Stock Price Trends

Target Corporation (TGT)

Target Corporation is an American retail corporation. Their retail formats include the discount store Target, the hypermarket SuperTarget, and small-format stores previously named CityTarget and TargetExpress before being consolidated under the Target branding.

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 127.12% per annum.
  • TGT price at the close of November 19, 2024 was $156.00 and was lower than the bottom border of the primary price channel by $3,321.82 (95.51%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 13.20% per annum.
  • TGT price at the close of November 19, 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 TGT 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: March 26, 2021
End date: August 16, 2021

a = 4.0856

b = 0.0022

s = 0.0176

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0022) – 1
= 127.12%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0176) – 1
= 7.27%

March 26, 2021 calculations

Top border of price channel:

Exp(Y338)
= Exp(a + b × X338 + 2 × s)
= Exp(a + b × 492 + 2 × s)
= Exp(4.0856 + 0.0022 × 492 + 2 × 0.0176)
= Exp(5.2264)
= $186.12

Bottom border of price channel:

Exp(Y338)
= Exp(a + b × X338 – 2 × s)
= Exp(a + b × 492 – 2 × s)
= Exp(4.0856 + 0.0022 × 492 – 2 × 0.0176)
= Exp(5.1562)
= $173.50

August 16, 2021 calculations

Top border of price channel:

Exp(Y436)
= Exp(a + b × X436 + 2 × s)
= Exp(a + b × 635 + 2 × s)
= Exp(4.0856 + 0.0022 × 635 + 2 × 0.0176)
= Exp(5.5477)
= $256.66

Bottom border of price channel:

Exp(Y436)
= Exp(a + b × X436 – 2 × s)
= Exp(a + b × 635 – 2 × s)
= Exp(4.0856 + 0.0022 × 635 – 2 × 0.0176)
= Exp(5.4775)
= $239.26

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 127.12% per annum.
  • TGT price at the close of November 19, 2024 was $156.00 and was lower than the bottom border of the primary price channel by $3,321.82 (95.51%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: March 26, 2021
End date: November 19, 2024

a = 5.5397

b = -0.0004

s = 0.1528

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -13.20%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1528) – 1
= 84.26%

March 26, 2021 calculations

Top border of price channel:

Exp(Y338)
= Exp(a + b × X338 + 2 × s)
= Exp(a + b × 492 + 2 × s)
= Exp(5.5397 + -0.0004 × 492 + 2 × 0.1528)
= Exp(5.6544)
= $285.56

Bottom border of price channel:

Exp(Y338)
= Exp(a + b × X338 – 2 × s)
= Exp(a + b × 492 – 2 × s)
= Exp(5.5397 + -0.0004 × 492 – 2 × 0.1528)
= Exp(5.0433)
= $154.98

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(5.5397 + -0.0004 × 1,826 + 2 × 0.1528)
= Exp(5.1370)
= $170.21

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(5.5397 + -0.0004 × 1,826 – 2 × 0.1528)
= Exp(4.5258)
= $92.37

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 13.20% per annum.
  • TGT price at the close of November 19, 2024 was inside the secondary price channel.