Stock Price Trends

Abercrombie & Fitch Company (ANF)

Abercrombie & Fitch Co., is a specialty retailer. The company is headquartered in New Albany, 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 93.45% per annum.
  • ANF price at the close of April 28, 2025 was $70.67 and was higher than the top border of the primary price channel by $1.60 (2.32%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 64.15% per annum.
  • ANF price at the close of April 28, 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 ANF 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: December 17, 2024
End date: April 17, 2025

a = 17.7540

b = -0.0075

s = 0.0559

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0075) – 1
= -93.45%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0559) – 1
= 25.06%

December 17, 2024 calculations

Top border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 + 2 × s)
= Exp(a + b × 1,693 + 2 × s)
= Exp(17.7540 + -0.0075 × 1,693 + 2 × 0.0559)
= Exp(5.2210)
= $185.11

Bottom border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 – 2 × s)
= Exp(a + b × 1,693 – 2 × s)
= Exp(17.7540 + -0.0075 × 1,693 – 2 × 0.0559)
= Exp(4.9973)
= $148.02

April 17, 2025 calculations

Top border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 + 2 × s)
= Exp(a + b × 1,814 + 2 × s)
= Exp(17.7540 + -0.0075 × 1,814 + 2 × 0.0559)
= Exp(4.3172)
= $74.98

Bottom border of price channel:

Exp(Y1,249)
= Exp(a + b × X1,249 – 2 × s)
= Exp(a + b × 1,814 – 2 × s)
= Exp(17.7540 + -0.0075 × 1,814 – 2 × 0.0559)
= Exp(4.0936)
= $59.95

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 93.45% per annum.
  • ANF price at the close of April 28, 2025 was $70.67 and was higher than the top border of the primary price channel by $1.60 (2.32%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: March 6, 2025
End date: April 28, 2025

a = 9.3839

b = -0.0028

s = 0.0400

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0028) – 1
= -64.15%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0400) – 1
= 17.35%

March 6, 2025 calculations

Top border of price channel:

Exp(Y1,219)
= Exp(a + b × X1,219 + 2 × s)
= Exp(a + b × 1,772 + 2 × s)
= Exp(9.3839 + -0.0028 × 1,772 + 2 × 0.0400)
= Exp(4.4842)
= $88.61

Bottom border of price channel:

Exp(Y1,219)
= Exp(a + b × X1,219 – 2 × s)
= Exp(a + b × 1,772 – 2 × s)
= Exp(9.3839 + -0.0028 × 1,772 – 2 × 0.0400)
= Exp(4.3242)
= $75.51

April 28, 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(9.3839 + -0.0028 × 1,825 + 2 × 0.0400)
= Exp(4.3353)
= $76.34

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(9.3839 + -0.0028 × 1,825 – 2 × 0.0400)
= Exp(4.1753)
= $65.06

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 64.15% per annum.
  • ANF price at the close of April 28, 2025 was inside the secondary price channel.