HEALTHPEAK PROPERTIES INC Market Value
| 42250PAA1 | 88.99 1.55 1.71% |
| Symbol | HEALTHPEAK |
HEALTHPEAK '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's bond 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.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in HEALTHPEAK on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding HEALTHPEAK PROPERTIES INC or generate 0.0% return on investment in HEALTHPEAK over 720 days. HEALTHPEAK is related to or competes with Bridgford Foods, Kura Sushi, Cheesecake Factory, Dave Busters, Where Food, and Shake Shack. More
HEALTHPEAK 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's bond 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 INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 17.99 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 0.7814 |
HEALTHPEAK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEALTHPEAK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HEALTHPEAK's standard deviation. In reality, there are many statistical measures that can use HEALTHPEAK historical prices to predict the future HEALTHPEAK's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.1011 |
HEALTHPEAK PROPERTIES INC Backtested Returns
HEALTHPEAK PROPERTIES INC retains Efficiency (Sharpe Ratio) of -0.23, which attests that the entity had a -0.23% return per unit of risk over the last 3 months. HEALTHPEAK exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HEALTHPEAK's Variance of 4.12, market risk adjusted performance of 0.1111, and Coefficient Of Variation of (3,744) to validate the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning HEALTHPEAK are expected to decrease at a much lower rate. During the bear market, HEALTHPEAK is likely to outperform the market.
Auto-correlation | -0.04 |
Very weak reverse predictability
HEALTHPEAK PROPERTIES INC has very weak reverse predictability. Overlapping area represents the amount of predictability between HEALTHPEAK time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd of December 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 HEALTHPEAK PROPERTIES INC price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current HEALTHPEAK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 4.1 |
HEALTHPEAK PROPERTIES INC lagged returns against current returns
Autocorrelation, which is HEALTHPEAK bond'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's bond expected returns. We can calculate the autocorrelation of HEALTHPEAK returns to help us make a trade decision. For example, suppose you find that HEALTHPEAK has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HEALTHPEAK bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HEALTHPEAK bond over time.
Current vs Lagged Prices |
| Timeline |
HEALTHPEAK Lagged Returns
When evaluating HEALTHPEAK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HEALTHPEAK bond have on its future price. HEALTHPEAK 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 autocorrelation shows the relationship between HEALTHPEAK bond current value and its past values and can show if there is a momentum factor associated with investing in HEALTHPEAK PROPERTIES INC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in HEALTHPEAK Bond
HEALTHPEAK financial ratios help investors to determine whether HEALTHPEAK Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HEALTHPEAK with respect to the benefits of owning HEALTHPEAK security.