Stock Price Trends

Five Below Inc (FIVE)

Five Below, Inc. is a specialty value retailer in the United States. The company is headquartered in Philadelphia, Pennsylvania.

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 39.76% per annum.
  • FIVE price at the close of March 31, 2025 was $74.93 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 72.46% per annum.
  • FIVE price at the close of March 31, 2025 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 FIVE 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: January 31, 2023
End date: March 31, 2025

a = 6.9286

b = -0.0014

s = 0.1832

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0014) – 1
= -39.76%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1832) – 1
= 108.05%

January 31, 2023 calculations

Top border of price channel:

Exp(Y713)
= Exp(a + b × X713 + 2 × s)
= Exp(a + b × 1,035 + 2 × s)
= Exp(6.9286 + -0.0014 × 1,035 + 2 × 0.1832)
= Exp(5.8575)
= $349.86

Bottom border of price channel:

Exp(Y713)
= Exp(a + b × X713 – 2 × s)
= Exp(a + b × 1,035 – 2 × s)
= Exp(6.9286 + -0.0014 × 1,035 – 2 × 0.1832)
= Exp(5.1249)
= $168.16

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(6.9286 + -0.0014 × 1,825 + 2 × 0.1832)
= Exp(4.7604)
= $116.79

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(6.9286 + -0.0014 × 1,825 – 2 × 0.1832)
= Exp(4.0278)
= $56.14

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 39.76% per annum.
  • FIVE price at the close of March 31, 2025 was $74.93 and was inside the primary price channel.

Secondary Trend

Start date: December 5, 2024
End date: March 31, 2025

a = 10.7648

b = -0.0035

s = 0.0391

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0035) – 1
= -72.46%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0391) – 1
= 16.92%

December 5, 2024 calculations

Top border of price channel:

Exp(Y1,178)
= Exp(a + b × X1,178 + 2 × s)
= Exp(a + b × 1,709 + 2 × s)
= Exp(10.7648 + -0.0035 × 1,709 + 2 × 0.0391)
= Exp(4.8058)
= $122.21

Bottom border of price channel:

Exp(Y1,178)
= Exp(a + b × X1,178 – 2 × s)
= Exp(a + b × 1,709 – 2 × s)
= Exp(10.7648 + -0.0035 × 1,709 – 2 × 0.0391)
= Exp(4.6494)
= $104.53

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(10.7648 + -0.0035 × 1,825 + 2 × 0.0391)
= Exp(4.3960)
= $81.12

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(10.7648 + -0.0035 × 1,825 – 2 × 0.0391)
= Exp(4.2397)
= $69.39

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 72.46% per annum.
  • FIVE price at the close of March 31, 2025 was inside the secondary price channel.