Diversified Healthcare Trust Stock Market Value
| DHCNL Stock | USD 15.33 0.43 2.73% |
| Symbol | Diversified |
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.
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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Diversified Healthcare on December 15, 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.
| Information Ratio | 0.0444 | |||
| Maximum Drawdown | 5.75 | |||
| Value At Risk | (2.16) | |||
| Potential Upside | 1.59 |
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 | (0.03) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0857 | |||
| Treynor Ratio | (0.27) |
Diversified Healthcare Backtested Returns
Diversified Healthcare secures Sharpe Ratio (or Efficiency) of -0.0419, which denotes the company had a -0.0419 % return per unit of risk over the last 3 months. Diversified Healthcare Trust exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Diversified Healthcare's Standard Deviation of 1.15, mean deviation of 0.8808, and Variance of 1.32 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.21, 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. At this point, Diversified Healthcare has a negative expected return of -0.048%. Please make sure to confirm Diversified Healthcare's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Diversified Healthcare performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
Diversified Healthcare Trust has poor reverse predictability. Overlapping area represents the amount of predictability between Diversified Healthcare time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. 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 -0.39 indicates that just about 39.0% of current Diversified Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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.