Stock Price Trends

Millrose Properties Inc CL A (MRP)

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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 494.24% per annum.
  • MRP price at the close of April 28, 2025 was $25.02 and was inside the primary price channel.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 429.12% per annum.
  • MRP price at the close of April 28, 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 MRP 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, 2025
End date: April 28, 2025

a = 2.8321

b = 0.0049

s = 0.0131

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0049) – 1
= 494.24%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0131) – 1
= 5.39%

April 10, 2025 calculations

Top border of price channel:

Exp(Y43)
= Exp(a + b × X43 + 2 × s)
= Exp(a + b × 62 + 2 × s)
= Exp(2.8321 + 0.0049 × 62 + 2 × 0.0131)
= Exp(3.1611)
= $23.60

Bottom border of price channel:

Exp(Y43)
= Exp(a + b × X43 – 2 × s)
= Exp(a + b × 62 – 2 × s)
= Exp(2.8321 + 0.0049 × 62 – 2 × 0.0131)
= Exp(3.1086)
= $22.39

April 28, 2025 calculations

Top border of price channel:

Exp(Y54)
= Exp(a + b × X54 + 2 × s)
= Exp(a + b × 80 + 2 × s)
= Exp(2.8321 + 0.0049 × 80 + 2 × 0.0131)
= Exp(3.2490)
= $25.76

Bottom border of price channel:

Exp(Y54)
= Exp(a + b × X54 – 2 × s)
= Exp(a + b × 80 – 2 × s)
= Exp(2.8321 + 0.0049 × 80 – 2 × 0.0131)
= Exp(3.1965)
= $24.45

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 494.24% per annum.
  • MRP price at the close of April 28, 2025 was $25.02 and was inside the primary price channel.

Secondary Trend

Start date: April 11, 2025
End date: April 28, 2025

a = 2.8558

b = 0.0046

s = 0.0133

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0046) – 1
= 429.12%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0133) – 1
= 5.48%

April 11, 2025 calculations

Top border of price channel:

Exp(Y44)
= Exp(a + b × X44 + 2 × s)
= Exp(a + b × 63 + 2 × s)
= Exp(2.8558 + 0.0046 × 63 + 2 × 0.0133)
= Exp(3.1700)
= $23.81

Bottom border of price channel:

Exp(Y44)
= Exp(a + b × X44 – 2 × s)
= Exp(a + b × 63 – 2 × s)
= Exp(2.8558 + 0.0046 × 63 – 2 × 0.0133)
= Exp(3.1167)
= $22.57

April 28, 2025 calculations

Top border of price channel:

Exp(Y54)
= Exp(a + b × X54 + 2 × s)
= Exp(a + b × 80 + 2 × s)
= Exp(2.8558 + 0.0046 × 80 + 2 × 0.0133)
= Exp(3.2476)
= $25.73

Bottom border of price channel:

Exp(Y54)
= Exp(a + b × X54 – 2 × s)
= Exp(a + b × 80 – 2 × s)
= Exp(2.8558 + 0.0046 × 80 – 2 × 0.0133)
= Exp(3.1942)
= $24.39

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 429.12% per annum.
  • MRP price at the close of April 28, 2025 was inside the secondary price channel.