Stock Price Trends

The Wendy’s Co (WEN)

The Wendy's Company, is a quick service restaurant business. The company is headquartered in Dublin, Ohio.

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 12.56% per annum.
  • WEN price at the close of November 20, 2024 was $17.92 and was higher than the top border of the primary price channel by $0.40 (2.29%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 56.52% per annum.
  • WEN 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 WEN 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: November 23, 2022
End date: September 12, 2024

a = 3.4612

b = -0.0004

s = 0.0368

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0004) – 1
= -12.56%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0368) – 1
= 15.84%

November 23, 2022 calculations

Top border of price channel:

Exp(Y757)
= Exp(a + b × X757 + 2 × s)
= Exp(a + b × 1,098 + 2 × s)
= Exp(3.4612 + -0.0004 × 1,098 + 2 × 0.0368)
= Exp(3.1310)
= $22.90

Bottom border of price channel:

Exp(Y757)
= Exp(a + b × X757 – 2 × s)
= Exp(a + b × 1,098 – 2 × s)
= Exp(3.4612 + -0.0004 × 1,098 – 2 × 0.0368)
= Exp(2.9840)
= $19.77

September 12, 2024 calculations

Top border of price channel:

Exp(Y1,208)
= Exp(a + b × X1,208 + 2 × s)
= Exp(a + b × 1,757 + 2 × s)
= Exp(3.4612 + -0.0004 × 1,757 + 2 × 0.0368)
= Exp(2.8887)
= $17.97

Bottom border of price channel:

Exp(Y1,208)
= Exp(a + b × X1,208 – 2 × s)
= Exp(a + b × 1,757 – 2 × s)
= Exp(3.4612 + -0.0004 × 1,757 – 2 × 0.0368)
= Exp(2.7417)
= $15.51

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 12.56% per annum.
  • WEN price at the close of November 20, 2024 was $17.92 and was higher than the top border of the primary price channel by $0.40 (2.29%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: June 7, 2024
End date: November 14, 2024

a = 0.7182

b = 0.0012

s = 0.0386

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0012) – 1
= 56.52%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0386) – 1
= 16.69%

June 7, 2024 calculations

Top border of price channel:

Exp(Y1,142)
= Exp(a + b × X1,142 + 2 × s)
= Exp(a + b × 1,660 + 2 × s)
= Exp(0.7182 + 0.0012 × 1,660 + 2 × 0.0386)
= Exp(2.8329)
= $17.00

Bottom border of price channel:

Exp(Y1,142)
= Exp(a + b × X1,142 – 2 × s)
= Exp(a + b × 1,660 – 2 × s)
= Exp(0.7182 + 0.0012 × 1,660 – 2 × 0.0386)
= Exp(2.6785)
= $14.56

November 14, 2024 calculations

Top border of price channel:

Exp(Y1,253)
= Exp(a + b × X1,253 + 2 × s)
= Exp(a + b × 1,820 + 2 × s)
= Exp(0.7182 + 0.0012 × 1,820 + 2 × 0.0386)
= Exp(3.0293)
= $20.68

Bottom border of price channel:

Exp(Y1,253)
= Exp(a + b × X1,253 – 2 × s)
= Exp(a + b × 1,820 – 2 × s)
= Exp(0.7182 + 0.0012 × 1,820 – 2 × 0.0386)
= Exp(2.8749)
= $17.72

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 56.52% per annum.
  • WEN price at the close of November 20, 2024 was inside the secondary price channel.