Stock Price Trends

Performance Food Group Co (PFGC)

Performance Food Group Company, markets and distributes food and food-related products in the United States. The company is headquartered in Richmond, Virginia.

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 129.23% per annum.
  • PFGC price at the close of December 2, 2024 was $88.27 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 99.25% per annum.
  • PFGC price at the close of December 2, 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 PFGC 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: July 1, 2024
End date: December 2, 2024

a = 0.3439

b = 0.0023

s = 0.0279

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0023) – 1
= 129.23%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0279) – 1
= 11.78%

July 1, 2024 calculations

Top border of price channel:

Exp(Y1,150)
= Exp(a + b × X1,150 + 2 × s)
= Exp(a + b × 1,672 + 2 × s)
= Exp(0.3439 + 0.0023 × 1,672 + 2 × 0.0279)
= Exp(4.1997)
= $66.67

Bottom border of price channel:

Exp(Y1,150)
= Exp(a + b × X1,150 – 2 × s)
= Exp(a + b × 1,672 – 2 × s)
= Exp(0.3439 + 0.0023 × 1,672 – 2 × 0.0279)
= Exp(4.0883)
= $59.64

December 2, 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(0.3439 + 0.0023 × 1,826 + 2 × 0.0279)
= Exp(4.5497)
= $94.60

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.3439 + 0.0023 × 1,826 – 2 × 0.0279)
= Exp(4.4383)
= $84.63

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 129.23% per annum.
  • PFGC price at the close of December 2, 2024 was $88.27 and was inside the primary price channel.

Secondary Trend

Start date: August 14, 2024
End date: December 2, 2024

a = 1.0298

b = 0.0019

s = 0.0214

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 99.25%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0214) – 1
= 8.93%

August 14, 2024 calculations

Top border of price channel:

Exp(Y1,181)
= Exp(a + b × X1,181 + 2 × s)
= Exp(a + b × 1,716 + 2 × s)
= Exp(1.0298 + 0.0019 × 1,716 + 2 × 0.0214)
= Exp(4.3137)
= $74.72

Bottom border of price channel:

Exp(Y1,181)
= Exp(a + b × X1,181 – 2 × s)
= Exp(a + b × 1,716 – 2 × s)
= Exp(1.0298 + 0.0019 × 1,716 – 2 × 0.0214)
= Exp(4.2282)
= $68.59

December 2, 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(1.0298 + 0.0019 × 1,826 + 2 × 0.0214)
= Exp(4.5215)
= $91.97

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.0298 + 0.0019 × 1,826 – 2 × 0.0214)
= Exp(4.4360)
= $84.43

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 99.25% per annum.
  • PFGC price at the close of December 2, 2024 was inside the secondary price channel.