Stock Price Trends

Hasbro Inc (HAS)

Hasbro, Inc. is an American multinational conglomerate with toy, board game, and media assets, headquartered in Pawtucket, Rhode Island.

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 67.89% per annum.
  • HAS price at the close of November 20, 2024 was $61.85 and was lower than the bottom border of the primary price channel by $6.51 (9.53%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 73.45% per annum.
  • HAS price at the close of November 20, 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 HAS 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: October 26, 2023
End date: October 23, 2024

a = 1.7142

b = 0.0014

s = 0.0407

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 67.89%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0407) – 1
= 17.68%

October 26, 2023 calculations

Top border of price channel:

Exp(Y988)
= Exp(a + b × X988 + 2 × s)
= Exp(a + b × 1,435 + 2 × s)
= Exp(1.7142 + 0.0014 × 1,435 + 2 × 0.0407)
= Exp(3.8326)
= $46.18

Bottom border of price channel:

Exp(Y988)
= Exp(a + b × X988 – 2 × s)
= Exp(a + b × 1,435 – 2 × s)
= Exp(1.7142 + 0.0014 × 1,435 – 2 × 0.0407)
= Exp(3.6698)
= $39.25

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(1.7142 + 0.0014 × 1,798 + 2 × 0.0407)
= Exp(4.3479)
= $77.32

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,798 – 2 × s)
= Exp(1.7142 + 0.0014 × 1,798 – 2 × 0.0407)
= Exp(4.1851)
= $65.70

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 67.89% per annum.
  • HAS price at the close of November 20, 2024 was $61.85 and was lower than the bottom border of the primary price channel by $6.51 (9.53%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: September 30, 2024
End date: November 20, 2024

a = 10.7465

b = -0.0036

s = 0.0199

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0036) – 1
= -73.45%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0199) – 1
= 8.28%

September 30, 2024 calculations

Top border of price channel:

Exp(Y1,220)
= Exp(a + b × X1,220 + 2 × s)
= Exp(a + b × 1,775 + 2 × s)
= Exp(10.7465 + -0.0036 × 1,775 + 2 × 0.0199)
= Exp(4.3378)
= $76.54

Bottom border of price channel:

Exp(Y1,220)
= Exp(a + b × X1,220 – 2 × s)
= Exp(a + b × 1,775 – 2 × s)
= Exp(10.7465 + -0.0036 × 1,775 – 2 × 0.0199)
= Exp(4.2583)
= $70.69

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(10.7465 + -0.0036 × 1,826 + 2 × 0.0199)
= Exp(4.1525)
= $63.59

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(10.7465 + -0.0036 × 1,826 – 2 × 0.0199)
= Exp(4.0730)
= $58.73

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 73.45% per annum.
  • HAS price at the close of November 20, 2024 was inside the secondary price channel.