Stock Price Trends

PriceSmart Inc (PSMT)

PriceSmart, Inc. owns and operates American-style membership shopping warehouse clubs in Central America, the Caribbean and Colombia. The company is headquartered in San Diego, California.

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 17.90% per annum.
  • PSMT price at the close of November 20, 2024 was $87.70 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 32.48% per annum.
  • PSMT 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 PSMT 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: July 12, 2022
End date: November 20, 2024

a = 3.6625

b = 0.0005

s = 0.0544

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0005) – 1
= 17.90%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0544) – 1
= 24.30%

July 12, 2022 calculations

Top border of price channel:

Exp(Y662)
= Exp(a + b × X662 + 2 × s)
= Exp(a + b × 964 + 2 × s)
= Exp(3.6625 + 0.0005 × 964 + 2 × 0.0544)
= Exp(4.2062)
= $67.10

Bottom border of price channel:

Exp(Y662)
= Exp(a + b × X662 – 2 × s)
= Exp(a + b × 964 – 2 × s)
= Exp(3.6625 + 0.0005 × 964 – 2 × 0.0544)
= Exp(3.9887)
= $53.98

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(3.6625 + 0.0005 × 1,826 + 2 × 0.0544)
= Exp(4.5952)
= $99.01

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.6625 + 0.0005 × 1,826 – 2 × 0.0544)
= Exp(4.3777)
= $79.65

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 17.90% per annum.
  • PSMT price at the close of November 20, 2024 was $87.70 and was inside the primary price channel.

Secondary Trend

Start date: October 20, 2023
End date: November 20, 2024

a = 3.1281

b = 0.0008

s = 0.0415

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 32.48%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0415) – 1
= 18.04%

October 20, 2023 calculations

Top border of price channel:

Exp(Y984)
= Exp(a + b × X984 + 2 × s)
= Exp(a + b × 1,429 + 2 × s)
= Exp(3.1281 + 0.0008 × 1,429 + 2 × 0.0415)
= Exp(4.3122)
= $74.60

Bottom border of price channel:

Exp(Y984)
= Exp(a + b × X984 – 2 × s)
= Exp(a + b × 1,429 – 2 × s)
= Exp(3.1281 + 0.0008 × 1,429 – 2 × 0.0415)
= Exp(4.1464)
= $63.20

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(3.1281 + 0.0008 × 1,826 + 2 × 0.0415)
= Exp(4.6181)
= $101.30

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.1281 + 0.0008 × 1,826 – 2 × 0.0415)
= Exp(4.4523)
= $85.82

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 32.48% per annum.
  • PSMT price at the close of November 20, 2024 was inside the secondary price channel.

See Also