Stock Price Trends

Unum Group (UNM)

Unum Group is a Chattanooga, Tennessee-based Fortune 500 insurance company formerly known as UnumProvident.

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 102.99% per annum.
  • UNM price at the close of March 31, 2025 was $81.46 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 36.32% per annum.
  • UNM price at the close of March 31, 2025 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 UNM 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 6, 2024
End date: March 31, 2025

a = 0.9064

b = 0.0019

s = 0.0454

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 102.99%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0454) – 1
= 19.94%

June 6, 2024 calculations

Top border of price channel:

Exp(Y1,052)
= Exp(a + b × X1,052 + 2 × s)
= Exp(a + b × 1,527 + 2 × s)
= Exp(0.9064 + 0.0019 × 1,527 + 2 × 0.0454)
= Exp(3.9592)
= $52.42

Bottom border of price channel:

Exp(Y1,052)
= Exp(a + b × X1,052 – 2 × s)
= Exp(a + b × 1,527 – 2 × s)
= Exp(0.9064 + 0.0019 × 1,527 – 2 × 0.0454)
= Exp(3.7774)
= $43.70

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(0.9064 + 0.0019 × 1,825 + 2 × 0.0454)
= Exp(4.5373)
= $93.43

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(0.9064 + 0.0019 × 1,825 – 2 × 0.0454)
= Exp(4.3555)
= $77.90

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 102.99% per annum.
  • UNM price at the close of March 31, 2025 was $81.46 and was inside the primary price channel.

Secondary Trend

Start date: November 6, 2024
End date: March 31, 2025

a = 2.8342

b = 0.0008

s = 0.0278

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 36.32%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0278) – 1
= 11.75%

November 6, 2024 calculations

Top border of price channel:

Exp(Y1,158)
= Exp(a + b × X1,158 + 2 × s)
= Exp(a + b × 1,680 + 2 × s)
= Exp(2.8342 + 0.0008 × 1,680 + 2 × 0.0278)
= Exp(4.3159)
= $74.88

Bottom border of price channel:

Exp(Y1,158)
= Exp(a + b × X1,158 – 2 × s)
= Exp(a + b × 1,680 – 2 × s)
= Exp(2.8342 + 0.0008 × 1,680 – 2 × 0.0278)
= Exp(4.2048)
= $67.00

March 31, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(2.8342 + 0.0008 × 1,825 + 2 × 0.0278)
= Exp(4.4390)
= $84.69

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(2.8342 + 0.0008 × 1,825 – 2 × 0.0278)
= Exp(4.3278)
= $75.78

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 36.32% per annum.
  • UNM price at the close of March 31, 2025 was inside the secondary price channel.