Stock Price Trends

Veris Residential Inc (VRE)

None

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 286.18% per annum.
  • VRE price at the close of April 2, 2025 was $17.11 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 288.24% per annum.
  • VRE 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 VRE 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 18, 2025
End date: April 2, 2025

a = -3.9192

b = 0.0037

s = 0.0035

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0037) – 1
= 286.18%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0035) – 1
= 1.40%

March 18, 2025 calculations

Top border of price channel:

Exp(Y1,244)
= Exp(a + b × X1,244 + 2 × s)
= Exp(a + b × 1,810 + 2 × s)
= Exp(-3.9192 + 0.0037 × 1,810 + 2 × 0.0035)
= Exp(2.7878)
= $16.25

Bottom border of price channel:

Exp(Y1,244)
= Exp(a + b × X1,244 – 2 × s)
= Exp(a + b × 1,810 – 2 × s)
= Exp(-3.9192 + 0.0037 × 1,810 – 2 × 0.0035)
= Exp(2.7739)
= $16.02

April 2, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(-3.9192 + 0.0037 × 1,825 + 2 × 0.0035)
= Exp(2.8434)
= $17.17

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(-3.9192 + 0.0037 × 1,825 – 2 × 0.0035)
= Exp(2.8295)
= $16.94

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 286.18% per annum.
  • VRE price at the close of April 2, 2025 was $17.11 and was inside the primary price channel.

Secondary Trend

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

a = -3.9458

b = 0.0037

s = 0.0037

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0037) – 1
= 288.24%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0037) – 1
= 1.48%

March 19, 2025 calculations

Top border of price channel:

Exp(Y1,245)
= Exp(a + b × X1,245 + 2 × s)
= Exp(a + b × 1,811 + 2 × s)
= Exp(-3.9458 + 0.0037 × 1,811 + 2 × 0.0037)
= Exp(2.7918)
= $16.31

Bottom border of price channel:

Exp(Y1,245)
= Exp(a + b × X1,245 – 2 × s)
= Exp(a + b × 1,811 – 2 × s)
= Exp(-3.9458 + 0.0037 × 1,811 – 2 × 0.0037)
= Exp(2.7771)
= $16.07

April 2, 2025 calculations

Top border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 + 2 × s)
= Exp(a + b × 1,825 + 2 × s)
= Exp(-3.9458 + 0.0037 × 1,825 + 2 × 0.0037)
= Exp(2.8438)
= $17.18

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(-3.9458 + 0.0037 × 1,825 – 2 × 0.0037)
= Exp(2.8291)
= $16.93

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 288.24% per annum.
  • VRE price at the close of April 2, 2025 was inside the secondary price channel.