Diversified Healthcare Trust Stock Market Value
| DHCNL Stock | USD 15.89 0.05 0.32% |
| Symbol | Diversified |
Diversified Healthcare Price To Book Ratio
Is Health Care REITs space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Diversified Healthcare. If investors know Diversified will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Diversified Healthcare listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.68) | Revenue Per Share 6.324 | Quarterly Revenue Growth 0.541 | Return On Assets 0.0124 | Return On Equity (0.06) |
The market value of Diversified Healthcare is measured differently than its book value, which is the value of Diversified that is recorded on the company's balance sheet. Investors also form their own opinion of Diversified Healthcare's value that differs from its market value or its book value, called intrinsic value, which is Diversified Healthcare's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Diversified Healthcare's market value can be influenced by many factors that don't directly affect Diversified Healthcare's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Diversified Healthcare's value and its price as these two are different measures arrived at by different means. Investors typically determine if Diversified Healthcare is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Diversified Healthcare's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Diversified Healthcare 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Diversified Healthcare's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Diversified Healthcare.
| 08/28/2024 |
| 11/26/2024 |
If you would invest 0.00 in Diversified Healthcare on August 28, 2024 and sell it all today you would earn a total of 0.00 from holding Diversified Healthcare Trust or generate 0.0% return on investment in Diversified Healthcare over 90 days. Diversified Healthcare is related to or competes with DHCNI, Office Properties, QVCC, Brighthouse Financial, and QVC 6375. DHC is a real estate investment trust, or REIT, that owns medical office and life science properties, senior living comm... More
Diversified Healthcare Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Diversified Healthcare's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Diversified Healthcare Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.17 |
Diversified Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diversified Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diversified Healthcare's standard deviation. In reality, there are many statistical measures that can use Diversified Healthcare historical prices to predict the future Diversified Healthcare's volatility.| Risk Adjusted Performance | 0.044 | |||
| Jensen Alpha | 0.0387 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.2523 |
Diversified Healthcare Backtested Returns
As of now, Diversified Stock is not too volatile. Diversified Healthcare secures Sharpe Ratio (or Efficiency) of 0.013, which denotes the company had a 0.013% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Diversified Healthcare Trust, which you can use to evaluate the volatility of the firm. Please confirm Diversified Healthcare's Downside Deviation of 1.42, mean deviation of 1.16, and Coefficient Of Variation of 1990.43 to check if the risk estimate we provide is consistent with the expected return of 0.0219%. Diversified Healthcare has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Diversified Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Diversified Healthcare is expected to be smaller as well. Diversified Healthcare right now shows a risk of 1.69%. Please confirm Diversified Healthcare expected short fall, and the relationship between the value at risk and daily balance of power , to decide if Diversified Healthcare will be following its price patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Diversified Healthcare Trust has modest reverse predictability. Overlapping area represents the amount of predictability between Diversified Healthcare time series from 28th of August 2024 to 12th of October 2024 and 12th of October 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Diversified Healthcare price movement. The serial correlation of -0.49 indicates that about 49.0% of current Diversified Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Diversified Healthcare lagged returns against current returns
Autocorrelation, which is Diversified Healthcare stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Diversified Healthcare's stock expected returns. We can calculate the autocorrelation of Diversified Healthcare returns to help us make a trade decision. For example, suppose you find that Diversified Healthcare has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Diversified Healthcare regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Diversified Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diversified Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diversified Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Diversified Healthcare Lagged Returns
When evaluating Diversified Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diversified Healthcare stock have on its future price. Diversified Healthcare autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Diversified Healthcare autocorrelation shows the relationship between Diversified Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Diversified Healthcare Trust.
Regressed Prices |
| Timeline |
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Diversified Healthcare technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.