Stock Price Trends

Prologis Inc (PLD)

Prologis, Inc. is a real estate investment trust headquartered in San Francisco, California that invests in logistics facilities, with a focus on the consumption side of the global supply chain.

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 3.38% per annum.
  • PLD price at the close of November 19, 2024 was $115.13 and was inside the primary price channel.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 52.62% per annum.
  • PLD 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 PLD 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: July 12, 2021
End date: November 19, 2024

a = 4.9029

b = -0.0001

s = 0.1004

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -3.38%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.1004) – 1
= 49.42%

July 12, 2021 calculations

Top border of price channel:

Exp(Y411)
= Exp(a + b × X411 + 2 × s)
= Exp(a + b × 600 + 2 × s)
= Exp(4.9029 + -0.0001 × 600 + 2 × 0.1004)
= Exp(5.0471)
= $155.58

Bottom border of price channel:

Exp(Y411)
= Exp(a + b × X411 – 2 × s)
= Exp(a + b × 600 – 2 × s)
= Exp(4.9029 + -0.0001 × 600 – 2 × 0.1004)
= Exp(4.6455)
= $104.12

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(4.9029 + -0.0001 × 1,826 + 2 × 0.1004)
= Exp(4.9316)
= $138.60

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(4.9029 + -0.0001 × 1,826 – 2 × 0.1004)
= Exp(4.5300)
= $92.76

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 3.38% per annum.
  • PLD price at the close of November 19, 2024 was $115.13 and was inside the primary price channel.

Secondary Trend

Start date: September 9, 2024
End date: November 19, 2024

a = 8.4580

b = -0.0020

s = 0.0163

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0020) – 1
= -52.62%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0163) – 1
= 6.76%

September 9, 2024 calculations

Top border of price channel:

Exp(Y1,206)
= Exp(a + b × X1,206 + 2 × s)
= Exp(a + b × 1,755 + 2 × s)
= Exp(8.4580 + -0.0020 × 1,755 + 2 × 0.0163)
= Exp(4.8989)
= $134.14

Bottom border of price channel:

Exp(Y1,206)
= Exp(a + b × X1,206 – 2 × s)
= Exp(a + b × 1,755 – 2 × s)
= Exp(8.4580 + -0.0020 × 1,755 – 2 × 0.0163)
= Exp(4.8335)
= $125.65

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(8.4580 + -0.0020 × 1,826 + 2 × 0.0163)
= Exp(4.7536)
= $116.00

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(8.4580 + -0.0020 × 1,826 – 2 × 0.0163)
= Exp(4.6882)
= $108.66

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 52.62% per annum.
  • PLD price at the close of November 19, 2024 was inside the secondary price channel.