Stock Price Trends

Healthcare Realty Trust Incorporated (HR)

Healthcare Realty Trust is a real estate investment trust that integrates the ownership, management, financing, and development of income-generating real estate primarily associated with the provision of outpatient healthcare services throughout the United States.

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 97.10% per annum.
  • HR price at the close of November 19, 2024 was $17.66 and was lower than the bottom border of the primary price channel by $1.70 (8.79%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 5.77% per annum.
  • HR 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 HR 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 16, 2024
End date: September 27, 2024

a = -0.3655

b = 0.0019

s = 0.0328

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 97.10%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0328) – 1
= 14.03%

February 16, 2024 calculations

Top border of price channel:

Exp(Y1,066)
= Exp(a + b × X1,066 + 2 × s)
= Exp(a + b × 1,549 + 2 × s)
= Exp(-0.3655 + 0.0019 × 1,549 + 2 × 0.0328)
= Exp(2.5797)
= $13.19

Bottom border of price channel:

Exp(Y1,066)
= Exp(a + b × X1,066 – 2 × s)
= Exp(a + b × 1,549 – 2 × s)
= Exp(-0.3655 + 0.0019 × 1,549 – 2 × 0.0328)
= Exp(2.4483)
= $11.57

September 27, 2024 calculations

Top border of price channel:

Exp(Y1,220)
= Exp(a + b × X1,220 + 2 × s)
= Exp(a + b × 1,773 + 2 × s)
= Exp(-0.3655 + 0.0019 × 1,773 + 2 × 0.0328)
= Exp(2.9961)
= $20.01

Bottom border of price channel:

Exp(Y1,220)
= Exp(a + b × X1,220 – 2 × s)
= Exp(a + b × 1,773 – 2 × s)
= Exp(-0.3655 + 0.0019 × 1,773 – 2 × 0.0328)
= Exp(2.8647)
= $17.54

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 97.10% per annum.
  • HR price at the close of November 19, 2024 was $17.66 and was lower than the bottom border of the primary price channel by $1.70 (8.79%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: July 11, 2024
End date: November 19, 2024

a = 2.5855

b = 0.0002

s = 0.0206

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0002) – 1
= 5.77%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0206) – 1
= 8.59%

July 11, 2024 calculations

Top border of price channel:

Exp(Y1,165)
= Exp(a + b × X1,165 + 2 × s)
= Exp(a + b × 1,695 + 2 × s)
= Exp(2.5855 + 0.0002 × 1,695 + 2 × 0.0206)
= Exp(2.8871)
= $17.94

Bottom border of price channel:

Exp(Y1,165)
= Exp(a + b × X1,165 – 2 × s)
= Exp(a + b × 1,695 – 2 × s)
= Exp(2.5855 + 0.0002 × 1,695 – 2 × 0.0206)
= Exp(2.8047)
= $16.52

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(2.5855 + 0.0002 × 1,826 + 2 × 0.0206)
= Exp(2.9072)
= $18.31

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.5855 + 0.0002 × 1,826 – 2 × 0.0206)
= Exp(2.8248)
= $16.86

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 5.77% per annum.
  • HR price at the close of November 19, 2024 was inside the secondary price channel.