Medical Properties (Germany) Market Value
| M3P Stock | EUR 3.96 0.10 2.46% |
| Symbol | Medical |
Medical Properties '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 Medical Properties' 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 Medical Properties.
| 05/04/2023 |
| 11/24/2024 |
If you would invest 0.00 in Medical Properties on May 4, 2023 and sell it all today you would earn a total of 0.00 from holding Medical Properties Trust or generate 0.0% return on investment in Medical Properties over 570 days. Medical Properties is related to or competes with Welltower, Sabra Health, National Health, GEO, and Universal Health. Medical Properties Trust, Inc. is a self-advised real estate investment trust that provides capital to hospitals located... More
Medical Properties 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 Medical Properties' 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 Medical Properties Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.48 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 27.23 | |||
| Value At Risk | (6.74) | |||
| Potential Upside | 7.51 |
Medical Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Medical Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Medical Properties' standard deviation. In reality, there are many statistical measures that can use Medical Properties historical prices to predict the future Medical Properties' volatility.| Risk Adjusted Performance | 0.0257 | |||
| Jensen Alpha | 0.0972 | |||
| Total Risk Alpha | (0.62) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (2.63) |
Medical Properties Trust Backtested Returns
At this point, Medical Properties is risky. Medical Properties Trust has Sharpe Ratio of 0.0329, which conveys that the firm had a 0.0329% return per unit of risk over the last 3 months. We have found thirty technical indicators for Medical Properties, which you can use to evaluate the volatility of the firm. Please verify Medical Properties' Mean Deviation of 2.94, downside deviation of 4.48, and Risk Adjusted Performance of 0.0257 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Medical Properties has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0354, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Medical Properties are expected to decrease at a much lower rate. During the bear market, Medical Properties is likely to outperform the market. Medical Properties Trust right now secures a risk of 4.54%. Please verify Medical Properties Trust semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Medical Properties Trust will be following its current price movements.
Auto-correlation | -0.32 |
Poor reverse predictability
Medical Properties Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Medical Properties time series from 4th of May 2023 to 13th of February 2024 and 13th of February 2024 to 24th 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 Medical Properties Trust price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Medical Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Medical Properties Trust lagged returns against current returns
Autocorrelation, which is Medical Properties 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 Medical Properties' stock expected returns. We can calculate the autocorrelation of Medical Properties returns to help us make a trade decision. For example, suppose you find that Medical Properties 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 |
Medical Properties 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 Medical Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Medical Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Medical Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Medical Properties Lagged Returns
When evaluating Medical Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Medical Properties stock have on its future price. Medical Properties 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, Medical Properties autocorrelation shows the relationship between Medical Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Medical Properties Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Medical Stock
When determining whether Medical Properties Trust is a strong investment it is important to analyze Medical Properties' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Medical Properties' future performance. For an informed investment choice regarding Medical Stock, refer to the following important reports:Check out Medical Properties Correlation, Medical Properties Volatility and Medical Properties Alpha and Beta module to complement your research on Medical Properties. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
Medical Properties 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.