Diversified Healthcare Trust Stock Alpha and Beta Analysis
| DHCNL Stock | USD 15.41 0.79 4.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Diversified Healthcare Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Diversified Healthcare over a specified time horizon. Remember, high Diversified Healthcare's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Diversified Healthcare's market risk premium analysis include:
Beta 0.19 | Alpha (0.06) | Risk 1.94 | Sharpe Ratio (0) | Expected Return (0.01) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Diversified |
Diversified Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Diversified Healthcare market risk premium is the additional return an investor will receive from holding Diversified Healthcare long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Diversified Healthcare. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Diversified Healthcare's performance over market.| α | -0.05 | β | 0.19 |
Diversified Healthcare expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Diversified Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Diversified Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Diversified Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Diversified Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Diversified Healthcare shares will generate the highest return on investment. By understating and applying Diversified Healthcare stock market price indicators, traders can identify Diversified Healthcare position entry and exit signals to maximize returns.
Diversified Healthcare Return and Market Media
The median price of Diversified Healthcare for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 16.67 with a coefficient of variation of 4.77. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 16.67, and mean deviation of 0.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Wall Street SWOT DHC stock navigates healthcare real estate challenges - Investing.com | 09/27/2024 |
2 | Diversified Healthcare Trust Third Quarter 2024 Conference Call Scheduled for Tuesday, November 5th - StockTitan | 10/07/2024 |
3 | Diversified Healthcare Trust Announces 0. Quarterly Dividend | 11/14/2024 |
4 | Technical Data - Stock Traders Daily | 11/22/2024 |
About Diversified Healthcare Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Diversified or other stocks. Alpha measures the amount that position in Diversified Healthcare has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.013 | 0.0621 | 0.0107 | Price To Sales Ratio | 0.53 | 0.12 | 0.63 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Diversified Healthcare in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Diversified Healthcare's short interest history, or implied volatility extrapolated from Diversified Healthcare options trading.
Build Portfolio with Diversified Healthcare
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Diversified Healthcare Backtesting, Diversified Healthcare Valuation, Diversified Healthcare Correlation, Diversified Healthcare Hype Analysis, Diversified Healthcare Volatility, Diversified Healthcare History and analyze Diversified Healthcare Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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.