Stock Price Trends

Eerly Govt Ppty Inc (DEA)

Easterly Government Properties, Inc. (NYSE: DEA) is headquartered in Washington, DC and focuses primarily on the acquisition, development, and management of Class A commercial properties that are leased to the US government.

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 49.49% per annum.
  • DEA price at the close of November 19, 2024 was $12.06 and was lower than the bottom border of the primary price channel by $1.22 (9.19%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 5.79% per annum.
  • DEA price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $0.80 (6.21%). This indicates a possible reversal in the secondary trend direction.

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 DEA 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: February 5, 2024
End date: October 31, 2024

a = 0.6390

b = 0.0011

s = 0.0320

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0011) – 1
= 49.49%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0320) – 1
= 13.67%

February 5, 2024 calculations

Top border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 + 2 × s)
= Exp(a + b × 1,538 + 2 × s)
= Exp(0.6390 + 0.0011 × 1,538 + 2 × 0.0320)
= Exp(2.3971)
= $10.99

Bottom border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 – 2 × s)
= Exp(a + b × 1,538 – 2 × s)
= Exp(0.6390 + 0.0011 × 1,538 – 2 × 0.0320)
= Exp(2.2690)
= $9.67

October 31, 2024 calculations

Top border of price channel:

Exp(Y1,244)
= Exp(a + b × X1,244 + 2 × s)
= Exp(a + b × 1,807 + 2 × s)
= Exp(0.6390 + 0.0011 × 1,807 + 2 × 0.0320)
= Exp(2.6935)
= $14.78

Bottom border of price channel:

Exp(Y1,244)
= Exp(a + b × X1,244 – 2 × s)
= Exp(a + b × 1,807 – 2 × s)
= Exp(0.6390 + 0.0011 × 1,807 – 2 × 0.0320)
= Exp(2.5653)
= $13.01

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 49.49% per annum.
  • DEA price at the close of November 19, 2024 was $12.06 and was lower than the bottom border of the primary price channel by $1.22 (9.19%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: July 15, 2024
End date: November 13, 2024

a = 2.3107

b = 0.0002

s = 0.0191

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0002) – 1
= 5.79%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0191) – 1
= 7.95%

July 15, 2024 calculations

Top border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 + 2 × s)
= Exp(a + b × 1,699 + 2 × s)
= Exp(2.3107 + 0.0002 × 1,699 + 2 × 0.0191)
= Exp(2.6110)
= $13.61

Bottom border of price channel:

Exp(Y1,167)
= Exp(a + b × X1,167 – 2 × s)
= Exp(a + b × 1,699 – 2 × s)
= Exp(2.3107 + 0.0002 × 1,699 – 2 × 0.0191)
= Exp(2.5344)
= $12.61

November 13, 2024 calculations

Top border of price channel:

Exp(Y1,253)
= Exp(a + b × X1,253 + 2 × s)
= Exp(a + b × 1,820 + 2 × s)
= Exp(2.3107 + 0.0002 × 1,820 + 2 × 0.0191)
= Exp(2.6296)
= $13.87

Bottom border of price channel:

Exp(Y1,253)
= Exp(a + b × X1,253 – 2 × s)
= Exp(a + b × 1,820 – 2 × s)
= Exp(2.3107 + 0.0002 × 1,820 – 2 × 0.0191)
= Exp(2.5531)
= $12.85

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 5.79% per annum.
  • DEA price at the close of November 19, 2024 was lower than the bottom border of the secondary price channel by $0.80 (6.21%). This indicates a possible reversal in the secondary trend direction.