Stock Price Trends

Kimco Realty Corporation (KIM)

Kimco Realty Corporation is a real estate investment trust (REIT) that invests in shopping centers.

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 87.16% per annum.
  • KIM price at the close of November 19, 2024 was $25.05 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 39.83% per annum.
  • KIM 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 KIM 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: April 10, 2024
End date: November 19, 2024

a = 0.0986

b = 0.0017

s = 0.0295

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0017) – 1
= 87.16%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0295) – 1
= 12.54%

April 10, 2024 calculations

Top border of price channel:

Exp(Y1,102)
= Exp(a + b × X1,102 + 2 × s)
= Exp(a + b × 1,603 + 2 × s)
= Exp(0.0986 + 0.0017 × 1,603 + 2 × 0.0295)
= Exp(2.9105)
= $18.37

Bottom border of price channel:

Exp(Y1,102)
= Exp(a + b × X1,102 – 2 × s)
= Exp(a + b × 1,603 – 2 × s)
= Exp(0.0986 + 0.0017 × 1,603 – 2 × 0.0295)
= Exp(2.7924)
= $16.32

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(0.0986 + 0.0017 × 1,826 + 2 × 0.0295)
= Exp(3.2934)
= $26.94

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.0986 + 0.0017 × 1,826 – 2 × 0.0295)
= Exp(3.1753)
= $23.94

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 87.16% per annum.
  • KIM price at the close of November 19, 2024 was $25.05 and was inside the primary price channel.

Secondary Trend

Start date: August 20, 2024
End date: November 19, 2024

a = 1.5266

b = 0.0009

s = 0.0181

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0009) – 1
= 39.83%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0181) – 1
= 7.51%

August 20, 2024 calculations

Top border of price channel:

Exp(Y1,193)
= Exp(a + b × X1,193 + 2 × s)
= Exp(a + b × 1,735 + 2 × s)
= Exp(1.5266 + 0.0009 × 1,735 + 2 × 0.0181)
= Exp(3.1564)
= $23.49

Bottom border of price channel:

Exp(Y1,193)
= Exp(a + b × X1,193 – 2 × s)
= Exp(a + b × 1,735 – 2 × s)
= Exp(1.5266 + 0.0009 × 1,735 – 2 × 0.0181)
= Exp(3.0840)
= $21.85

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(1.5266 + 0.0009 × 1,826 + 2 × 0.0181)
= Exp(3.2400)
= $25.53

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(1.5266 + 0.0009 × 1,826 – 2 × 0.0181)
= Exp(3.1676)
= $23.75

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 39.83% per annum.
  • KIM price at the close of November 19, 2024 was inside the secondary price channel.