Stock Price Trends

Insperity Inc (NSP)

Insperity, Inc. provides human resources (HR) and business solutions to improve business performance for small and medium-sized businesses. The company is headquartered in Kingwood, Texas.

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 12.65% per annum.
  • NSP price at the close of November 19, 2024 was $72.51 and was lower than the bottom border of the primary price channel by $4.71 (6.10%).
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 28.56% per annum.
  • NSP price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.80 (2.43%).

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 NSP 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: October 31, 2022
End date: November 19, 2024

a = 5.1718

b = -0.0004

s = 0.0743

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -12.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0743) – 1
= 34.61%

October 31, 2022 calculations

Top border of price channel:

Exp(Y741)
= Exp(a + b × X741 + 2 × s)
= Exp(a + b × 1,076 + 2 × s)
= Exp(5.1718 + -0.0004 × 1,076 + 2 × 0.0743)
= Exp(4.9217)
= $137.24

Bottom border of price channel:

Exp(Y741)
= Exp(a + b × X741 – 2 × s)
= Exp(a + b × 1,076 – 2 × s)
= Exp(5.1718 + -0.0004 × 1,076 – 2 × 0.0743)
= Exp(4.6245)
= $101.96

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(5.1718 + -0.0004 × 1,826 + 2 × 0.0743)
= Exp(4.6439)
= $103.95

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.1718 + -0.0004 × 1,826 – 2 × 0.0743)
= Exp(4.3467)
= $77.22

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 12.65% per annum.
  • NSP price at the close of November 19, 2024 was $72.51 and was lower than the bottom border of the primary price channel by $4.71 (6.10%).

Secondary Trend

Start date: November 20, 2023
End date: November 19, 2024

a = 6.0955

b = -0.0009

s = 0.0524

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0009) – 1
= -28.56%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0524) – 1
= 23.34%

November 20, 2023 calculations

Top border of price channel:

Exp(Y1,006)
= Exp(a + b × X1,006 + 2 × s)
= Exp(a + b × 1,461 + 2 × s)
= Exp(6.0955 + -0.0009 × 1,461 + 2 × 0.0524)
= Exp(4.8543)
= $128.30

Bottom border of price channel:

Exp(Y1,006)
= Exp(a + b × X1,006 – 2 × s)
= Exp(a + b × 1,461 – 2 × s)
= Exp(6.0955 + -0.0009 × 1,461 – 2 × 0.0524)
= Exp(4.6446)
= $104.02

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(6.0955 + -0.0009 × 1,826 + 2 × 0.0524)
= Exp(4.5181)
= $91.66

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(6.0955 + -0.0009 × 1,826 – 2 × 0.0524)
= Exp(4.3083)
= $74.31

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 28.56% per annum.
  • NSP price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $1.80 (2.43%).