Universal Health Realty Stock Market Value
| UHT Stock | USD 40.93 0.28 0.69% |
| Symbol | Universal |
Universal Health Realty Price To Book Ratio
Is Diversified 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 Universal Health. If investors know Universal 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 Universal Health 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 0.034 | Dividend Share 2.91 | Earnings Share 1.31 | Revenue Per Share 7.241 | Quarterly Revenue Growth 0.01 |
The market value of Universal Health Realty is measured differently than its book value, which is the value of Universal that is recorded on the company's balance sheet. Investors also form their own opinion of Universal Health's value that differs from its market value or its book value, called intrinsic value, which is Universal Health'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 Universal Health's market value can be influenced by many factors that don't directly affect Universal Health'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 Universal Health's value and its price as these two are different measures arrived at by different means. Investors typically determine if Universal Health is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Universal Health'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.
Universal Health '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 Universal Health'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 Universal Health.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Universal Health on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Universal Health Realty or generate 0.0% return on investment in Universal Health over 720 days. Universal Health is related to or competes with Healthcare Realty, Healthpeak Properties, Sabra Healthcare, Community Healthcare, CareTrust REIT, Global Medical, and Ventas. Universal Health Realty Income Trust, a real estate investment trust, invests in healthcare and human service related fa... More
Universal Health 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 Universal Health'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 Universal Health Realty upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.11 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.24 |
Universal Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Universal Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Universal Health's standard deviation. In reality, there are many statistical measures that can use Universal Health historical prices to predict the future Universal Health's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.13) |
Universal Health Realty Backtested Returns
Universal Health Realty owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0759, which indicates the firm had a -0.0759% return per unit of risk over the last 3 months. Universal Health Realty exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Universal Health's Risk Adjusted Performance of (0.03), variance of 1.85, and Coefficient Of Variation of (2,104) to confirm the risk estimate we provide. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Universal Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Universal Health is expected to be smaller as well. At this point, Universal Health Realty has a negative expected return of -0.1%. Please make sure to validate Universal Health's jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Universal Health Realty performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
Universal Health Realty has weak reverse predictability. Overlapping area represents the amount of predictability between Universal Health time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Universal Health Realty price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Universal Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 11.91 |
Universal Health Realty lagged returns against current returns
Autocorrelation, which is Universal Health 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 Universal Health's stock expected returns. We can calculate the autocorrelation of Universal Health returns to help us make a trade decision. For example, suppose you find that Universal Health 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 |
Universal Health 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 Universal Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Universal Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Universal Health stock over time.
Current vs Lagged Prices |
| Timeline |
Universal Health Lagged Returns
When evaluating Universal Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Universal Health stock have on its future price. Universal Health 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, Universal Health autocorrelation shows the relationship between Universal Health stock current value and its past values and can show if there is a momentum factor associated with investing in Universal Health Realty.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Universal Stock Analysis
When running Universal Health's price analysis, check to measure Universal Health's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Universal Health is operating at the current time. Most of Universal Health's value examination focuses on studying past and present price action to predict the probability of Universal Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Universal Health's price. Additionally, you may evaluate how the addition of Universal Health to your portfolios can decrease your overall portfolio volatility.