Stock Price Trends

Ollie's Bargain Outlet Hldg (OLLI)

Ollie's Bargain Outlet Holdings, Inc. is a branded product retailer. The company is headquartered in Harrisburg, Pennsylvania.

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 29.33% per annum.
  • OLLI price at the close of November 19, 2024 was $89.40 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 12.83% per annum.
  • OLLI price at the close of November 19, 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 OLLI 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 9, 2021
End date: November 19, 2024

a = 3.2702

b = 0.0007

s = 0.0970

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 29.33%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0970) – 1
= 47.42%

December 9, 2021 calculations

Top border of price channel:

Exp(Y517)
= Exp(a + b × X517 + 2 × s)
= Exp(a + b × 750 + 2 × s)
= Exp(3.2702 + 0.0007 × 750 + 2 × 0.0970)
= Exp(3.9928)
= $54.21

Bottom border of price channel:

Exp(Y517)
= Exp(a + b × X517 – 2 × s)
= Exp(a + b × 750 – 2 × s)
= Exp(3.2702 + 0.0007 × 750 – 2 × 0.0970)
= Exp(3.6047)
= $36.77

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(3.2702 + 0.0007 × 1,826 + 2 × 0.0970)
= Exp(4.7511)
= $115.71

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.2702 + 0.0007 × 1,826 – 2 × 0.0970)
= Exp(4.3630)
= $78.49

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 29.33% per annum.
  • OLLI price at the close of November 19, 2024 was $89.40 and was inside the primary price channel.

Secondary Trend

Start date: June 17, 2024
End date: November 19, 2024

a = 5.2182

b = -0.0004

s = 0.0377

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -12.83%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0377) – 1
= 16.28%

June 17, 2024 calculations

Top border of price channel:

Exp(Y1,149)
= Exp(a + b × X1,149 + 2 × s)
= Exp(a + b × 1,671 + 2 × s)
= Exp(5.2182 + -0.0004 × 1,671 + 2 × 0.0377)
= Exp(4.6648)
= $106.15

Bottom border of price channel:

Exp(Y1,149)
= Exp(a + b × X1,149 – 2 × s)
= Exp(a + b × 1,671 – 2 × s)
= Exp(5.2182 + -0.0004 × 1,671 – 2 × 0.0377)
= Exp(4.5140)
= $91.29

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(5.2182 + -0.0004 × 1,826 + 2 × 0.0377)
= Exp(4.6065)
= $100.13

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.2182 + -0.0004 × 1,826 – 2 × 0.0377)
= Exp(4.4557)
= $86.12

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 12.83% per annum.
  • OLLI price at the close of November 19, 2024 was inside the secondary price channel.