Stock Price Trends

United Natural Foods Inc (UNFI)

United Natural Foods, Inc. distributes natural, organic, specialty, agricultural and conventional, edible and non-food products in the United States and Canada. The company is headquartered in Providence, Rhode Island.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 44.00% per annum.
  • UNFI price at the close of November 19, 2024 was $21.84 and was higher than the top border of the primary price channel by $7.22 (49.42%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 279.52% per annum.
  • UNFI 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 UNFI 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: September 28, 2021
End date: August 29, 2024

a = 5.1902

b = -0.0016

s = 0.1964

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0016) – 1
= -44.00%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1964) – 1
= 119.33%

September 28, 2021 calculations

Top border of price channel:

Exp(Y466)
= Exp(a + b × X466 + 2 × s)
= Exp(a + b × 678 + 2 × s)
= Exp(5.1902 + -0.0016 × 678 + 2 × 0.1964)
= Exp(4.5058)
= $90.54

Bottom border of price channel:

Exp(Y466)
= Exp(a + b × X466 – 2 × s)
= Exp(a + b × 678 – 2 × s)
= Exp(5.1902 + -0.0016 × 678 – 2 × 0.1964)
= Exp(3.7204)
= $41.28

August 29, 2024 calculations

Top border of price channel:

Exp(Y1,200)
= Exp(a + b × X1,200 + 2 × s)
= Exp(a + b × 1,744 + 2 × s)
= Exp(5.1902 + -0.0016 × 1,744 + 2 × 0.1964)
= Exp(2.8124)
= $16.65

Bottom border of price channel:

Exp(Y1,200)
= Exp(a + b × X1,200 – 2 × s)
= Exp(a + b × 1,744 – 2 × s)
= Exp(5.1902 + -0.0016 × 1,744 – 2 × 0.1964)
= Exp(2.0270)
= $7.59

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 44.00% per annum.
  • UNFI price at the close of November 19, 2024 was $21.84 and was higher than the top border of the primary price channel by $7.22 (49.42%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: April 3, 2024
End date: November 19, 2024

a = -3.6078

b = 0.0037

s = 0.0917

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0037) – 1
= 279.52%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0917) – 1
= 44.29%

April 3, 2024 calculations

Top border of price channel:

Exp(Y1,097)
= Exp(a + b × X1,097 + 2 × s)
= Exp(a + b × 1,596 + 2 × s)
= Exp(-3.6078 + 0.0037 × 1,596 + 2 × 0.0917)
= Exp(2.4074)
= $11.11

Bottom border of price channel:

Exp(Y1,097)
= Exp(a + b × X1,097 – 2 × s)
= Exp(a + b × 1,596 – 2 × s)
= Exp(-3.6078 + 0.0037 × 1,596 – 2 × 0.0917)
= Exp(2.0407)
= $7.70

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(-3.6078 + 0.0037 × 1,826 + 2 × 0.0917)
= Exp(3.2478)
= $25.73

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(-3.6078 + 0.0037 × 1,826 – 2 × 0.0917)
= Exp(2.8812)
= $17.84

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 279.52% per annum.
  • UNFI price at the close of November 19, 2024 was inside the secondary price channel.