Stock Price Trends

Phillips Edison & Co Inc (PECO)

None

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 50.97% per annum.
  • PECO price at the close of January 24, 2025 was $36.62 and was higher than the top border of the primary price channel by $0.33 (0.90%). This indicates a possible reversal in the primary trend direction.
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 41.72% per annum.
  • PECO price at the close of January 24, 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 PECO 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: November 25, 2024
End date: January 22, 2025

a = 6.0845

b = -0.0020

s = 0.0120

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × -0.0020) – 1
= -50.97%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0120) – 1
= 4.93%

November 25, 2024 calculations

Top border of price channel:

Exp(Y847)
= Exp(a + b × X847 + 2 × s)
= Exp(a + b × 1,229 + 2 × s)
= Exp(6.0845 + -0.0020 × 1,229 + 2 × 0.0120)
= Exp(3.7088)
= $40.80

Bottom border of price channel:

Exp(Y847)
= Exp(a + b × X847 – 2 × s)
= Exp(a + b × 1,229 – 2 × s)
= Exp(6.0845 + -0.0020 × 1,229 – 2 × 0.0120)
= Exp(3.6606)
= $38.89

January 22, 2025 calculations

Top border of price channel:

Exp(Y884)
= Exp(a + b × X884 + 2 × s)
= Exp(a + b × 1,287 + 2 × s)
= Exp(6.0845 + -0.0020 × 1,287 + 2 × 0.0120)
= Exp(3.5955)
= $36.44

Bottom border of price channel:

Exp(Y884)
= Exp(a + b × X884 – 2 × s)
= Exp(a + b × 1,287 – 2 × s)
= Exp(6.0845 + -0.0020 × 1,287 – 2 × 0.0120)
= Exp(3.5474)
= $34.72

Description

  • The primary trend is decreasing.
  • The decline rate of the primary trend is 50.97% per annum.
  • PECO price at the close of January 24, 2025 was $36.62 and was higher than the top border of the primary price channel by $0.33 (0.90%). This indicates a possible reversal in the primary trend direction.

Secondary Trend

Start date: January 8, 2025
End date: January 24, 2025

a = 2.3580

b = 0.0010

s = 0.0112

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0010) – 1
= 41.72%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0112) – 1
= 4.58%

January 8, 2025 calculations

Top border of price channel:

Exp(Y876)
= Exp(a + b × X876 + 2 × s)
= Exp(a + b × 1,273 + 2 × s)
= Exp(2.3580 + 0.0010 × 1,273 + 2 × 0.0112)
= Exp(3.5965)
= $36.47

Bottom border of price channel:

Exp(Y876)
= Exp(a + b × X876 – 2 × s)
= Exp(a + b × 1,273 – 2 × s)
= Exp(2.3580 + 0.0010 × 1,273 – 2 × 0.0112)
= Exp(3.5517)
= $34.87

January 24, 2025 calculations

Top border of price channel:

Exp(Y886)
= Exp(a + b × X886 + 2 × s)
= Exp(a + b × 1,289 + 2 × s)
= Exp(2.3580 + 0.0010 × 1,289 + 2 × 0.0112)
= Exp(3.6118)
= $37.03

Bottom border of price channel:

Exp(Y886)
= Exp(a + b × X886 – 2 × s)
= Exp(a + b × 1,289 – 2 × s)
= Exp(2.3580 + 0.0010 × 1,289 – 2 × 0.0112)
= Exp(3.5670)
= $35.41

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 41.72% per annum.
  • PECO price at the close of January 24, 2025 was inside the secondary price channel.