Stock Price Trends

LTC Properties Inc (LTC)

LTC is a real estate investment trust (REIT) that invests in senior housing and healthcare properties primarily through back-lease sales, mortgage financing, joint ventures, and structured finance solutions including preferred equity and mezzanine loans. .

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 24.04% per annum.
  • LTC price at the close of April 29, 2025 was $35.54 and was lower than the bottom border of the primary price channel by $1.42 (3.83%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 1.87% per annum.
  • LTC price at the close of April 29, 2025 was inside the secondary price channel.
  • 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 LTC 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: August 15, 2023
End date: December 17, 2024

a = 2.5994

b = 0.0006

s = 0.0335

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0006) – 1
= 24.04%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0335) – 1
= 14.32%

August 15, 2023 calculations

Top border of price channel:

Exp(Y828)
= Exp(a + b × X828 + 2 × s)
= Exp(a + b × 1,202 + 2 × s)
= Exp(2.5994 + 0.0006 × 1,202 + 2 × 0.0335)
= Exp(3.3758)
= $29.25

Bottom border of price channel:

Exp(Y828)
= Exp(a + b × X828 – 2 × s)
= Exp(a + b × 1,202 – 2 × s)
= Exp(2.5994 + 0.0006 × 1,202 – 2 × 0.0335)
= Exp(3.2420)
= $25.58

December 17, 2024 calculations

Top border of price channel:

Exp(Y1,166)
= Exp(a + b × X1,166 + 2 × s)
= Exp(a + b × 1,692 + 2 × s)
= Exp(2.5994 + 0.0006 × 1,692 + 2 × 0.0335)
= Exp(3.6651)
= $39.06

Bottom border of price channel:

Exp(Y1,166)
= Exp(a + b × X1,166 – 2 × s)
= Exp(a + b × 1,692 – 2 × s)
= Exp(2.5994 + 0.0006 × 1,692 – 2 × 0.0335)
= Exp(3.5312)
= $34.17

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 24.04% per annum.
  • LTC price at the close of April 29, 2025 was $35.54 and was lower than the bottom border of the primary price channel by $1.42 (3.83%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: July 15, 2024
End date: April 29, 2025

a = 3.6417

b = -0.0001

s = 0.0337

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0001) – 1
= -1.87%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0337) – 1
= 14.42%

July 15, 2024 calculations

Top border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 + 2 × s)
= Exp(a + b × 1,537 + 2 × s)
= Exp(3.6417 + -0.0001 × 1,537 + 2 × 0.0337)
= Exp(3.6294)
= $37.69

Bottom border of price channel:

Exp(Y1,057)
= Exp(a + b × X1,057 – 2 × s)
= Exp(a + b × 1,537 – 2 × s)
= Exp(3.6417 + -0.0001 × 1,537 – 2 × 0.0337)
= Exp(3.4947)
= $32.94

April 29, 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(3.6417 + -0.0001 × 1,825 + 2 × 0.0337)
= Exp(3.6145)
= $37.13

Bottom border of price channel:

Exp(Y1,255)
= Exp(a + b × X1,255 – 2 × s)
= Exp(a + b × 1,825 – 2 × s)
= Exp(3.6417 + -0.0001 × 1,825 – 2 × 0.0337)
= Exp(3.4798)
= $32.45

Description

  • The secondary trend is decreasing.
  • The decline rate of the secondary trend is 1.87% per annum.
  • LTC price at the close of April 29, 2025 was inside the secondary price channel.