Stock Price Trends

KB Home (KBH)

KB Home is a home construction company in the United States. The company is headquartered in Los Angeles, California.

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 54.94% per annum.
  • KBH price at the close of April 28, 2025 was $53.92 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 452.47% per annum.
  • KBH price at the close of April 28, 2025 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 KBH 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: September 13, 2024
End date: April 28, 2025

a = 7.9708

b = -0.0022

s = 0.0448

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0022) – 1
= -54.94%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0448) – 1
= 19.62%

September 13, 2024 calculations

Top border of price channel:

Exp(Y1,101)
= Exp(a + b × X1,101 + 2 × s)
= Exp(a + b × 1,598 + 2 × s)
= Exp(7.9708 + -0.0022 × 1,598 + 2 × 0.0448)
= Exp(4.5699)
= $96.53

Bottom border of price channel:

Exp(Y1,101)
= Exp(a + b × X1,101 – 2 × s)
= Exp(a + b × 1,598 – 2 × s)
= Exp(7.9708 + -0.0022 × 1,598 – 2 × 0.0448)
= Exp(4.3907)
= $80.70

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(7.9708 + -0.0022 × 1,825 + 2 × 0.0448)
= Exp(4.0740)
= $58.79

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(7.9708 + -0.0022 × 1,825 – 2 × 0.0448)
= Exp(3.8948)
= $49.15

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 54.94% per annum.
  • KBH price at the close of April 28, 2025 was $53.92 and was inside the primary price channel.

Secondary Trend

Start date: April 11, 2025
End date: April 28, 2025

a = -4.5511

b = 0.0047

s = 0.0160

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0047) – 1
= 452.47%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0160) – 1
= 6.62%

April 11, 2025 calculations

Top border of price channel:

Exp(Y1,245)
= Exp(a + b × X1,245 + 2 × s)
= Exp(a + b × 1,808 + 2 × s)
= Exp(-4.5511 + 0.0047 × 1,808 + 2 × 0.0160)
= Exp(3.9475)
= $51.80

Bottom border of price channel:

Exp(Y1,245)
= Exp(a + b × X1,245 – 2 × s)
= Exp(a + b × 1,808 – 2 × s)
= Exp(-4.5511 + 0.0047 × 1,808 – 2 × 0.0160)
= Exp(3.8834)
= $48.59

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(-4.5511 + 0.0047 × 1,825 + 2 × 0.0160)
= Exp(4.0271)
= $56.10

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(-4.5511 + 0.0047 × 1,825 – 2 × 0.0160)
= Exp(3.9630)
= $52.61

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 452.47% per annum.
  • KBH price at the close of April 28, 2025 was inside the secondary price channel.