Stock Price Trends

Primerica Inc (PRI)

Primerica, Inc., offers financial products to middle-income households in the United States and Canada. The company is headquartered in Duluth, Georgia.

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 51.12% per annum.
  • PRI price at the close of November 19, 2024 was $297.83 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 31.26% per annum.
  • PRI 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 PRI 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 26, 2022
End date: April 10, 2024

a = 3.7123

b = 0.0011

s = 0.0544

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0011) – 1
= 51.12%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0544) – 1
= 24.29%

April 26, 2022 calculations

Top border of price channel:

Exp(Y611)
= Exp(a + b × X611 + 2 × s)
= Exp(a + b × 888 + 2 × s)
= Exp(3.7123 + 0.0011 × 888 + 2 × 0.0544)
= Exp(4.8255)
= $124.65

Bottom border of price channel:

Exp(Y611)
= Exp(a + b × X611 – 2 × s)
= Exp(a + b × 888 – 2 × s)
= Exp(3.7123 + 0.0011 × 888 – 2 × 0.0544)
= Exp(4.6080)
= $100.29

April 10, 2024 calculations

Top border of price channel:

Exp(Y1,102)
= Exp(a + b × X1,102 + 2 × s)
= Exp(a + b × 1,603 + 2 × s)
= Exp(3.7123 + 0.0011 × 1,603 + 2 × 0.0544)
= Exp(5.6343)
= $279.87

Bottom border of price channel:

Exp(Y1,102)
= Exp(a + b × X1,102 – 2 × s)
= Exp(a + b × 1,603 – 2 × s)
= Exp(3.7123 + 0.0011 × 1,603 – 2 × 0.0544)
= Exp(5.4169)
= $225.17

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 51.12% per annum.
  • PRI price at the close of November 19, 2024 was $297.83 and was inside the primary price channel.

Secondary Trend

Start date: January 31, 2023
End date: November 5, 2024

a = 4.2485

b = 0.0007

s = 0.0511

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 31.26%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0511) – 1
= 22.66%

January 31, 2023 calculations

Top border of price channel:

Exp(Y803)
= Exp(a + b × X803 + 2 × s)
= Exp(a + b × 1,168 + 2 × s)
= Exp(4.2485 + 0.0007 × 1,168 + 2 × 0.0511)
= Exp(5.2210)
= $185.12

Bottom border of price channel:

Exp(Y803)
= Exp(a + b × X803 – 2 × s)
= Exp(a + b × 1,168 – 2 × s)
= Exp(4.2485 + 0.0007 × 1,168 – 2 × 0.0511)
= Exp(5.0167)
= $150.92

November 5, 2024 calculations

Top border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 + 2 × s)
= Exp(a + b × 1,812 + 2 × s)
= Exp(4.2485 + 0.0007 × 1,812 + 2 × 0.0511)
= Exp(5.7009)
= $299.13

Bottom border of price channel:

Exp(Y1,247)
= Exp(a + b × X1,247 – 2 × s)
= Exp(a + b × 1,812 – 2 × s)
= Exp(4.2485 + 0.0007 × 1,812 – 2 × 0.0511)
= Exp(5.4966)
= $243.87

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 31.26% per annum.
  • PRI price at the close of November 19, 2024 was inside the secondary price channel.