Medical Properties (Germany) Market Value
| M3P Stock | 4.16 0.05 1.22% |
| 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.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Medical Properties on December 24, 2024 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 30 days. Medical Properties is related to or competes with Ribbon Communications, Lendlease, Sixt Leasing, ALBIS LEASING, Chesapeake Utilities, Global Ship, and Highlight Communications. 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 | 2.42 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 18.29 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 4.72 |
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 | 0.011 | |||
| Jensen Alpha | 0.0032 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.3501 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Medical Properties' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Medical Properties Trust Backtested Returns
Currently, Medical Properties Trust is relatively risky. Medical Properties Trust has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Medical Properties, which you can use to evaluate the volatility of the firm. Please verify Medical Properties' Downside Deviation of 2.42, mean deviation of 1.98, and Risk Adjusted Performance of 0.011 to check out if the risk estimate we provide is consistent with the expected return of 0.0024%. The company secures a Beta (Market Risk) of 0.0098, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Medical Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Medical Properties is expected to be smaller as well. Medical Properties Trust right now secures a risk of 2.98%. Please verify Medical Properties Trust maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Medical Properties Trust will be following its current price movements.
Auto-correlation | 0.31 |
Below average predictability
Medical Properties Trust has below average predictability. Overlapping area represents the amount of predictability between Medical Properties time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 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 Medical Properties Trust price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Medical Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 |
Thematic Opportunities
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Additional Tools for Medical Stock Analysis
When running Medical Properties' price analysis, check to measure Medical Properties' 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 Medical Properties is operating at the current time. Most of Medical Properties' value examination focuses on studying past and present price action to predict the probability of Medical Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Medical Properties' price. Additionally, you may evaluate how the addition of Medical Properties to your portfolios can decrease your overall portfolio volatility.