Stock Price Trends

Wyndham Hotels & Resorts Inc (WH)

Wyndham Hotels & Resorts, Inc. is a global hotel franchisor. The company is headquartered in Parsippany, New Jersey.

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 1.09% per annum.
  • WH price at the close of November 19, 2024 was $94.53 and was higher than the top border of the primary price channel by $8.36 (9.70%).
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 44.25% per annum.
  • WH price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $8.01 (9.26%).

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 WH 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: March 11, 2021
End date: October 10, 2024

a = 4.2438

b = 0.0000

s = 0.0792

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0000) – 1
= 1.09%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0792) – 1
= 37.28%

March 11, 2021 calculations

Top border of price channel:

Exp(Y327)
= Exp(a + b × X327 + 2 × s)
= Exp(a + b × 477 + 2 × s)
= Exp(4.2438 + 0.0000 × 477 + 2 × 0.0792)
= Exp(4.4163)
= $82.79

Bottom border of price channel:

Exp(Y327)
= Exp(a + b × X327 – 2 × s)
= Exp(a + b × 477 – 2 × s)
= Exp(4.2438 + 0.0000 × 477 – 2 × 0.0792)
= Exp(4.0995)
= $60.31

October 10, 2024 calculations

Top border of price channel:

Exp(Y1,229)
= Exp(a + b × X1,229 + 2 × s)
= Exp(a + b × 1,786 + 2 × s)
= Exp(4.2438 + 0.0000 × 1,786 + 2 × 0.0792)
= Exp(4.4552)
= $86.07

Bottom border of price channel:

Exp(Y1,229)
= Exp(a + b × X1,229 – 2 × s)
= Exp(a + b × 1,786 – 2 × s)
= Exp(4.2438 + 0.0000 × 1,786 – 2 × 0.0792)
= Exp(4.1383)
= $62.70

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 1.09% per annum.
  • WH price at the close of November 19, 2024 was $94.53 and was higher than the top border of the primary price channel by $8.36 (9.70%).

Secondary Trend

Start date: May 13, 2024
End date: October 23, 2024

a = 2.5905

b = 0.0010

s = 0.0184

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 44.25%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0184) – 1
= 7.64%

May 13, 2024 calculations

Top border of price channel:

Exp(Y1,125)
= Exp(a + b × X1,125 + 2 × s)
= Exp(a + b × 1,636 + 2 × s)
= Exp(2.5905 + 0.0010 × 1,636 + 2 × 0.0184)
= Exp(4.2696)
= $71.49

Bottom border of price channel:

Exp(Y1,125)
= Exp(a + b × X1,125 – 2 × s)
= Exp(a + b × 1,636 – 2 × s)
= Exp(2.5905 + 0.0010 × 1,636 – 2 × 0.0184)
= Exp(4.1960)
= $66.42

October 23, 2024 calculations

Top border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 + 2 × s)
= Exp(a + b × 1,799 + 2 × s)
= Exp(2.5905 + 0.0010 × 1,799 + 2 × 0.0184)
= Exp(4.4332)
= $84.20

Bottom border of price channel:

Exp(Y1,238)
= Exp(a + b × X1,238 – 2 × s)
= Exp(a + b × 1,799 – 2 × s)
= Exp(2.5905 + 0.0010 × 1,799 – 2 × 0.0184)
= Exp(4.3596)
= $78.23

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 44.25% per annum.
  • WH price at the close of November 19, 2024 was higher than the top border of the secondary price channel by $8.01 (9.26%).