Stock Price Trends

Hilton Grand Vacations Inc (HGV)

Hilton Grand Vacations Inc., a timeshare company, develops, markets, sells and manages vacation-owned resorts primarily under the Hilton Grand Vacations brand. The company is headquartered in Orlando, Florida.

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 4.45% per annum.
  • HGV price at the close of April 28, 2025 was $34.27 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 67.29% per annum.
  • HGV 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 HGV 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: April 16, 2021
End date: April 28, 2025

a = 3.8846

b = -0.0001

s = 0.0942

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -4.45%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0942) – 1
= 45.73%

April 16, 2021 calculations

Top border of price channel:

Exp(Y243)
= Exp(a + b × X243 + 2 × s)
= Exp(a + b × 352 + 2 × s)
= Exp(3.8846 + -0.0001 × 352 + 2 × 0.0942)
= Exp(4.0290)
= $56.20

Bottom border of price channel:

Exp(Y243)
= Exp(a + b × X243 – 2 × s)
= Exp(a + b × 352 – 2 × s)
= Exp(3.8846 + -0.0001 × 352 – 2 × 0.0942)
= Exp(3.6524)
= $38.57

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(3.8846 + -0.0001 × 1,825 + 2 × 0.0942)
= Exp(3.8452)
= $46.77

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(3.8846 + -0.0001 × 1,825 – 2 × 0.0942)
= Exp(3.4686)
= $32.09

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 4.45% per annum.
  • HGV price at the close of April 28, 2025 was $34.27 and was inside the primary price channel.

Secondary Trend

Start date: January 27, 2025
End date: April 28, 2025

a = 9.0859

b = -0.0031

s = 0.0463

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0031) – 1
= -67.29%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0463) – 1
= 20.33%

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,192)
= Exp(a + b × X1,192 + 2 × s)
= Exp(a + b × 1,734 + 2 × s)
= Exp(9.0859 + -0.0031 × 1,734 + 2 × 0.0463)
= Exp(3.8692)
= $47.91

Bottom border of price channel:

Exp(Y1,192)
= Exp(a + b × X1,192 – 2 × s)
= Exp(a + b × 1,734 – 2 × s)
= Exp(9.0859 + -0.0031 × 1,734 – 2 × 0.0463)
= Exp(3.6841)
= $39.81

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(9.0859 + -0.0031 × 1,825 + 2 × 0.0463)
= Exp(3.5906)
= $36.26

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(9.0859 + -0.0031 × 1,825 – 2 × 0.0463)
= Exp(3.4055)
= $30.13

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 67.29% per annum.
  • HGV price at the close of April 28, 2025 was inside the secondary price channel.