Stock Price Trends

Progyny Inc (PGNY)

Progyny, Inc., a benefits management company, specializes in fertility benefits and family development solutions for employers in the United States. The company is headquartered in New York, New York.

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 69.95% per annum.
  • PGNY price at the close of November 19, 2024 was $13.67 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 86.10% per annum.
  • PGNY price at the close of November 19, 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 PGNY 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: January 12, 2024
End date: November 19, 2024

a = 8.7859

b = -0.0033

s = 0.1001

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0033) – 1
= -69.95%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1001) – 1
= 49.26%

January 12, 2024 calculations

Top border of price channel:

Exp(Y1,042)
= Exp(a + b × X1,042 + 2 × s)
= Exp(a + b × 1,514 + 2 × s)
= Exp(8.7859 + -0.0033 × 1,514 + 2 × 0.1001)
= Exp(3.9987)
= $54.53

Bottom border of price channel:

Exp(Y1,042)
= Exp(a + b × X1,042 – 2 × s)
= Exp(a + b × 1,514 – 2 × s)
= Exp(8.7859 + -0.0033 × 1,514 – 2 × 0.1001)
= Exp(3.5981)
= $36.53

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(8.7859 + -0.0033 × 1,826 + 2 × 0.1001)
= Exp(2.9709)
= $19.51

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(8.7859 + -0.0033 × 1,826 – 2 × 0.1001)
= Exp(2.5703)
= $13.07

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 69.95% per annum.
  • PGNY price at the close of November 19, 2024 was $13.67 and was inside the primary price channel.

Secondary Trend

Start date: June 27, 2024
End date: November 19, 2024

a = 12.5062

b = -0.0054

s = 0.0936

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0054) – 1
= -86.10%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0936) – 1
= 45.41%

June 27, 2024 calculations

Top border of price channel:

Exp(Y1,156)
= Exp(a + b × X1,156 + 2 × s)
= Exp(a + b × 1,681 + 2 × s)
= Exp(12.5062 + -0.0054 × 1,681 + 2 × 0.0936)
= Exp(3.6064)
= $36.83

Bottom border of price channel:

Exp(Y1,156)
= Exp(a + b × X1,156 – 2 × s)
= Exp(a + b × 1,681 – 2 × s)
= Exp(12.5062 + -0.0054 × 1,681 – 2 × 0.0936)
= Exp(3.2320)
= $25.33

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(12.5062 + -0.0054 × 1,826 + 2 × 0.0936)
= Exp(2.8225)
= $16.82

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(12.5062 + -0.0054 × 1,826 – 2 × 0.0936)
= Exp(2.4482)
= $11.57

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 86.10% per annum.
  • PGNY price at the close of November 19, 2024 was inside the secondary price channel.