Stock Price Trends

Callaway Golf Company (MODG)

Topgolf Callaway Brands Corp. The company is headquartered in Carlsbad, California.

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 25.35% per annum.
  • MODG price at the close of November 20, 2024 was $8.15 and was lower than the bottom border of the primary price channel by $0.74 (8.31%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 64.86% per annum.
  • MODG 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 MODG 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: April 14, 2021
End date: November 20, 2024

a = 3.9014

b = -0.0008

s = 0.1269

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0008) – 1
= -25.35%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1269) – 1
= 66.15%

April 14, 2021 calculations

Top border of price channel:

Exp(Y349)
= Exp(a + b × X349 + 2 × s)
= Exp(a + b × 510 + 2 × s)
= Exp(3.9014 + -0.0008 × 510 + 2 × 0.1269)
= Exp(3.7467)
= $42.38

Bottom border of price channel:

Exp(Y349)
= Exp(a + b × X349 – 2 × s)
= Exp(a + b × 510 – 2 × s)
= Exp(3.9014 + -0.0008 × 510 – 2 × 0.1269)
= Exp(3.2390)
= $25.51

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(3.9014 + -0.0008 × 1,826 + 2 × 0.1269)
= Exp(2.6925)
= $14.77

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.9014 + -0.0008 × 1,826 – 2 × 0.1269)
= Exp(2.1848)
= $8.89

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 25.35% per annum.
  • MODG price at the close of November 20, 2024 was $8.15 and was lower than the bottom border of the primary price channel by $0.74 (8.31%).

Secondary Trend

Start date: April 1, 2024
End date: November 20, 2024

a = 7.4514

b = -0.0029

s = 0.0875

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0029) – 1
= -64.86%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0875) – 1
= 41.93%

April 1, 2024 calculations

Top border of price channel:

Exp(Y1,094)
= Exp(a + b × X1,094 + 2 × s)
= Exp(a + b × 1,593 + 2 × s)
= Exp(7.4514 + -0.0029 × 1,593 + 2 × 0.0875)
= Exp(3.0615)
= $21.36

Bottom border of price channel:

Exp(Y1,094)
= Exp(a + b × X1,094 – 2 × s)
= Exp(a + b × 1,593 – 2 × s)
= Exp(7.4514 + -0.0029 × 1,593 – 2 × 0.0875)
= Exp(2.7114)
= $15.05

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(7.4514 + -0.0029 × 1,826 + 2 × 0.0875)
= Exp(2.3939)
= $10.96

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(7.4514 + -0.0029 × 1,826 – 2 × 0.0875)
= Exp(2.0437)
= $7.72

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 64.86% per annum.
  • MODG price at the close of November 20, 2024 was inside the secondary price channel.