Stock Price Trends

JBG SMITH Properties (JBGS)

JBG SMITH is an S&P 400 company that owns, operates, invests, and develops a dynamic portfolio of high-growth mixed-use properties in and around Washington, DC.

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 12.53% per annum.
  • JBGS price at the close of August 21, 2025 was $20.29 and was higher than the top border of the primary price channel by $0.03 (0.16%).
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 160.91% per annum.
  • JBGS price at the close of August 21, 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 JBGS 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 3, 2023
End date: August 21, 2025

a = 2.2579

b = 0.0003

s = 0.0806

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0003) – 1
= 12.53%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0806) – 1
= 38.02%

March 3, 2023 calculations

Top border of price channel:

Exp(Y635)
= Exp(a + b × X635 + 2 × s)
= Exp(a + b × 921 + 2 × s)
= Exp(2.2579 + 0.0003 × 921 + 2 × 0.0806)
= Exp(2.7168)
= $15.13

Bottom border of price channel:

Exp(Y635)
= Exp(a + b × X635 – 2 × s)
= Exp(a + b × 921 – 2 × s)
= Exp(2.2579 + 0.0003 × 921 – 2 × 0.0806)
= Exp(2.3946)
= $10.96

August 21, 2025 calculations

Top border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 + 2 × s)
= Exp(a + b × 1,823 + 2 × s)
= Exp(2.2579 + 0.0003 × 1,823 + 2 × 0.0806)
= Exp(3.0085)
= $20.26

Bottom border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 – 2 × s)
= Exp(a + b × 1,823 – 2 × s)
= Exp(2.2579 + 0.0003 × 1,823 – 2 × 0.0806)
= Exp(2.6863)
= $14.68

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 12.53% per annum.
  • JBGS price at the close of August 21, 2025 was $20.29 and was higher than the top border of the primary price channel by $0.03 (0.16%).

Secondary Trend

Start date: April 4, 2025
End date: August 21, 2025

a = -1.7693

b = 0.0026

s = 0.0412

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0026) – 1
= 160.91%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0412) – 1
= 17.93%

April 4, 2025 calculations

Top border of price channel:

Exp(Y1,159)
= Exp(a + b × X1,159 + 2 × s)
= Exp(a + b × 1,684 + 2 × s)
= Exp(-1.7693 + 0.0026 × 1,684 + 2 × 0.0412)
= Exp(2.7377)
= $15.45

Bottom border of price channel:

Exp(Y1,159)
= Exp(a + b × X1,159 – 2 × s)
= Exp(a + b × 1,684 – 2 × s)
= Exp(-1.7693 + 0.0026 × 1,684 – 2 × 0.0412)
= Exp(2.5728)
= $13.10

August 21, 2025 calculations

Top border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 + 2 × s)
= Exp(a + b × 1,823 + 2 × s)
= Exp(-1.7693 + 0.0026 × 1,823 + 2 × 0.0412)
= Exp(3.1029)
= $22.26

Bottom border of price channel:

Exp(Y1,254)
= Exp(a + b × X1,254 – 2 × s)
= Exp(a + b × 1,823 – 2 × s)
= Exp(-1.7693 + 0.0026 × 1,823 – 2 × 0.0412)
= Exp(2.9380)
= $18.88

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 160.91% per annum.
  • JBGS price at the close of August 21, 2025 was inside the secondary price channel.