Stock Price Trends

Vista Outdoor Inc (VSTO)

Vista Outdoor Inc. designs, manufactures, and markets consumer products in the outdoor sports and recreation markets in the United States and internationally. The company is headquartered in Anoka, Minnesota.

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 67.60% per annum.
  • VSTO price at the close of November 20, 2024 was $44.15 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 0.59% per annum.
  • VSTO 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 VSTO 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: October 16, 2023
End date: November 20, 2024

a = 1.2199

b = 0.0014

s = 0.0324

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 67.60%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0324) – 1
= 13.84%

October 16, 2023 calculations

Top border of price channel:

Exp(Y980)
= Exp(a + b × X980 + 2 × s)
= Exp(a + b × 1,425 + 2 × s)
= Exp(1.2199 + 0.0014 × 1,425 + 2 × 0.0324)
= Exp(3.3008)
= $27.14

Bottom border of price channel:

Exp(Y980)
= Exp(a + b × X980 – 2 × s)
= Exp(a + b × 1,425 – 2 × s)
= Exp(1.2199 + 0.0014 × 1,425 – 2 × 0.0324)
= Exp(3.1712)
= $23.84

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(1.2199 + 0.0014 × 1,826 + 2 × 0.0324)
= Exp(3.8682)
= $47.86

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.2199 + 0.0014 × 1,826 – 2 × 0.0324)
= Exp(3.7385)
= $42.04

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 67.60% per annum.
  • VSTO price at the close of November 20, 2024 was $44.15 and was inside the primary price channel.

Secondary Trend

Start date: October 7, 2024
End date: November 20, 2024

a = 3.7572

b = 0.0000

s = 0.0025

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0000) – 1
= 0.59%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0025) – 1
= 1.02%

October 7, 2024 calculations

Top border of price channel:

Exp(Y1,225)
= Exp(a + b × X1,225 + 2 × s)
= Exp(a + b × 1,782 + 2 × s)
= Exp(3.7572 + 0.0000 × 1,782 + 2 × 0.0025)
= Exp(3.7909)
= $44.30

Bottom border of price channel:

Exp(Y1,225)
= Exp(a + b × X1,225 – 2 × s)
= Exp(a + b × 1,782 – 2 × s)
= Exp(3.7572 + 0.0000 × 1,782 – 2 × 0.0025)
= Exp(3.7808)
= $43.85

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(3.7572 + 0.0000 × 1,826 + 2 × 0.0025)
= Exp(3.7916)
= $44.33

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.7572 + 0.0000 × 1,826 – 2 × 0.0025)
= Exp(3.7815)
= $43.88

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 0.59% per annum.
  • VSTO price at the close of November 20, 2024 was inside the secondary price channel.