Stock Price Trends

Hilton Worldwide Holdings Inc (HLT)

Hilton Worldwide Holdings Inc., formerly Hilton Hotels Corporation, is an American multinational hospitality company that manages and franchises a broad portfolio of hotels and resorts.

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 44.23% per annum.
  • HLT price at the close of November 20, 2024 was $250.14 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 97.48% per annum.
  • HLT 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 HLT 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 13, 2023
End date: November 20, 2024

a = 3.6673

b = 0.0010

s = 0.0456

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 44.23%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0456) – 1
= 20.00%

March 13, 2023 calculations

Top border of price channel:

Exp(Y830)
= Exp(a + b × X830 + 2 × s)
= Exp(a + b × 1,208 + 2 × s)
= Exp(3.6673 + 0.0010 × 1,208 + 2 × 0.0456)
= Exp(4.9705)
= $144.10

Bottom border of price channel:

Exp(Y830)
= Exp(a + b × X830 – 2 × s)
= Exp(a + b × 1,208 – 2 × s)
= Exp(3.6673 + 0.0010 × 1,208 – 2 × 0.0456)
= Exp(4.7882)
= $120.09

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(3.6673 + 0.0010 × 1,826 + 2 × 0.0456)
= Exp(5.5906)
= $267.89

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.6673 + 0.0010 × 1,826 – 2 × 0.0456)
= Exp(5.4083)
= $223.24

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 44.23% per annum.
  • HLT price at the close of November 20, 2024 was $250.14 and was inside the primary price channel.

Secondary Trend

Start date: August 2, 2024
End date: November 20, 2024

a = 2.1202

b = 0.0019

s = 0.0167

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 97.48%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0167) – 1
= 6.92%

August 2, 2024 calculations

Top border of price channel:

Exp(Y1,180)
= Exp(a + b × X1,180 + 2 × s)
= Exp(a + b × 1,716 + 2 × s)
= Exp(2.1202 + 0.0019 × 1,716 + 2 × 0.0167)
= Exp(5.3528)
= $211.19

Bottom border of price channel:

Exp(Y1,180)
= Exp(a + b × X1,180 – 2 × s)
= Exp(a + b × 1,716 – 2 × s)
= Exp(2.1202 + 0.0019 × 1,716 – 2 × 0.0167)
= Exp(5.2858)
= $197.51

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(2.1202 + 0.0019 × 1,826 + 2 × 0.0167)
= Exp(5.5578)
= $259.26

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.1202 + 0.0019 × 1,826 – 2 × 0.0167)
= Exp(5.4909)
= $242.47

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 97.48% per annum.
  • HLT price at the close of November 20, 2024 was inside the secondary price channel.