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 decreasing.
  • The decline rate of the primary trend is 38.18% per annum.
  • DEA price at the close of April 1, 2025 was $10.57 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 20.44% per annum.
  • DEA price at the close of April 1, 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 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: September 10, 2024
End date: April 1, 2025

a = 4.7262

b = -0.0013

s = 0.0349

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0013) – 1
= -38.18%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0349) – 1
= 14.98%

September 10, 2024 calculations

Top border of price channel:

Exp(Y1,116)
= Exp(a + b × X1,116 + 2 × s)
= Exp(a + b × 1,622 + 2 × s)
= Exp(4.7262 + -0.0013 × 1,622 + 2 × 0.0349)
= Exp(2.6587)
= $14.28

Bottom border of price channel:

Exp(Y1,116)
= Exp(a + b × X1,116 – 2 × s)
= Exp(a + b × 1,622 – 2 × s)
= Exp(4.7262 + -0.0013 × 1,622 – 2 × 0.0349)
= Exp(2.5191)
= $12.42

April 1, 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(4.7262 + -0.0013 × 1,825 + 2 × 0.0349)
= Exp(2.3912)
= $10.93

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.7262 + -0.0013 × 1,825 – 2 × 0.0349)
= Exp(2.2516)
= $9.50

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 38.18% per annum.
  • DEA price at the close of April 1, 2025 was $10.57 and was inside the primary price channel.

Secondary Trend

Start date: December 6, 2024
End date: April 1, 2025

a = 3.4954

b = -0.0006

s = 0.0241

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0006) – 1
= -20.44%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0241) – 1
= 10.12%

December 6, 2024 calculations

Top border of price channel:

Exp(Y1,178)
= Exp(a + b × X1,178 + 2 × s)
= Exp(a + b × 1,709 + 2 × s)
= Exp(3.4954 + -0.0006 × 1,709 + 2 × 0.0241)
= Exp(2.4727)
= $11.85

Bottom border of price channel:

Exp(Y1,178)
= Exp(a + b × X1,178 – 2 × s)
= Exp(a + b × 1,709 – 2 × s)
= Exp(3.4954 + -0.0006 × 1,709 – 2 × 0.0241)
= Exp(2.3763)
= $10.76

April 1, 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(3.4954 + -0.0006 × 1,825 + 2 × 0.0241)
= Exp(2.4000)
= $11.02

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(3.4954 + -0.0006 × 1,825 – 2 × 0.0241)
= Exp(2.3036)
= $10.01

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 20.44% per annum.
  • DEA price at the close of April 1, 2025 was inside the secondary price channel.