STAG Industrial Inc (STAG)
STAG Industrial, Inc. (NYSE: STAG) is a real estate investment trust focused on the acquisition and operation of single-tenant industrial properties throughout the United States.
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 27.81% per annum.
- STAG price at the close of April 3, 2025 was $34.16 and was higher than the top border of the primary price channel by $0.99 (2.99%). This indicates a possible reversal in the primary trend direction.
- The secondary trend is increasing.
- The growth rate of the secondary trend is 48.76% per annum.
- STAG price at the close of April 3, 2025 was lower than the bottom border of the secondary price channel by $1.34 (3.78%). This indicates a possible reversal in the secondary trend direction.
- The direction of the secondary trend is opposite to the direction of the primary trend. This indicates a possible reversal in the direction of the primary trend.
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 STAG 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 17, 2024
End date: February 5, 2025
a = 5.0829
b = -0.0009
s = 0.0232
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × -0.0009) – 1
= -27.81%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0232) – 1
= 9.73%
July 17, 2024 calculations
Top border of price channel:
Exp(Y1,076)
= Exp(a + b × X1,076 + 2 × s)
= Exp(a + b × 1,563 + 2 × s)
= Exp(5.0829 + -0.0009 × 1,563 + 2 × 0.0232)
= Exp(3.7337)
= $41.84
Bottom border of price channel:
Exp(Y1,076)
= Exp(a + b × X1,076 – 2 × s)
= Exp(a + b × 1,563 – 2 × s)
= Exp(5.0829 + -0.0009 × 1,563 – 2 × 0.0232)
= Exp(3.6409)
= $38.13
February 5, 2025 calculations
Top border of price channel:
Exp(Y1,215)
= Exp(a + b × X1,215 + 2 × s)
= Exp(a + b × 1,766 + 2 × s)
= Exp(5.0829 + -0.0009 × 1,766 + 2 × 0.0232)
= Exp(3.5525)
= $34.90
Bottom border of price channel:
Exp(Y1,215)
= Exp(a + b × X1,215 – 2 × s)
= Exp(a + b × 1,766 – 2 × s)
= Exp(5.0829 + -0.0009 × 1,766 – 2 × 0.0232)
= Exp(3.4596)
= $31.81
Description
- The primary trend is decreasing.
- The decline rate of the primary trend is 27.81% per annum.
- STAG price at the close of April 3, 2025 was $34.16 and was higher than the top border of the primary price channel by $0.99 (2.99%). This indicates a possible reversal in the primary trend direction.
Secondary Trend
Start date: December 18, 2024
End date: March 19, 2025
a = 1.6186
b = 0.0011
s = 0.0163
Annual growth rate:
Exp(365 × b) – 1
= Exp(365 × 0.0011) – 1
= 48.76%
Price channel spread:
Exp(4 × s) – 1
= Exp(4 × 0.0163) – 1
= 6.74%
December 18, 2024 calculations
Top border of price channel:
Exp(Y1,184)
= Exp(a + b × X1,184 + 2 × s)
= Exp(a + b × 1,717 + 2 × s)
= Exp(1.6186 + 0.0011 × 1,717 + 2 × 0.0163)
= Exp(3.5195)
= $33.77
Bottom border of price channel:
Exp(Y1,184)
= Exp(a + b × X1,184 – 2 × s)
= Exp(a + b × 1,717 – 2 × s)
= Exp(1.6186 + 0.0011 × 1,717 – 2 × 0.0163)
= Exp(3.4543)
= $31.64
March 19, 2025 calculations
Top border of price channel:
Exp(Y1,244)
= Exp(a + b × X1,244 + 2 × s)
= Exp(a + b × 1,808 + 2 × s)
= Exp(1.6186 + 0.0011 × 1,808 + 2 × 0.0163)
= Exp(3.6185)
= $37.28
Bottom border of price channel:
Exp(Y1,244)
= Exp(a + b × X1,244 – 2 × s)
= Exp(a + b × 1,808 – 2 × s)
= Exp(1.6186 + 0.0011 × 1,808 – 2 × 0.0163)
= Exp(3.5533)
= $34.93
Description
- The secondary trend is increasing.
- The growth rate of the secondary trend is 48.76% per annum.
- STAG price at the close of April 3, 2025 was lower than the bottom border of the secondary price channel by $1.34 (3.78%). This indicates a possible reversal in the secondary trend direction.