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 38.00% per annum.
  • DEA price at the close of April 2, 2025 was $10.59 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 20.29% per annum.
  • DEA price at the close of April 2, 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 2, 2025

a = 4.7114

b = -0.0013

s = 0.0349

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0013) – 1
= -38.00%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0349) – 1
= 14.99%

September 10, 2024 calculations

Top border of price channel:

Exp(Y1,115)
= Exp(a + b × X1,115 + 2 × s)
= Exp(a + b × 1,621 + 2 × s)
= Exp(4.7114 + -0.0013 × 1,621 + 2 × 0.0349)
= Exp(2.6582)
= $14.27

Bottom border of price channel:

Exp(Y1,115)
= Exp(a + b × X1,115 – 2 × s)
= Exp(a + b × 1,621 – 2 × s)
= Exp(4.7114 + -0.0013 × 1,621 – 2 × 0.0349)
= Exp(2.5185)
= $12.41

April 2, 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(4.7114 + -0.0013 × 1,825 + 2 × 0.0349)
= Exp(2.3910)
= $10.92

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(4.7114 + -0.0013 × 1,825 – 2 × 0.0349)
= Exp(2.2513)
= $9.50

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 38.00% per annum.
  • DEA price at the close of April 2, 2025 was $10.59 and was inside the primary price channel.

Secondary Trend

Start date: December 6, 2024
End date: April 2, 2025

a = 3.4855

b = -0.0006

s = 0.0240

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0006) – 1
= -20.29%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0240) – 1
= 10.06%

December 6, 2024 calculations

Top border of price channel:

Exp(Y1,177)
= Exp(a + b × X1,177 + 2 × s)
= Exp(a + b × 1,708 + 2 × s)
= Exp(3.4855 + -0.0006 × 1,708 + 2 × 0.0240)
= Exp(2.4722)
= $11.85

Bottom border of price channel:

Exp(Y1,177)
= Exp(a + b × X1,177 – 2 × s)
= Exp(a + b × 1,708 – 2 × s)
= Exp(3.4855 + -0.0006 × 1,708 – 2 × 0.0240)
= Exp(2.3763)
= $10.77

April 2, 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(3.4855 + -0.0006 × 1,825 + 2 × 0.0240)
= Exp(2.3995)
= $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(3.4855 + -0.0006 × 1,825 – 2 × 0.0240)
= Exp(2.3037)
= $10.01

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 20.29% per annum.
  • DEA price at the close of April 2, 2025 was inside the secondary price channel.