Stock Price Trends

Cousins Properties Incorporated (CUZ)

Cousins Properties is a fully integrated, self-managed and self-managed Real Estate Investment Trust (REIT).

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 139.87% per annum.
  • CUZ price at the close of November 19, 2024 was $30.93 and was lower than the bottom border of the primary price channel by $0.17 (0.55%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 82.56% per annum.
  • CUZ price at the close of November 19, 2024 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 CUZ 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: May 23, 2024
End date: November 12, 2024

a = -0.8779

b = 0.0024

s = 0.0309

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0024) – 1
= 139.87%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0309) – 1
= 13.17%

May 23, 2024 calculations

Top border of price channel:

Exp(Y1,133)
= Exp(a + b × X1,133 + 2 × s)
= Exp(a + b × 1,646 + 2 × s)
= Exp(-0.8779 + 0.0024 × 1,646 + 2 × 0.0309)
= Exp(3.1296)
= $22.86

Bottom border of price channel:

Exp(Y1,133)
= Exp(a + b × X1,133 – 2 × s)
= Exp(a + b × 1,646 – 2 × s)
= Exp(-0.8779 + 0.0024 × 1,646 – 2 × 0.0309)
= Exp(3.0058)
= $20.20

November 12, 2024 calculations

Top border of price channel:

Exp(Y1,252)
= Exp(a + b × X1,252 + 2 × s)
= Exp(a + b × 1,819 + 2 × s)
= Exp(-0.8779 + 0.0024 × 1,819 + 2 × 0.0309)
= Exp(3.5442)
= $34.61

Bottom border of price channel:

Exp(Y1,252)
= Exp(a + b × X1,252 – 2 × s)
= Exp(a + b × 1,819 – 2 × s)
= Exp(-0.8779 + 0.0024 × 1,819 – 2 × 0.0309)
= Exp(3.4205)
= $30.58

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 139.87% per annum.
  • CUZ price at the close of November 19, 2024 was $30.93 and was lower than the bottom border of the primary price channel by $0.17 (0.55%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: July 26, 2024
End date: November 19, 2024

a = 0.4496

b = 0.0016

s = 0.0195

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0016) – 1
= 82.56%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0195) – 1
= 8.12%

July 26, 2024 calculations

Top border of price channel:

Exp(Y1,176)
= Exp(a + b × X1,176 + 2 × s)
= Exp(a + b × 1,710 + 2 × s)
= Exp(0.4496 + 0.0016 × 1,710 + 2 × 0.0195)
= Exp(3.3086)
= $27.35

Bottom border of price channel:

Exp(Y1,176)
= Exp(a + b × X1,176 – 2 × s)
= Exp(a + b × 1,710 – 2 × s)
= Exp(0.4496 + 0.0016 × 1,710 – 2 × 0.0195)
= Exp(3.2305)
= $25.29

November 19, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(0.4496 + 0.0016 × 1,826 + 2 × 0.0195)
= Exp(3.4999)
= $33.11

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.4496 + 0.0016 × 1,826 – 2 × 0.0195)
= Exp(3.4218)
= $30.62

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 82.56% per annum.
  • CUZ price at the close of November 19, 2024 was inside the secondary price channel.