Stock Price Trends

Shoe Carnival Inc (SCVL)

Shoe Carnival, Inc., is a family footwear retailer in the United States. The company is headquartered in Evansville, Indiana.

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 71.22% per annum.
  • SCVL price at the close of November 20, 2024 was $33.48 and was lower than the bottom border of the primary price channel by $5.36 (13.81%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 87.16% per annum.
  • SCVL 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 SCVL 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: May 2, 2023
End date: October 18, 2024

a = 1.1227

b = 0.0015

s = 0.0768

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0015) – 1
= 71.22%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0768) – 1
= 35.97%

May 2, 2023 calculations

Top border of price channel:

Exp(Y865)
= Exp(a + b × X865 + 2 × s)
= Exp(a + b × 1,258 + 2 × s)
= Exp(1.1227 + 0.0015 × 1,258 + 2 × 0.0768)
= Exp(3.1299)
= $22.87

Bottom border of price channel:

Exp(Y865)
= Exp(a + b × X865 – 2 × s)
= Exp(a + b × 1,258 – 2 × s)
= Exp(1.1227 + 0.0015 × 1,258 – 2 × 0.0768)
= Exp(2.8227)
= $16.82

October 18, 2024 calculations

Top border of price channel:

Exp(Y1,234)
= Exp(a + b × X1,234 + 2 × s)
= Exp(a + b × 1,793 + 2 × s)
= Exp(1.1227 + 0.0015 × 1,793 + 2 × 0.0768)
= Exp(3.9182)
= $50.31

Bottom border of price channel:

Exp(Y1,234)
= Exp(a + b × X1,234 – 2 × s)
= Exp(a + b × 1,793 – 2 × s)
= Exp(1.1227 + 0.0015 × 1,793 – 2 × 0.0768)
= Exp(3.6109)
= $37.00

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 71.22% per annum.
  • SCVL price at the close of November 20, 2024 was $33.48 and was lower than the bottom border of the primary price channel by $5.36 (13.81%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: September 16, 2024
End date: November 5, 2024

a = 13.7150

b = -0.0056

s = 0.0317

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0056) – 1
= -87.16%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0317) – 1
= 13.53%

September 16, 2024 calculations

Top border of price channel:

Exp(Y1,210)
= Exp(a + b × X1,210 + 2 × s)
= Exp(a + b × 1,761 + 2 × s)
= Exp(13.7150 + -0.0056 × 1,761 + 2 × 0.0317)
= Exp(3.8766)
= $48.26

Bottom border of price channel:

Exp(Y1,210)
= Exp(a + b × X1,210 – 2 × s)
= Exp(a + b × 1,761 – 2 × s)
= Exp(13.7150 + -0.0056 × 1,761 – 2 × 0.0317)
= Exp(3.7497)
= $42.51

November 5, 2024 calculations

Top border of price channel:

Exp(Y1,246)
= Exp(a + b × X1,246 + 2 × s)
= Exp(a + b × 1,811 + 2 × s)
= Exp(13.7150 + -0.0056 × 1,811 + 2 × 0.0317)
= Exp(3.5954)
= $36.43

Bottom border of price channel:

Exp(Y1,246)
= Exp(a + b × X1,246 – 2 × s)
= Exp(a + b × 1,811 – 2 × s)
= Exp(13.7150 + -0.0056 × 1,811 – 2 × 0.0317)
= Exp(3.4685)
= $32.09

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 87.16% per annum.
  • SCVL price at the close of November 20, 2024 was inside the secondary price channel.