Stock Price Trends

Haverty Furniture Companies Inc (HVT)

Haverty Furniture Companies, Inc. is a specialty retailer of residential furniture and accessories in the United States. The company is headquartered in Atlanta, Georgia.

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 33.90% per annum.
  • HVT price at the close of November 19, 2024 was $22.85 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 74.56% per annum.
  • HVT price at the close of November 19, 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 HVT 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: December 13, 2023
End date: November 19, 2024

a = 5.2304

b = -0.0011

s = 0.0576

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0011) – 1
= -33.90%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0576) – 1
= 25.92%

December 13, 2023 calculations

Top border of price channel:

Exp(Y1,022)
= Exp(a + b × X1,022 + 2 × s)
= Exp(a + b × 1,484 + 2 × s)
= Exp(5.2304 + -0.0011 × 1,484 + 2 × 0.0576)
= Exp(3.6623)
= $38.95

Bottom border of price channel:

Exp(Y1,022)
= Exp(a + b × X1,022 – 2 × s)
= Exp(a + b × 1,484 – 2 × s)
= Exp(5.2304 + -0.0011 × 1,484 – 2 × 0.0576)
= Exp(3.4318)
= $30.93

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(5.2304 + -0.0011 × 1,826 + 2 × 0.0576)
= Exp(3.2744)
= $26.43

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.2304 + -0.0011 × 1,826 – 2 × 0.0576)
= Exp(3.0438)
= $20.99

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 33.90% per annum.
  • HVT price at the close of November 19, 2024 was $22.85 and was inside the primary price channel.

Secondary Trend

Start date: September 18, 2024
End date: November 19, 2024

a = 9.9414

b = -0.0038

s = 0.0269

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0038) – 1
= -74.56%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0269) – 1
= 11.34%

September 18, 2024 calculations

Top border of price channel:

Exp(Y1,213)
= Exp(a + b × X1,213 + 2 × s)
= Exp(a + b × 1,764 + 2 × s)
= Exp(9.9414 + -0.0038 × 1,764 + 2 × 0.0269)
= Exp(3.3799)
= $29.37

Bottom border of price channel:

Exp(Y1,213)
= Exp(a + b × X1,213 – 2 × s)
= Exp(a + b × 1,764 – 2 × s)
= Exp(9.9414 + -0.0038 × 1,764 – 2 × 0.0269)
= Exp(3.2725)
= $26.38

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(9.9414 + -0.0038 × 1,826 + 2 × 0.0269)
= Exp(3.1474)
= $23.28

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(9.9414 + -0.0038 × 1,826 – 2 × 0.0269)
= Exp(3.0400)
= $20.90

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 74.56% per annum.
  • HVT price at the close of November 19, 2024 was inside the secondary price channel.

See Also