(4.8357)
= $125.92

Bottom border of price channel:

Exp(Y642)
= Exp(a + b × X642 – 2 × s)
= Exp(a + b × 932 – 2 × s)
= Exp(4.6146 + 0.0001 × 932 – 2 × 0.0546)
= Exp(4.6172)
= $101.21

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(4.6146 + 0.0001 × 1,826 + 2 × 0.0546)
= Exp(4.9430)
= $140.18

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.6146 + 0.0001 × 1,826 – 2 × 0.0546)
= Exp(4.7245)
= $112.68

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 4.48% per annum.
  • CHH price at the close of November 20, 2024 was higher than the top border of the secondary price channel by $6.36 (4.53%).