Stock Price Trends

Mohawk Industries Inc (MHK)

Mohawk Industries is an American flooring manufacturer based in Calhoun, Georgia, United States. Mohawk produces floor covering products for residential and commercial applications in North America and residential applications in Europe.

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 81.75% per annum.
  • MHK price at the close of November 20, 2024 was $135.73 and was lower than the bottom border of the primary price channel by $6.39 (4.49%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 87.99% per annum.
  • MHK 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 MHK 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: September 12, 2023
End date: October 24, 2024

a = 2.1252

b = 0.0016

s = 0.0787

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0016) – 1
= 81.75%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0787) – 1
= 37.02%

September 12, 2023 calculations

Top border of price channel:

Exp(Y956)
= Exp(a + b × X956 + 2 × s)
= Exp(a + b × 1,391 + 2 × s)
= Exp(2.1252 + 0.0016 × 1,391 + 2 × 0.0787)
= Exp(4.5596)
= $95.54

Bottom border of price channel:

Exp(Y956)
= Exp(a + b × X956 – 2 × s)
= Exp(a + b × 1,391 – 2 × s)
= Exp(2.1252 + 0.0016 × 1,391 – 2 × 0.0787)
= Exp(4.2446)
= $69.73

October 24, 2024 calculations

Top border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 + 2 × s)
= Exp(a + b × 1,799 + 2 × s)
= Exp(2.1252 + 0.0016 × 1,799 + 2 × 0.0787)
= Exp(5.2274)
= $186.31

Bottom border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 – 2 × s)
= Exp(a + b × 1,799 – 2 × s)
= Exp(2.1252 + 0.0016 × 1,799 – 2 × 0.0787)
= Exp(4.9124)
= $135.97

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 81.75% per annum.
  • MHK price at the close of November 20, 2024 was $135.73 and was lower than the bottom border of the primary price channel by $6.39 (4.49%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: November 6, 2024
End date: November 20, 2024

a = 15.5154

b = -0.0058

s = 0.0075

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0058) – 1
= -87.99%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0075) – 1
= 3.04%

November 6, 2024 calculations

Top border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 + 2 × s)
= Exp(a + b × 1,812 + 2 × s)
= Exp(15.5154 + -0.0058 × 1,812 + 2 × 0.0075)
= Exp(5.0084)
= $149.67

Bottom border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 – 2 × s)
= Exp(a + b × 1,812 – 2 × s)
= Exp(15.5154 + -0.0058 × 1,812 – 2 × 0.0075)
= Exp(4.9785)
= $145.26

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(15.5154 + -0.0058 × 1,826 + 2 × 0.0075)
= Exp(4.9272)
= $137.99

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(15.5154 + -0.0058 × 1,826 – 2 × 0.0075)
= Exp(4.8972)
= $133.92

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 87.99% per annum.
  • MHK price at the close of November 20, 2024 was inside the secondary price channel.