Healthcare Realty (Brazil) Volatility
| H2TA34 Stock | 24.12 0.30 1.23% |
At this point, Healthcare Realty is very steady. Healthcare Realty Trust holds Efficiency (Sharpe) Ratio of 0.0383, which attests that the entity had a 0.0383 % return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Healthcare Realty Trust, which you can use to evaluate the volatility of the firm. Please check out Healthcare Realty's market risk adjusted performance of 1.05, and Risk Adjusted Performance of (0.01) to validate if the risk estimate we provide is consistent with the expected return of 0.0791%.
Healthcare |
Healthcare Realty Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Healthcare daily returns, and it is calculated using variance and standard deviation. We also use Healthcare's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Healthcare Realty volatility.
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Healthcare Realty can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of Healthcare Realty at lower prices to lower their average cost per share. Similarly, when the prices of Healthcare Realty's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities.
Moving together with Healthcare Stock
Moving against Healthcare Stock
Healthcare Realty Market Sensitivity And Downside Risk
Healthcare Realty's beta coefficient measures the volatility of Healthcare stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Healthcare stock's returns against your selected market. In other words, Healthcare Realty's beta of -0.0461 provides an investor with an approximation of how much risk Healthcare Realty stock can potentially add to one of your existing portfolios. Healthcare Realty Trust exhibits very low volatility with skewness of 1.43 and kurtosis of 10.12. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Healthcare Realty's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Healthcare Realty's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
3 Months Beta |Analyze Healthcare Realty Trust Demand TrendCheck current 90 days Healthcare Realty correlation with market (Dow Jones Industrial)Healthcare Beta |
Healthcare standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Standard Deviation | 2.07 |
It is essential to understand the difference between upside risk (as represented by Healthcare Realty's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Healthcare Realty's daily returns or price. Since the actual investment returns on holding a position in healthcare stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Healthcare Realty.
Healthcare Realty Trust Stock Volatility Analysis
Volatility refers to the frequency at which Healthcare Realty stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Healthcare Realty's price changes. Investors will then calculate the volatility of Healthcare Realty's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Healthcare Realty's volatility:
Historical Volatility
This type of stock volatility measures Healthcare Realty's fluctuations based on previous trends. It's commonly used to predict Healthcare Realty's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Healthcare Realty's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Healthcare Realty's to be redeemed at a future date.Transformation |
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Healthcare Realty Projected Return Density Against Market
Assuming the 90 days trading horizon Healthcare Realty Trust has a beta of -0.0461 . This usually indicates as returns on the benchmark increase, returns on holding Healthcare Realty are expected to decrease at a much lower rate. During a bear market, however, Healthcare Realty Trust is likely to outperform the market.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Healthcare Realty or Health Management sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Healthcare Realty's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Healthcare stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Healthcare Realty Trust has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Predicted Return Density |
| Returns |
What Drives a Healthcare Realty Price Volatility?
Several factors can influence a stock's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Healthcare Realty Stock Risk Measures
Assuming the 90 days trading horizon the coefficient of variation of Healthcare Realty is 2613.77. The daily returns are distributed with a variance of 4.27 and standard deviation of 2.07. The mean deviation of Healthcare Realty Trust is currently at 0.93. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.84
α | Alpha over Dow Jones | -0.05 | |
β | Beta against Dow Jones | -0.05 | |
σ | Overall volatility | 2.07 | |
Ir | Information ratio | -0.04 |
Healthcare Realty Stock Return Volatility
Healthcare Realty historical daily return volatility represents how much of Healthcare Realty stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company accepts 2.0671% volatility on return distribution over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.8624% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Healthcare Realty Investment Opportunity
Healthcare Realty Trust has a volatility of 2.07 and is 2.41 times more volatile than Dow Jones Industrial. 18 percent of all equities and portfolios are less risky than Healthcare Realty. You can use Healthcare Realty Trust to protect your portfolios against small market fluctuations. The stock experiences a somewhat bearish sentiment, but the market may correct it shortly. Check odds of Healthcare Realty to be traded at 23.4 in 90 days.Good diversification
The correlation between Healthcare Realty Trust and DJI is -0.02 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Healthcare Realty Trust and DJI in the same portfolio, assuming nothing else is changed.
Healthcare Realty Additional Risk Indicators
The analysis of Healthcare Realty's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Healthcare Realty's investment and either accepting that risk or mitigating it. Along with some common measures of Healthcare Realty stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | (0.01) | |||
| Market Risk Adjusted Performance | 1.05 | |||
| Mean Deviation | 0.8078 | |||
| Coefficient Of Variation | (5,155) | |||
| Standard Deviation | 1.95 | |||
| Variance | 3.79 | |||
| Information Ratio | (0.04) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Healthcare Realty Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Healthcare Realty as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Healthcare Realty's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Healthcare Realty's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Healthcare Realty Trust.
Complementary Tools for Healthcare Stock analysis
When running Healthcare Realty's price analysis, check to measure Healthcare Realty'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 Healthcare Realty is operating at the current time. Most of Healthcare Realty's value examination focuses on studying past and present price action to predict the probability of Healthcare Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Healthcare Realty's price. Additionally, you may evaluate how the addition of Healthcare Realty to your portfolios can decrease your overall portfolio volatility.
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