Stock Price Trends

Millrose Properties Inc CL A (MRP)

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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 5,443.16% per annum.
  • MRP price at the close of April 2, 2025 was $26.50 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 300.76% per annum.
  • MRP 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 MRP 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 6, 2025
End date: March 31, 2025

a = 2.7393

b = 0.0110

s = 0.0369

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0110) – 1
= 5,443.16%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0369) – 1
= 15.91%

March 6, 2025 calculations

Top border of price channel:

Exp(Y18)
= Exp(a + b × X18 + 2 × s)
= Exp(a + b × 27 + 2 × s)
= Exp(2.7393 + 0.0110 × 27 + 2 × 0.0369)
= Exp(3.1101)
= $22.42

Bottom border of price channel:

Exp(Y18)
= Exp(a + b × X18 – 2 × s)
= Exp(a + b × 27 – 2 × s)
= Exp(2.7393 + 0.0110 × 27 – 2 × 0.0369)
= Exp(2.9625)
= $19.35

March 31, 2025 calculations

Top border of price channel:

Exp(Y35)
= Exp(a + b × X35 + 2 × s)
= Exp(a + b × 52 + 2 × s)
= Exp(2.7393 + 0.0110 × 52 + 2 × 0.0369)
= Exp(3.3851)
= $29.52

Bottom border of price channel:

Exp(Y35)
= Exp(a + b × X35 – 2 × s)
= Exp(a + b × 52 – 2 × s)
= Exp(2.7393 + 0.0110 × 52 – 2 × 0.0369)
= Exp(3.2375)
= $25.47

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 5,443.16% per annum.
  • MRP price at the close of April 2, 2025 was $26.50 and was inside the primary price channel.

Secondary Trend

Start date: March 19, 2025
End date: April 2, 2025

a = 3.0774

b = 0.0038

s = 0.0152

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0038) – 1
= 300.76%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0152) – 1
= 6.29%

March 19, 2025 calculations

Top border of price channel:

Exp(Y27)
= Exp(a + b × X27 + 2 × s)
= Exp(a + b × 40 + 2 × s)
= Exp(3.0774 + 0.0038 × 40 + 2 × 0.0152)
= Exp(3.2600)
= $26.05

Bottom border of price channel:

Exp(Y27)
= Exp(a + b × X27 – 2 × s)
= Exp(a + b × 40 – 2 × s)
= Exp(3.0774 + 0.0038 × 40 – 2 × 0.0152)
= Exp(3.1991)
= $24.51

April 2, 2025 calculations

Top border of price channel:

Exp(Y37)
= Exp(a + b × X37 + 2 × s)
= Exp(a + b × 54 + 2 × s)
= Exp(3.0774 + 0.0038 × 54 + 2 × 0.0152)
= Exp(3.3133)
= $27.48

Bottom border of price channel:

Exp(Y37)
= Exp(a + b × X37 – 2 × s)
= Exp(a + b × 54 – 2 × s)
= Exp(3.0774 + 0.0038 × 54 – 2 × 0.0152)
= Exp(3.2523)
= $25.85

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 300.76% per annum.
  • MRP price at the close of April 2, 2025 was inside the secondary price channel.