Stock Price Trends

Saul Centers Inc (BFS)

Saul Centers, Inc. is a self-managed, self-managed capital REIT based in Bethesda, Maryland, currently operating and managing a real estate portfolio of 60 properties that includes (a) 50 community and neighborhood shopping centers and seven mixed-use properties with approximately 9.

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 5.97% per annum.
  • BFS price at the close of April 28, 2025 was $33.10 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 12.51% per annum.
  • BFS price at the close of April 28, 2025 was lower than the bottom border of the secondary price channel by $3.75 (10.17%). 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 BFS 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: May 28, 2021
End date: July 10, 2024

a = 3.7436

b = -0.0002

s = 0.0787

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0002) – 1
= -5.97%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0787) – 1
= 37.01%

May 28, 2021 calculations

Top border of price channel:

Exp(Y273)
= Exp(a + b × X273 + 2 × s)
= Exp(a + b × 394 + 2 × s)
= Exp(3.7436 + -0.0002 × 394 + 2 × 0.0787)
= Exp(3.8345)
= $46.27

Bottom border of price channel:

Exp(Y273)
= Exp(a + b × X273 – 2 × s)
= Exp(a + b × 394 – 2 × s)
= Exp(3.7436 + -0.0002 × 394 – 2 × 0.0787)
= Exp(3.5197)
= $33.77

July 10, 2024 calculations

Top border of price channel:

Exp(Y1,055)
= Exp(a + b × X1,055 + 2 × s)
= Exp(a + b × 1,533 + 2 × s)
= Exp(3.7436 + -0.0002 × 1,533 + 2 × 0.0787)
= Exp(3.6424)
= $38.18

Bottom border of price channel:

Exp(Y1,055)
= Exp(a + b × X1,055 – 2 × s)
= Exp(a + b × 1,533 – 2 × s)
= Exp(3.7436 + -0.0002 × 1,533 – 2 × 0.0787)
= Exp(3.3275)
= $27.87

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 5.97% per annum.
  • BFS price at the close of April 28, 2025 was $33.10 and was inside the primary price channel.

Secondary Trend

Start date: March 7, 2023
End date: January 6, 2025

a = 3.1000

b = 0.0003

s = 0.0413

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 12.51%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0413) – 1
= 17.98%

March 7, 2023 calculations

Top border of price channel:

Exp(Y718)
= Exp(a + b × X718 + 2 × s)
= Exp(a + b × 1,042 + 2 × s)
= Exp(3.1000 + 0.0003 × 1,042 + 2 × 0.0413)
= Exp(3.5193)
= $33.76

Bottom border of price channel:

Exp(Y718)
= Exp(a + b × X718 – 2 × s)
= Exp(a + b × 1,042 – 2 × s)
= Exp(3.1000 + 0.0003 × 1,042 – 2 × 0.0413)
= Exp(3.3539)
= $28.61

January 6, 2025 calculations

Top border of price channel:

Exp(Y1,179)
= Exp(a + b × X1,179 + 2 × s)
= Exp(a + b × 1,713 + 2 × s)
= Exp(3.1000 + 0.0003 × 1,713 + 2 × 0.0413)
= Exp(3.7360)
= $41.93

Bottom border of price channel:

Exp(Y1,179)
= Exp(a + b × X1,179 – 2 × s)
= Exp(a + b × 1,713 – 2 × s)
= Exp(3.1000 + 0.0003 × 1,713 – 2 × 0.0413)
= Exp(3.5706)
= $35.54

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 12.51% per annum.
  • BFS price at the close of April 28, 2025 was lower than the bottom border of the secondary price channel by $3.75 (10.17%). This indicates a possible reversal in the secondary trend direction.