Stock Price Trends

PulteGroup Inc (PHM)

PulteGroup, Inc. (previously known as Pulte Homes) is a home construction company based in Atlanta, Georgia, United States.

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 82.41% per annum.
  • PHM price at the close of November 20, 2024 was $128.06 and was lower than the bottom border of the primary price channel by $3.88 (2.94%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 42.57% per annum.
  • PHM 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 PHM 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: June 10, 2022
End date: October 28, 2024

a = 2.0470

b = 0.0016

s = 0.0859

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0016) – 1
= 82.41%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0859) – 1
= 40.99%

June 10, 2022 calculations

Top border of price channel:

Exp(Y642)
= Exp(a + b × X642 + 2 × s)
= Exp(a + b × 932 + 2 × s)
= Exp(2.0470 + 0.0016 × 932 + 2 × 0.0859)
= Exp(3.7536)
= $42.67

Bottom border of price channel:

Exp(Y642)
= Exp(a + b × X642 – 2 × s)
= Exp(a + b × 932 – 2 × s)
= Exp(2.0470 + 0.0016 × 932 – 2 × 0.0859)
= Exp(3.4101)
= $30.27

October 28, 2024 calculations

Top border of price channel:

Exp(Y1,240)
= Exp(a + b × X1,240 + 2 × s)
= Exp(a + b × 1,803 + 2 × s)
= Exp(2.0470 + 0.0016 × 1,803 + 2 × 0.0859)
= Exp(5.1879)
= $179.10

Bottom border of price channel:

Exp(Y1,240)
= Exp(a + b × X1,240 – 2 × s)
= Exp(a + b × 1,803 – 2 × s)
= Exp(2.0470 + 0.0016 × 1,803 – 2 × 0.0859)
= Exp(4.8444)
= $127.03

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 82.41% per annum.
  • PHM price at the close of November 20, 2024 was $128.06 and was lower than the bottom border of the primary price channel by $3.88 (2.94%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: December 7, 2023
End date: November 20, 2024

a = 3.1563

b = 0.0010

s = 0.0495

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 42.57%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0495) – 1
= 21.91%

December 7, 2023 calculations

Top border of price channel:

Exp(Y1,017)
= Exp(a + b × X1,017 + 2 × s)
= Exp(a + b × 1,477 + 2 × s)
= Exp(3.1563 + 0.0010 × 1,477 + 2 × 0.0495)
= Exp(4.6905)
= $108.91

Bottom border of price channel:

Exp(Y1,017)
= Exp(a + b × X1,017 – 2 × s)
= Exp(a + b × 1,477 – 2 × s)
= Exp(3.1563 + 0.0010 × 1,477 – 2 × 0.0495)
= Exp(4.4924)
= $89.34

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(3.1563 + 0.0010 × 1,826 + 2 × 0.0495)
= Exp(5.0296)
= $152.88

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.1563 + 0.0010 × 1,826 – 2 × 0.0495)
= Exp(4.8315)
= $125.40

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 42.57% per annum.
  • PHM price at the close of November 20, 2024 was inside the secondary price channel.