Stock Price Trends

US Physicalrapy Inc (USPH)

US Physical Therapy, Inc. operates outpatient physical therapy clinics that provide preoperative and postoperative care and treatment for orthopedic-related disorders, sports-related injuries, preventive care, injured worker rehabilitation, and neurology-related injuries. The company is headquartered in Houston, Texas.

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 37.33% per annum.
  • USPH price at the close of November 20, 2024 was $94.06 and was higher than the top border of the primary price channel by $10.61 (12.71%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 27.47% per annum.
  • USPH price at the close of November 20, 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 USPH 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: February 29, 2024
End date: November 5, 2024

a = 6.6918

b = -0.0013

s = 0.0353

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0013) – 1
= -37.33%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0353) – 1
= 15.15%

February 29, 2024 calculations

Top border of price channel:

Exp(Y1,073)
= Exp(a + b × X1,073 + 2 × s)
= Exp(a + b × 1,561 + 2 × s)
= Exp(6.6918 + -0.0013 × 1,561 + 2 × 0.0353)
= Exp(4.7636)
= $117.17

Bottom border of price channel:

Exp(Y1,073)
= Exp(a + b × X1,073 – 2 × s)
= Exp(a + b × 1,561 – 2 × s)
= Exp(6.6918 + -0.0013 × 1,561 – 2 × 0.0353)
= Exp(4.6225)
= $101.75

November 5, 2024 calculations

Top border of price channel:

Exp(Y1,246)
= Exp(a + b × X1,246 + 2 × s)
= Exp(a + b × 1,811 + 2 × s)
= Exp(6.6918 + -0.0013 × 1,811 + 2 × 0.0353)
= Exp(4.4435)
= $85.07

Bottom border of price channel:

Exp(Y1,246)
= Exp(a + b × X1,246 – 2 × s)
= Exp(a + b × 1,811 – 2 × s)
= Exp(6.6918 + -0.0013 × 1,811 – 2 × 0.0353)
= Exp(4.3024)
= $73.88

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 37.33% per annum.
  • USPH price at the close of November 20, 2024 was $94.06 and was higher than the top border of the primary price channel by $10.61 (12.71%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: August 14, 2024
End date: November 20, 2024

a = 3.2483

b = 0.0007

s = 0.0450

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 27.47%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0450) – 1
= 19.72%

August 14, 2024 calculations

Top border of price channel:

Exp(Y1,188)
= Exp(a + b × X1,188 + 2 × s)
= Exp(a + b × 1,728 + 2 × s)
= Exp(3.2483 + 0.0007 × 1,728 + 2 × 0.0450)
= Exp(4.4874)
= $88.89

Bottom border of price channel:

Exp(Y1,188)
= Exp(a + b × X1,188 – 2 × s)
= Exp(a + b × 1,728 – 2 × s)
= Exp(3.2483 + 0.0007 × 1,728 – 2 × 0.0450)
= Exp(4.3074)
= $74.25

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(3.2483 + 0.0007 × 1,826 + 2 × 0.0450)
= Exp(4.5526)
= $94.88

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.2483 + 0.0007 × 1,826 – 2 × 0.0450)
= Exp(4.3726)
= $79.25

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 27.47% per annum.
  • USPH price at the close of November 20, 2024 was inside the secondary price channel.