Stock Price Trends

PotlatchDeltic Corp (PCH)

PotlatchDeltic (NASDAQ: PCH) is a leading Real Estate Investment Trust (REIT) owning 1.

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 1.86% per annum.
  • PCH price at the close of January 27, 2025 was $42.86 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 8.39% per annum.
  • PCH price at the close of January 27, 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 PCH 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 31, 2021
End date: January 27, 2025

a = 3.8323

b = -0.0001

s = 0.0669

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -1.86%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0669) – 1
= 30.66%

March 31, 2021 calculations

Top border of price channel:

Exp(Y296)
= Exp(a + b × X296 + 2 × s)
= Exp(a + b × 428 + 2 × s)
= Exp(3.8323 + -0.0001 × 428 + 2 × 0.0669)
= Exp(3.9440)
= $51.62

Bottom border of price channel:

Exp(Y296)
= Exp(a + b × X296 – 2 × s)
= Exp(a + b × 428 – 2 × s)
= Exp(3.8323 + -0.0001 × 428 – 2 × 0.0669)
= Exp(3.6765)
= $39.51

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(3.8323 + -0.0001 × 1,826 + 2 × 0.0669)
= Exp(3.8720)
= $48.04

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(3.8323 + -0.0001 × 1,826 – 2 × 0.0669)
= Exp(3.6046)
= $36.77

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 1.86% per annum.
  • PCH price at the close of January 27, 2025 was $42.86 and was inside the primary price channel.

Secondary Trend

Start date: June 7, 2023
End date: January 27, 2025

a = 4.1319

b = -0.0002

s = 0.0519

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0002) – 1
= -8.39%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0519) – 1
= 23.08%

June 7, 2023 calculations

Top border of price channel:

Exp(Y846)
= Exp(a + b × X846 + 2 × s)
= Exp(a + b × 1,226 + 2 × s)
= Exp(4.1319 + -0.0002 × 1,226 + 2 × 0.0519)
= Exp(3.9413)
= $51.48

Bottom border of price channel:

Exp(Y846)
= Exp(a + b × X846 – 2 × s)
= Exp(a + b × 1,226 – 2 × s)
= Exp(4.1319 + -0.0002 × 1,226 – 2 × 0.0519)
= Exp(3.7336)
= $41.83

January 27, 2025 calculations

Top border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(4.1319 + -0.0002 × 1,826 + 2 × 0.0519)
= Exp(3.7972)
= $44.58

Bottom border of price channel:

Exp(Y1,256)
= Exp(a + b × X1,256 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.1319 + -0.0002 × 1,826 – 2 × 0.0519)
= Exp(3.5895)
= $36.22

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 8.39% per annum.
  • PCH price at the close of January 27, 2025 was inside the secondary price channel.