Stock Price Trends

Hertz Global Holdings Inc (HTZ)

Hertz Global Holdings, Inc. is a car rental company. The company is headquartered in Estero, Florida.

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 70.03% per annum.
  • HTZ price at the close of January 27, 2025 was $4.25 and was higher than the top border of the primary price channel by $1.05 (32.79%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 14.23% per annum.
  • HTZ price at the close of January 27, 2025 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 HTZ 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: February 1, 2023
End date: November 11, 2024

a = 5.1199

b = -0.0033

s = 0.1776

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0033) – 1
= -70.03%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1776) – 1
= 103.52%

February 1, 2023 calculations

Top border of price channel:

Exp(Y399)
= Exp(a + b × X399 + 2 × s)
= Exp(a + b × 580 + 2 × s)
= Exp(5.1199 + -0.0033 × 580 + 2 × 0.1776)
= Exp(3.5603)
= $35.17

Bottom border of price channel:

Exp(Y399)
= Exp(a + b × X399 – 2 × s)
= Exp(a + b × 580 – 2 × s)
= Exp(5.1199 + -0.0033 × 580 – 2 × 0.1776)
= Exp(2.8497)
= $17.28

November 11, 2024 calculations

Top border of price channel:

Exp(Y846)
= Exp(a + b × X846 + 2 × s)
= Exp(a + b × 1,229 + 2 × s)
= Exp(5.1199 + -0.0033 × 1,229 + 2 × 0.1776)
= Exp(1.4176)
= $4.13

Bottom border of price channel:

Exp(Y846)
= Exp(a + b × X846 – 2 × s)
= Exp(a + b × 1,229 – 2 × s)
= Exp(5.1199 + -0.0033 × 1,229 – 2 × 0.1776)
= Exp(0.7070)
= $2.03

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 70.03% per annum.
  • HTZ price at the close of January 27, 2025 was $4.25 and was higher than the top border of the primary price channel by $1.05 (32.79%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: June 4, 2024
End date: January 27, 2025

a = 0.8391

b = 0.0004

s = 0.1322

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0004) – 1
= 14.23%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1322) – 1
= 69.69%

June 4, 2024 calculations

Top border of price channel:

Exp(Y735)
= Exp(a + b × X735 + 2 × s)
= Exp(a + b × 1,069 + 2 × s)
= Exp(0.8391 + 0.0004 × 1,069 + 2 × 0.1322)
= Exp(1.4932)
= $4.45

Bottom border of price channel:

Exp(Y735)
= Exp(a + b × X735 – 2 × s)
= Exp(a + b × 1,069 – 2 × s)
= Exp(0.8391 + 0.0004 × 1,069 – 2 × 0.1322)
= Exp(0.9644)
= $2.62

January 27, 2025 calculations

Top border of price channel:

Exp(Y896)
= Exp(a + b × X896 + 2 × s)
= Exp(a + b × 1,306 + 2 × s)
= Exp(0.8391 + 0.0004 × 1,306 + 2 × 0.1322)
= Exp(1.5796)
= $4.85

Bottom border of price channel:

Exp(Y896)
= Exp(a + b × X896 – 2 × s)
= Exp(a + b × 1,306 – 2 × s)
= Exp(0.8391 + 0.0004 × 1,306 – 2 × 0.1322)
= Exp(1.0508)
= $2.86

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 14.23% per annum.
  • HTZ price at the close of January 27, 2025 was inside the secondary price channel.