Stock Price Trends

Jackson Financial Inc (JXN)

None

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 40.13% per annum.
  • JXN price at the close of April 29, 2025 was $79.32 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 63.59% per annum.
  • JXN price at the close of April 29, 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 JXN 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 7, 2024
End date: April 29, 2025

a = 6.2264

b = -0.0014

s = 0.0574

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0014) – 1
= -40.13%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0574) – 1
= 25.83%

October 7, 2024 calculations

Top border of price channel:

Exp(Y778)
= Exp(a + b × X778 + 2 × s)
= Exp(a + b × 1,132 + 2 × s)
= Exp(6.2264 + -0.0014 × 1,132 + 2 × 0.0574)
= Exp(4.7501)
= $115.60

Bottom border of price channel:

Exp(Y778)
= Exp(a + b × X778 – 2 × s)
= Exp(a + b × 1,132 – 2 × s)
= Exp(6.2264 + -0.0014 × 1,132 – 2 × 0.0574)
= Exp(4.5204)
= $91.87

April 29, 2025 calculations

Top border of price channel:

Exp(Y917)
= Exp(a + b × X917 + 2 × s)
= Exp(a + b × 1,336 + 2 × s)
= Exp(6.2264 + -0.0014 × 1,336 + 2 × 0.0574)
= Exp(4.4634)
= $86.78

Bottom border of price channel:

Exp(Y917)
= Exp(a + b × X917 – 2 × s)
= Exp(a + b × 1,336 – 2 × s)
= Exp(6.2264 + -0.0014 × 1,336 – 2 × 0.0574)
= Exp(4.2336)
= $68.97

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 40.13% per annum.
  • JXN price at the close of April 29, 2025 was $79.32 and was inside the primary price channel.

Secondary Trend

Start date: January 21, 2025
End date: April 29, 2025

a = 7.9901

b = -0.0028

s = 0.0492

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0028) – 1
= -63.59%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0492) – 1
= 21.74%

January 21, 2025 calculations

Top border of price channel:

Exp(Y849)
= Exp(a + b × X849 + 2 × s)
= Exp(a + b × 1,238 + 2 × s)
= Exp(7.9901 + -0.0028 × 1,238 + 2 × 0.0492)
= Exp(4.6620)
= $105.85

Bottom border of price channel:

Exp(Y849)
= Exp(a + b × X849 – 2 × s)
= Exp(a + b × 1,238 – 2 × s)
= Exp(7.9901 + -0.0028 × 1,238 – 2 × 0.0492)
= Exp(4.4653)
= $86.95

April 29, 2025 calculations

Top border of price channel:

Exp(Y917)
= Exp(a + b × X917 + 2 × s)
= Exp(a + b × 1,336 + 2 × s)
= Exp(7.9901 + -0.0028 × 1,336 + 2 × 0.0492)
= Exp(4.3908)
= $80.71

Bottom border of price channel:

Exp(Y917)
= Exp(a + b × X917 – 2 × s)
= Exp(a + b × 1,336 – 2 × s)
= Exp(7.9901 + -0.0028 × 1,336 – 2 × 0.0492)
= Exp(4.1941)
= $66.29

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 63.59% per annum.
  • JXN price at the close of April 29, 2025 was inside the secondary price channel.