Stock Price Trends

Brandywine Realty Trust (BDN)

Brandywine Realty Trust (NYSE: BDN) is one of the largest publicly traded, full-service integrated real estate companies in the United States with a primary focus on the Philadelphia, Austin and Washington, DC markets.

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 30.56% per annum.
  • BDN price at the close of March 31, 2025 was $4.46 and was lower than the bottom border of the primary price channel by $0.19 (4.10%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 47.74% per annum.
  • BDN price at the close of March 31, 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 BDN 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 16, 2023
End date: March 3, 2025

a = 0.3824

b = 0.0007

s = 0.0894

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0007) – 1
= 30.56%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0894) – 1
= 42.98%

March 16, 2023 calculations

Top border of price channel:

Exp(Y744)
= Exp(a + b × X744 + 2 × s)
= Exp(a + b × 1,079 + 2 × s)
= Exp(0.3824 + 0.0007 × 1,079 + 2 × 0.0894)
= Exp(1.3495)
= $3.86

Bottom border of price channel:

Exp(Y744)
= Exp(a + b × X744 – 2 × s)
= Exp(a + b × 1,079 – 2 × s)
= Exp(0.3824 + 0.0007 × 1,079 – 2 × 0.0894)
= Exp(0.9920)
= $2.70

March 3, 2025 calculations

Top border of price channel:

Exp(Y1,235)
= Exp(a + b × X1,235 + 2 × s)
= Exp(a + b × 1,797 + 2 × s)
= Exp(0.3824 + 0.0007 × 1,797 + 2 × 0.0894)
= Exp(1.8742)
= $6.52

Bottom border of price channel:

Exp(Y1,235)
= Exp(a + b × X1,235 – 2 × s)
= Exp(a + b × 1,797 – 2 × s)
= Exp(0.3824 + 0.0007 × 1,797 – 2 × 0.0894)
= Exp(1.5166)
= $4.56

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 30.56% per annum.
  • BDN price at the close of March 31, 2025 was $4.46 and was lower than the bottom border of the primary price channel by $0.19 (4.10%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: November 25, 2024
End date: March 31, 2025

a = 4.7580

b = -0.0018

s = 0.0313

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0018) – 1
= -47.74%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0313) – 1
= 13.34%

November 25, 2024 calculations

Top border of price channel:

Exp(Y1,171)
= Exp(a + b × X1,171 + 2 × s)
= Exp(a + b × 1,699 + 2 × s)
= Exp(4.7580 + -0.0018 × 1,699 + 2 × 0.0313)
= Exp(1.8001)
= $6.05

Bottom border of price channel:

Exp(Y1,171)
= Exp(a + b × X1,171 – 2 × s)
= Exp(a + b × 1,699 – 2 × s)
= Exp(4.7580 + -0.0018 × 1,699 – 2 × 0.0313)
= Exp(1.6749)
= $5.34

March 31, 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(4.7580 + -0.0018 × 1,825 + 2 × 0.0313)
= Exp(1.5761)
= $4.84

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.7580 + -0.0018 × 1,825 – 2 × 0.0313)
= Exp(1.4509)
= $4.27

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 47.74% per annum.
  • BDN price at the close of March 31, 2025 was inside the secondary price channel.