Stock Price Trends

Fortune Brands Innovations Inc. (FBIN)

Fortune Brands Innovations, Inc. provides water, outdoor, and security products, including water management, connected products, outdoor living, material conversion, sustainability, safety, and wellness. The company is headquartered in Deerfield, 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 23.63% per annum.
  • FBIN price at the close of November 19, 2024 was $73.54 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 87.79% per annum.
  • FBIN price at the close of November 19, 2024 was inside the secondary price channel.
  • 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 FBIN 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: June 10, 2022
End date: November 11, 2024

a = 3.3720

b = 0.0006

s = 0.0847

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0006) – 1
= 23.63%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0847) – 1
= 40.34%

June 10, 2022 calculations

Top border of price channel:

Exp(Y643)
= Exp(a + b × X643 + 2 × s)
= Exp(a + b × 933 + 2 × s)
= Exp(3.3720 + 0.0006 × 933 + 2 × 0.0847)
= Exp(4.0837)
= $59.36

Bottom border of price channel:

Exp(Y643)
= Exp(a + b × X643 – 2 × s)
= Exp(a + b × 933 – 2 × s)
= Exp(3.3720 + 0.0006 × 933 – 2 × 0.0847)
= Exp(3.7448)
= $42.30

November 11, 2024 calculations

Top border of price channel:

Exp(Y1,251)
= Exp(a + b × X1,251 + 2 × s)
= Exp(a + b × 1,818 + 2 × s)
= Exp(3.3720 + 0.0006 × 1,818 + 2 × 0.0847)
= Exp(4.5979)
= $99.28

Bottom border of price channel:

Exp(Y1,251)
= Exp(a + b × X1,251 – 2 × s)
= Exp(a + b × 1,818 – 2 × s)
= Exp(3.3720 + 0.0006 × 1,818 – 2 × 0.0847)
= Exp(4.2590)
= $70.74

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 23.63% per annum.
  • FBIN price at the close of November 19, 2024 was $73.54 and was inside the primary price channel.

Secondary Trend

Start date: October 14, 2024
End date: November 19, 2024

a = 14.8300

b = -0.0058

s = 0.0225

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0058) – 1
= -87.79%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0225) – 1
= 9.40%

October 14, 2024 calculations

Top border of price channel:

Exp(Y1,231)
= Exp(a + b × X1,231 + 2 × s)
= Exp(a + b × 1,790 + 2 × s)
= Exp(14.8300 + -0.0058 × 1,790 + 2 × 0.0225)
= Exp(4.5631)
= $95.88

Bottom border of price channel:

Exp(Y1,231)
= Exp(a + b × X1,231 – 2 × s)
= Exp(a + b × 1,790 – 2 × s)
= Exp(14.8300 + -0.0058 × 1,790 – 2 × 0.0225)
= Exp(4.4733)
= $87.65

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(14.8300 + -0.0058 × 1,826 + 2 × 0.0225)
= Exp(4.3557)
= $77.92

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(14.8300 + -0.0058 × 1,826 – 2 × 0.0225)
= Exp(4.2659)
= $71.23

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 87.79% per annum.
  • FBIN price at the close of November 19, 2024 was inside the secondary price channel.