Stock Price Trends

CNO Financial Group Inc (CNO)

CNO Financial Group, Inc. develops, markets, and manages health insurance, annuities, individual life insurance, and other insurance products for the middle-income and senior markets in the United States. The company is headquartered in Carmel, Indiana.

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 95.52% per annum.
  • CNO price at the close of November 20, 2024 was $38.83 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 705.98% per annum.
  • CNO price at the close of November 20, 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 CNO 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 9, 2024
End date: November 20, 2024

a = 0.2853

b = 0.0018

s = 0.0370

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0018) – 1
= 95.52%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0370) – 1
= 15.95%

April 9, 2024 calculations

Top border of price channel:

Exp(Y1,100)
= Exp(a + b × X1,100 + 2 × s)
= Exp(a + b × 1,601 + 2 × s)
= Exp(0.2853 + 0.0018 × 1,601 + 2 × 0.0370)
= Exp(3.3002)
= $27.12

Bottom border of price channel:

Exp(Y1,100)
= Exp(a + b × X1,100 – 2 × s)
= Exp(a + b × 1,601 – 2 × s)
= Exp(0.2853 + 0.0018 × 1,601 – 2 × 0.0370)
= Exp(3.1522)
= $23.39

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(0.2853 + 0.0018 × 1,826 + 2 × 0.0370)
= Exp(3.7135)
= $41.00

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.2853 + 0.0018 × 1,826 – 2 × 0.0370)
= Exp(3.5655)
= $35.36

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 95.52% per annum.
  • CNO price at the close of November 20, 2024 was $38.83 and was inside the primary price channel.

Secondary Trend

Start date: October 23, 2024
End date: November 20, 2024

a = -6.7454

b = 0.0057

s = 0.0302

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0057) – 1
= 705.98%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0302) – 1
= 12.85%

October 23, 2024 calculations

Top border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 + 2 × s)
= Exp(a + b × 1,798 + 2 × s)
= Exp(-6.7454 + 0.0057 × 1,798 + 2 × 0.0302)
= Exp(3.5951)
= $36.42

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,798 – 2 × s)
= Exp(-6.7454 + 0.0057 × 1,798 – 2 × 0.0302)
= Exp(3.4742)
= $32.27

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(-6.7454 + 0.0057 × 1,826 + 2 × 0.0302)
= Exp(3.7552)
= $42.74

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-6.7454 + 0.0057 × 1,826 – 2 × 0.0302)
= Exp(3.6343)
= $37.88

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 705.98% per annum.
  • CNO price at the close of November 20, 2024 was inside the secondary price channel.