Stock Price Trends

Axa Equitable Holdings Inc (EQH)

Equitable Holdings, Inc. is a globally diversified financial services company. The company is headquartered in New York, New York.

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 54.15% per annum.
  • EQH price at the close of November 19, 2024 was $46.60 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 170.43% per annum.
  • EQH price at the close of November 19, 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 EQH 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: March 15, 2023
End date: November 19, 2024

a = 1.6758

b = 0.0012

s = 0.0501

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0012) – 1
= 54.15%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0501) – 1
= 22.19%

March 15, 2023 calculations

Top border of price channel:

Exp(Y833)
= Exp(a + b × X833 + 2 × s)
= Exp(a + b × 1,211 + 2 × s)
= Exp(1.6758 + 0.0012 × 1,211 + 2 × 0.0501)
= Exp(3.2118)
= $24.82

Bottom border of price channel:

Exp(Y833)
= Exp(a + b × X833 – 2 × s)
= Exp(a + b × 1,211 – 2 × s)
= Exp(1.6758 + 0.0012 × 1,211 – 2 × 0.0501)
= Exp(3.0114)
= $20.32

November 19, 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(1.6758 + 0.0012 × 1,826 + 2 × 0.0501)
= Exp(3.9409)
= $51.47

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.6758 + 0.0012 × 1,826 – 2 × 0.0501)
= Exp(3.7406)
= $42.12

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 54.15% per annum.
  • EQH price at the close of November 19, 2024 was $46.60 and was inside the primary price channel.

Secondary Trend

Start date: September 5, 2024
End date: November 19, 2024

a = -1.0941

b = 0.0027

s = 0.0219

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0027) – 1
= 170.43%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0219) – 1
= 9.14%

September 5, 2024 calculations

Top border of price channel:

Exp(Y1,204)
= Exp(a + b × X1,204 + 2 × s)
= Exp(a + b × 1,751 + 2 × s)
= Exp(-1.0941 + 0.0027 × 1,751 + 2 × 0.0219)
= Exp(3.7222)
= $41.35

Bottom border of price channel:

Exp(Y1,204)
= Exp(a + b × X1,204 – 2 × s)
= Exp(a + b × 1,751 – 2 × s)
= Exp(-1.0941 + 0.0027 × 1,751 – 2 × 0.0219)
= Exp(3.6348)
= $37.89

November 19, 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(-1.0941 + 0.0027 × 1,826 + 2 × 0.0219)
= Exp(3.9266)
= $50.73

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-1.0941 + 0.0027 × 1,826 – 2 × 0.0219)
= Exp(3.8392)
= $46.49

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 170.43% per annum.
  • EQH price at the close of November 19, 2024 was inside the secondary price channel.