Healthpeak Properties (Germany) Market Value
| HC5 Stock | EUR 18.50 0.10 0.54% |
| Symbol | Healthpeak |
Healthpeak 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 Healthpeak 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 Healthpeak Properties.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Healthpeak Properties on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Healthpeak Properties or generate 0.0% return on investment in Healthpeak Properties over 90 days. Healthpeak Properties is related to or competes with Sabre Insurance, ZhongAn Online, SBI Insurance, Japan Post, VIENNA INSURANCE, GigaMedia, and Media. HCP, Inc. is a fully integrated real estate investment trust that invests in real estate serving the healthcare industry... More
Healthpeak 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 Healthpeak 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 Healthpeak Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0118 | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.11 |
Healthpeak Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Healthpeak Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Healthpeak Properties' standard deviation. In reality, there are many statistical measures that can use Healthpeak Properties historical prices to predict the future Healthpeak Properties' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0882 | |||
| Treynor Ratio | (29.28) |
Healthpeak Properties Backtested Returns
Healthpeak Properties holds Efficiency (Sharpe) Ratio of -0.0527, which attests that the entity had a -0.0527 % return per unit of standard deviation over the last 3 months. Healthpeak Properties exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Healthpeak Properties' market risk adjusted performance of (29.27), and Risk Adjusted Performance of (0.06) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0038, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Healthpeak Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Healthpeak Properties is expected to be smaller as well. At this point, Healthpeak Properties has a negative expected return of -0.0714%. Please make sure to check out Healthpeak Properties' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Healthpeak Properties performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Healthpeak Properties has virtually no predictability. Overlapping area represents the amount of predictability between Healthpeak Properties time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Healthpeak Properties price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Healthpeak Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Healthpeak Properties lagged returns against current returns
Autocorrelation, which is Healthpeak 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 Healthpeak Properties' stock expected returns. We can calculate the autocorrelation of Healthpeak Properties returns to help us make a trade decision. For example, suppose you find that Healthpeak 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 |
Healthpeak 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 Healthpeak Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Healthpeak Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Healthpeak Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Healthpeak Properties Lagged Returns
When evaluating Healthpeak Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Healthpeak Properties stock have on its future price. Healthpeak 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, Healthpeak Properties autocorrelation shows the relationship between Healthpeak Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Healthpeak Properties.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Healthpeak Stock
When determining whether Healthpeak Properties offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Healthpeak Properties' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Healthpeak Properties Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Healthpeak Properties Stock:Check out Healthpeak Properties Correlation, Healthpeak Properties Volatility and Healthpeak Properties Alpha and Beta module to complement your research on Healthpeak Properties. For more detail on how to invest in Healthpeak Stock please use our How to Invest in Healthpeak Properties guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Healthpeak 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.