Kilroy Realty Corp (KRC)
Kilroy Realty Corporation (NYSE: KRC, the?
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 22.06% per annum.
- KRC price at the close of November 20, 2024 was $38.73 and was inside the primary price channel.
- The secondary trend is increasing.
- The growth rate of the secondary trend is 97.92% per annum.
- KRC price at the close of November 20, 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 KRC 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: March 10, 2023
End date: November 20, 2024
a = 2.6452
b = 0.0005
s = 0.0913
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × 0.0005) – 1
= 22.06%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0913) – 1
= 44.08%
March 10, 2023 calculations
Top border of price channel:
Exp(Y829)
= Exp(a + b × X829 + 2 × s)
= Exp(a + b × 1,205 + 2 × s)
= Exp(2.6452 + 0.0005 × 1,205 + 2 × 0.0913)
= Exp(3.4858)
= $32.65
Bottom border of price channel:
Exp(Y829)
= Exp(a + b × X829 – 2 × s)
= Exp(a + b × 1,205 – 2 × s)
= Exp(2.6452 + 0.0005 × 1,205 – 2 × 0.0913)
= Exp(3.1206)
= $22.66
November 20, 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(2.6452 + 0.0005 × 1,826 + 2 × 0.0913)
= Exp(3.8249)
= $45.83
Bottom border of price channel:
Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.6452 + 0.0005 × 1,826 – 2 × 0.0913)
= Exp(3.4597)
= $31.81
Description
- The primary trend is increasing.
- The growth rate of the primary trend is 22.06% per annum.
- KRC price at the close of November 20, 2024 was $38.73 and was inside the primary price channel.
Secondary Trend
Start date: June 5, 2024
End date: November 20, 2024
a = 0.3147
b = 0.0019
s = 0.0435
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × 0.0019) – 1
= 97.92%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0435) – 1
= 19.00%
June 5, 2024 calculations
Top border of price channel:
Exp(Y1,140)
= Exp(a + b × X1,140 + 2 × s)
= Exp(a + b × 1,658 + 2 × s)
= Exp(0.3147 + 0.0019 × 1,658 + 2 × 0.0435)
= Exp(3.5027)
= $33.21
Bottom border of price channel:
Exp(Y1,140)
= Exp(a + b × X1,140 – 2 × s)
= Exp(a + b × 1,658 – 2 × s)
= Exp(0.3147 + 0.0019 × 1,658 – 2 × 0.0435)
= Exp(3.3287)
= $27.90
November 20, 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(0.3147 + 0.0019 × 1,826 + 2 × 0.0435)
= Exp(3.8169)
= $45.46
Bottom border of price channel:
Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.3147 + 0.0019 × 1,826 – 2 × 0.0435)
= Exp(3.6430)
= $38.20
Description
- The secondary trend is increasing.
- The growth rate of the secondary trend is 97.92% per annum.
- KRC price at the close of November 20, 2024 was inside the secondary price channel.