Stock Price Trends

Interface Inc (TILE)

Interface, Inc., a modular flooring company, designs, produces and sells modular carpet products primarily in the Americas, Europe, and Asia-Pacific. The company is headquartered in Atlanta, 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 92.94% per annum.
  • TILE price at the close of November 20, 2024 was $25.47 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 181.32% per annum.
  • TILE 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 TILE 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 13, 2023
End date: November 20, 2024

a = -0.2267

b = 0.0018

s = 0.0885

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0018) – 1
= 92.94%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0885) – 1
= 42.47%

March 13, 2023 calculations

Top border of price channel:

Exp(Y830)
= Exp(a + b × X830 + 2 × s)
= Exp(a + b × 1,208 + 2 × s)
= Exp(-0.2267 + 0.0018 × 1,208 + 2 × 0.0885)
= Exp(2.1253)
= $8.38

Bottom border of price channel:

Exp(Y830)
= Exp(a + b × X830 – 2 × s)
= Exp(a + b × 1,208 – 2 × s)
= Exp(-0.2267 + 0.0018 × 1,208 – 2 × 0.0885)
= Exp(1.7713)
= $5.88

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(-0.2267 + 0.0018 × 1,826 + 2 × 0.0885)
= Exp(3.2380)
= $25.48

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-0.2267 + 0.0018 × 1,826 – 2 × 0.0885)
= Exp(2.8840)
= $17.89

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 92.94% per annum.
  • TILE price at the close of November 20, 2024 was $25.47 and was inside the primary price channel.

Secondary Trend

Start date: June 11, 2024
End date: November 20, 2024

a = -2.0605

b = 0.0028

s = 0.0717

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0028) – 1
= 181.32%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0717) – 1
= 33.22%

June 11, 2024 calculations

Top border of price channel:

Exp(Y1,144)
= Exp(a + b × X1,144 + 2 × s)
= Exp(a + b × 1,664 + 2 × s)
= Exp(-2.0605 + 0.0028 × 1,664 + 2 × 0.0717)
= Exp(2.7983)
= $16.42

Bottom border of price channel:

Exp(Y1,144)
= Exp(a + b × X1,144 – 2 × s)
= Exp(a + b × 1,664 – 2 × s)
= Exp(-2.0605 + 0.0028 × 1,664 – 2 × 0.0717)
= Exp(2.5115)
= $12.32

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(-2.0605 + 0.0028 × 1,826 + 2 × 0.0717)
= Exp(3.2574)
= $25.98

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-2.0605 + 0.0028 × 1,826 – 2 × 0.0717)
= Exp(2.9706)
= $19.50

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 181.32% per annum.
  • TILE price at the close of November 20, 2024 was inside the secondary price channel.