Stock Price Trends

Telephone and Data Systems Inc (TDS)

Telephone and Data Systems, Inc., a telecommunications company, provides communications services in the United States. The company is headquartered in Chicago, Illinois.

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 153.65% per annum.
  • TDS price at the close of November 20, 2024 was $31.71 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 1,057.87% per annum.
  • TDS 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 TDS 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: February 16, 2024
End date: November 20, 2024

a = -1.3002

b = 0.0026

s = 0.0753

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0026) – 1
= 153.65%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0753) – 1
= 35.13%

February 16, 2024 calculations

Top border of price channel:

Exp(Y1,065)
= Exp(a + b × X1,065 + 2 × s)
= Exp(a + b × 1,548 + 2 × s)
= Exp(-1.3002 + 0.0026 × 1,548 + 2 × 0.0753)
= Exp(2.7979)
= $16.41

Bottom border of price channel:

Exp(Y1,065)
= Exp(a + b × X1,065 – 2 × s)
= Exp(a + b × 1,548 – 2 × s)
= Exp(-1.3002 + 0.0026 × 1,548 – 2 × 0.0753)
= Exp(2.4969)
= $12.14

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(-1.3002 + 0.0026 × 1,826 + 2 × 0.0753)
= Exp(3.5069)
= $33.34

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-1.3002 + 0.0026 × 1,826 – 2 × 0.0753)
= Exp(3.2058)
= $24.68

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 153.65% per annum.
  • TDS price at the close of November 20, 2024 was $31.71 and was inside the primary price channel.

Secondary Trend

Start date: September 20, 2024
End date: November 20, 2024

a = -8.7611

b = 0.0067

s = 0.0491

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0067) – 1
= 1,057.87%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0491) – 1
= 21.72%

September 20, 2024 calculations

Top border of price channel:

Exp(Y1,214)
= Exp(a + b × X1,214 + 2 × s)
= Exp(a + b × 1,765 + 2 × s)
= Exp(-8.7611 + 0.0067 × 1,765 + 2 × 0.0491)
= Exp(3.1804)
= $24.06

Bottom border of price channel:

Exp(Y1,214)
= Exp(a + b × X1,214 – 2 × s)
= Exp(a + b × 1,765 – 2 × s)
= Exp(-8.7611 + 0.0067 × 1,765 – 2 × 0.0491)
= Exp(2.9838)
= $19.76

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(-8.7611 + 0.0067 × 1,826 + 2 × 0.0491)
= Exp(3.5897)
= $36.22

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-8.7611 + 0.0067 × 1,826 – 2 × 0.0491)
= Exp(3.3931)
= $29.76

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 1,057.87% per annum.
  • TDS price at the close of November 20, 2024 was inside the secondary price channel.