Stock Price Trends

Pool Corporation (POOL)

Pool Corporation is a major distributor of swimming pool supplies, equipment, and related outdoor products.

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 14.57% per annum.
  • POOL price at the close of November 20, 2024 was $360.98 and was higher than the top border of the primary price channel by $28.22 (8.48%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 4.35% per annum.
  • POOL price at the close of November 20, 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 POOL 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: April 22, 2021
End date: December 5, 2023

a = 6.3739

b = -0.0004

s = 0.1106

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -14.57%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1106) – 1
= 55.66%

April 22, 2021 calculations

Top border of price channel:

Exp(Y355)
= Exp(a + b × X355 + 2 × s)
= Exp(a + b × 518 + 2 × s)
= Exp(6.3739 + -0.0004 × 518 + 2 × 0.1106)
= Exp(6.3717)
= $585.06

Bottom border of price channel:

Exp(Y355)
= Exp(a + b × X355 – 2 × s)
= Exp(a + b × 518 – 2 × s)
= Exp(6.3739 + -0.0004 × 518 – 2 × 0.1106)
= Exp(5.9292)
= $375.86

December 5, 2023 calculations

Top border of price channel:

Exp(Y1,015)
= Exp(a + b × X1,015 + 2 × s)
= Exp(a + b × 1,475 + 2 × s)
= Exp(6.3739 + -0.0004 × 1,475 + 2 × 0.1106)
= Exp(5.9589)
= $387.17

Bottom border of price channel:

Exp(Y1,015)
= Exp(a + b × X1,015 – 2 × s)
= Exp(a + b × 1,475 – 2 × s)
= Exp(6.3739 + -0.0004 × 1,475 – 2 × 0.1106)
= Exp(5.5163)
= $248.73

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 14.57% per annum.
  • POOL price at the close of November 20, 2024 was $360.98 and was higher than the top border of the primary price channel by $28.22 (8.48%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: June 13, 2022
End date: November 20, 2024

a = 5.6892

b = 0.0001

s = 0.0708

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0001) – 1
= 4.35%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0708) – 1
= 32.73%

June 13, 2022 calculations

Top border of price channel:

Exp(Y643)
= Exp(a + b × X643 + 2 × s)
= Exp(a + b × 935 + 2 × s)
= Exp(5.6892 + 0.0001 × 935 + 2 × 0.0708)
= Exp(5.9398)
= $379.86

Bottom border of price channel:

Exp(Y643)
= Exp(a + b × X643 – 2 × s)
= Exp(a + b × 935 – 2 × s)
= Exp(5.6892 + 0.0001 × 935 – 2 × 0.0708)
= Exp(5.6566)
= $286.18

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(5.6892 + 0.0001 × 1,826 + 2 × 0.0708)
= Exp(6.0437)
= $421.44

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.6892 + 0.0001 × 1,826 – 2 × 0.0708)
= Exp(5.7605)
= $317.51

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 4.35% per annum.
  • POOL price at the close of November 20, 2024 was inside the secondary price channel.