Stock Price Trends

PROG Holdings Inc (PRG)

PROG Holdings, Inc. is an omnichannel provider of leasing and purchasing solutions for underserved and credit-distressed customers. The company is headquartered in Draper, Utah.

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 51.51% per annum.
  • PRG price at the close of November 19, 2024 was $46.81 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 27.65% per annum.
  • PRG 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 PRG 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 16, 2022
End date: November 19, 2024

a = 1.7613

b = 0.0011

s = 0.1420

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0011) – 1
= 51.51%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1420) – 1
= 76.48%

June 16, 2022 calculations

Top border of price channel:

Exp(Y647)
= Exp(a + b × X647 + 2 × s)
= Exp(a + b × 939 + 2 × s)
= Exp(1.7613 + 0.0011 × 939 + 2 × 0.1420)
= Exp(3.1142)
= $22.51

Bottom border of price channel:

Exp(Y647)
= Exp(a + b × X647 – 2 × s)
= Exp(a + b × 939 – 2 × s)
= Exp(1.7613 + 0.0011 × 939 – 2 × 0.1420)
= Exp(2.5461)
= $12.76

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(1.7613 + 0.0011 × 1,826 + 2 × 0.1420)
= Exp(4.1238)
= $61.79

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.7613 + 0.0011 × 1,826 – 2 × 0.1420)
= Exp(3.5558)
= $35.01

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 51.51% per annum.
  • PRG price at the close of November 19, 2024 was $46.81 and was inside the primary price channel.

Secondary Trend

Start date: April 26, 2023
End date: November 19, 2024

a = 2.5135

b = 0.0007

s = 0.1220

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 27.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1220) – 1
= 62.90%

April 26, 2023 calculations

Top border of price channel:

Exp(Y862)
= Exp(a + b × X862 + 2 × s)
= Exp(a + b × 1,253 + 2 × s)
= Exp(2.5135 + 0.0007 × 1,253 + 2 × 0.1220)
= Exp(3.5955)
= $36.44

Bottom border of price channel:

Exp(Y862)
= Exp(a + b × X862 – 2 × s)
= Exp(a + b × 1,253 – 2 × s)
= Exp(2.5135 + 0.0007 × 1,253 – 2 × 0.1220)
= Exp(3.1075)
= $22.37

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(2.5135 + 0.0007 × 1,826 + 2 × 0.1220)
= Exp(3.9788)
= $53.45

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5135 + 0.0007 × 1,826 – 2 × 0.1220)
= Exp(3.4908)
= $32.81

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 27.65% per annum.
  • PRG price at the close of November 19, 2024 was inside the secondary price channel.