Stock Price Trends

Discover Financial Services (DFS)

Discover Financial Services is an American financial services company that owns and operates Discover Bank, which offers checking and savings accounts, personal loans, home equity loans, student loans and credit cards. It also owns and operates the Discover and Pulse networks, and owns Diners Club International. Discover is currently headquartered in the Chicago suburb of Riverwoods, Illinois.

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 66.61% per annum.
  • DFS price at the close of November 20, 2024 was $172.77 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 327.31% per annum.
  • DFS 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 DFS 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 15, 2023
End date: November 20, 2024

a = 2.5118

b = 0.0014

s = 0.0687

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 66.61%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0687) – 1
= 31.65%

August 15, 2023 calculations

Top border of price channel:

Exp(Y937)
= Exp(a + b × X937 + 2 × s)
= Exp(a + b × 1,363 + 2 × s)
= Exp(2.5118 + 0.0014 × 1,363 + 2 × 0.0687)
= Exp(4.5556)
= $95.17

Bottom border of price channel:

Exp(Y937)
= Exp(a + b × X937 – 2 × s)
= Exp(a + b × 1,363 – 2 × s)
= Exp(2.5118 + 0.0014 × 1,363 – 2 × 0.0687)
= Exp(4.2806)
= $72.29

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(2.5118 + 0.0014 × 1,826 + 2 × 0.0687)
= Exp(5.2032)
= $181.85

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5118 + 0.0014 × 1,826 – 2 × 0.0687)
= Exp(4.9282)
= $138.13

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 66.61% per annum.
  • DFS price at the close of November 20, 2024 was $172.77 and was inside the primary price channel.

Secondary Trend

Start date: September 5, 2024
End date: November 20, 2024

a = -2.1188

b = 0.0040

s = 0.0424

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0040) – 1
= 327.31%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0424) – 1
= 18.47%

September 5, 2024 calculations

Top border of price channel:

Exp(Y1,203)
= Exp(a + b × X1,203 + 2 × s)
= Exp(a + b × 1,750 + 2 × s)
= Exp(-2.1188 + 0.0040 × 1,750 + 2 × 0.0424)
= Exp(4.9293)
= $138.28

Bottom border of price channel:

Exp(Y1,203)
= Exp(a + b × X1,203 – 2 × s)
= Exp(a + b × 1,750 – 2 × s)
= Exp(-2.1188 + 0.0040 × 1,750 – 2 × 0.0424)
= Exp(4.7598)
= $116.72

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(-2.1188 + 0.0040 × 1,826 + 2 × 0.0424)
= Exp(5.2317)
= $187.10

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-2.1188 + 0.0040 × 1,826 – 2 × 0.0424)
= Exp(5.0622)
= $157.93

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 327.31% per annum.
  • DFS price at the close of November 20, 2024 was inside the secondary price channel.