Stock Price Trends

Urban Edge Properties (UE)

Urban Edge Properties is a NYSE-listed real estate investment trust focused on managing, acquiring, developing and remodeling retail real estate in urban communities, primarily in the New York metropolitan region.

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 86.70% per annum.
  • UE price at the close of November 19, 2024 was $23.47 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 68.67% per annum.
  • UE 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 UE 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: April 10, 2024
End date: November 19, 2024

a = 0.0258

b = 0.0017

s = 0.0188

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0017) – 1
= 86.70%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0188) – 1
= 7.80%

April 10, 2024 calculations

Top border of price channel:

Exp(Y1,102)
= Exp(a + b × X1,102 + 2 × s)
= Exp(a + b × 1,603 + 2 × s)
= Exp(0.0258 + 0.0017 × 1,603 + 2 × 0.0188)
= Exp(2.8054)
= $16.53

Bottom border of price channel:

Exp(Y1,102)
= Exp(a + b × X1,102 – 2 × s)
= Exp(a + b × 1,603 – 2 × s)
= Exp(0.0258 + 0.0017 × 1,603 – 2 × 0.0188)
= Exp(2.7302)
= $15.34

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(0.0258 + 0.0017 × 1,826 + 2 × 0.0188)
= Exp(3.1868)
= $24.21

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.0258 + 0.0017 × 1,826 – 2 × 0.0188)
= Exp(3.1117)
= $22.46

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 86.70% per annum.
  • UE price at the close of November 19, 2024 was $23.47 and was inside the primary price channel.

Secondary Trend

Start date: July 12, 2024
End date: November 19, 2024

a = 0.5200

b = 0.0014

s = 0.0168

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0014) – 1
= 68.67%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0168) – 1
= 6.97%

July 12, 2024 calculations

Top border of price channel:

Exp(Y1,166)
= Exp(a + b × X1,166 + 2 × s)
= Exp(a + b × 1,696 + 2 × s)
= Exp(0.5200 + 0.0014 × 1,696 + 2 × 0.0168)
= Exp(2.9829)
= $19.75

Bottom border of price channel:

Exp(Y1,166)
= Exp(a + b × X1,166 – 2 × s)
= Exp(a + b × 1,696 – 2 × s)
= Exp(0.5200 + 0.0014 × 1,696 – 2 × 0.0168)
= Exp(2.9156)
= $18.46

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(0.5200 + 0.0014 × 1,826 + 2 × 0.0168)
= Exp(3.1691)
= $23.79

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(0.5200 + 0.0014 × 1,826 – 2 × 0.0168)
= Exp(3.1018)
= $22.24

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 68.67% per annum.
  • UE price at the close of November 19, 2024 was inside the secondary price channel.