Stock Price Trends

TRI Pointe Homes Inc (TPH)

Tri Pointe Homes, Inc. is dedicated to the design, construction and sale of attached and semi-detached single-family homes in the United States. The company is headquartered in Irvine, 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 56.08% per annum.
  • TPH price at the close of November 20, 2024 was $41.72 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 36.25% per annum.
  • TPH 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 TPH 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: June 13, 2022
End date: October 23, 2024

a = 1.6607

b = 0.0012

s = 0.1027

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0012) – 1
= 56.08%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1027) – 1
= 50.78%

June 13, 2022 calculations

Top border of price channel:

Exp(Y643)
= Exp(a + b × X643 + 2 × s)
= Exp(a + b × 935 + 2 × s)
= Exp(1.6607 + 0.0012 × 935 + 2 × 0.1027)
= Exp(3.0065)
= $20.22

Bottom border of price channel:

Exp(Y643)
= Exp(a + b × X643 – 2 × s)
= Exp(a + b × 935 – 2 × s)
= Exp(1.6607 + 0.0012 × 935 – 2 × 0.1027)
= Exp(2.5959)
= $13.41

October 23, 2024 calculations

Top border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 + 2 × s)
= Exp(a + b × 1,798 + 2 × s)
= Exp(1.6607 + 0.0012 × 1,798 + 2 × 0.1027)
= Exp(4.0592)
= $57.93

Bottom border of price channel:

Exp(Y1,237)
= Exp(a + b × X1,237 – 2 × s)
= Exp(a + b × 1,798 – 2 × s)
= Exp(1.6607 + 0.0012 × 1,798 – 2 × 0.1027)
= Exp(3.6485)
= $38.42

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 56.08% per annum.
  • TPH price at the close of November 20, 2024 was $41.72 and was inside the primary price channel.

Secondary Trend

Start date: March 31, 2023
End date: November 20, 2024

a = 2.2430

b = 0.0008

s = 0.0819

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 36.25%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0819) – 1
= 38.78%

March 31, 2023 calculations

Top border of price channel:

Exp(Y844)
= Exp(a + b × X844 + 2 × s)
= Exp(a + b × 1,226 + 2 × s)
= Exp(2.2430 + 0.0008 × 1,226 + 2 × 0.0819)
= Exp(3.4458)
= $31.37

Bottom border of price channel:

Exp(Y844)
= Exp(a + b × X844 – 2 × s)
= Exp(a + b × 1,226 – 2 × s)
= Exp(2.2430 + 0.0008 × 1,226 – 2 × 0.0819)
= Exp(3.1181)
= $22.60

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(2.2430 + 0.0008 × 1,826 + 2 × 0.0819)
= Exp(3.9543)
= $52.16

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.2430 + 0.0008 × 1,826 – 2 × 0.0819)
= Exp(3.6266)
= $37.58

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 36.25% per annum.
  • TPH price at the close of November 20, 2024 was inside the secondary price channel.