Healthcare Realty Trust Stock Market Value
| HR Stock | USD 16.54 0.01 0.06% |
| Symbol | Healthcare |
Healthcare Realty Trust Price To Book Ratio
Is Diversified 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 Healthcare Realty. If investors know Healthcare 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 Healthcare Realty listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.77) | Dividend Share 1.24 | Earnings Share (1.33) | Revenue Per Share 3.525 | Quarterly Revenue Growth (0.02) |
The market value of Healthcare Realty Trust is measured differently than its book value, which is the value of Healthcare that is recorded on the company's balance sheet. Investors also form their own opinion of Healthcare Realty's value that differs from its market value or its book value, called intrinsic value, which is Healthcare Realty'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 Healthcare Realty's market value can be influenced by many factors that don't directly affect Healthcare Realty'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 Healthcare Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Healthcare Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Healthcare Realty'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.
Healthcare Realty '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 Healthcare Realty'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 Healthcare Realty.
| 03/17/2024 |
| 06/15/2024 |
If you would invest 0.00 in Healthcare Realty on March 17, 2024 and sell it all today you would earn a total of 0.00 from holding Healthcare Realty Trust or generate 0.0% return on investment in Healthcare Realty over 90 days. Healthcare Realty is related to or competes with Vornado Realty, Office Properties, and City Office. Healthcare Realty Trust is a real estate investment trust that integrates owning, managing, financing and developing inc... More
Healthcare Realty 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 Healthcare Realty'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 Healthcare Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.2241 | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 3.09 |
Healthcare Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Healthcare Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Healthcare Realty's standard deviation. In reality, there are many statistical measures that can use Healthcare Realty historical prices to predict the future Healthcare Realty's volatility.| Risk Adjusted Performance | 0.1445 | |||
| Jensen Alpha | 0.3382 | |||
| Total Risk Alpha | 0.3644 | |||
| Sortino Ratio | 0.2476 | |||
| Treynor Ratio | 0.915 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Healthcare Realty's 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.
Healthcare Realty Trust Backtested Returns
Healthcare Realty appears to be very steady, given 3 months investment horizon. Healthcare Realty Trust holds Efficiency (Sharpe) Ratio of 0.28, which attests that the entity had a 0.28% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Healthcare Realty Trust, which you can use to evaluate the volatility of the firm. Please utilize Healthcare Realty's market risk adjusted performance of 0.925, and Risk Adjusted Performance of 0.1445 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Healthcare Realty holds a performance score of 21. The company retains a Market Volatility (i.e., Beta) of 0.36, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Healthcare Realty's returns are expected to increase less than the market. However, during the bear market, the loss of holding Healthcare Realty is expected to be smaller as well. Please check Healthcare Realty's coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether Healthcare Realty's current trending patterns will revert.
Auto-correlation | 0.80 |
Very good predictability
Healthcare Realty Trust has very good predictability. Overlapping area represents the amount of predictability between Healthcare Realty time series from 17th of March 2024 to 1st of May 2024 and 1st of May 2024 to 15th of June 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 Healthcare Realty Trust price movement. The serial correlation of 0.8 indicates that around 80.0% of current Healthcare Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.46 |
Healthcare Realty Trust lagged returns against current returns
Autocorrelation, which is Healthcare Realty 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 Healthcare Realty's stock expected returns. We can calculate the autocorrelation of Healthcare Realty returns to help us make a trade decision. For example, suppose you find that Healthcare Realty 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 |
Healthcare Realty 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 Healthcare Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Healthcare Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Healthcare Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Healthcare Realty Lagged Returns
When evaluating Healthcare Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Healthcare Realty stock have on its future price. Healthcare Realty 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, Healthcare Realty autocorrelation shows the relationship between Healthcare Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Healthcare Realty Trust.
Regressed Prices |
| Timeline |
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When running Healthcare Realty's price analysis, check to measure Healthcare Realty's 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 Healthcare Realty is operating at the current time. Most of Healthcare Realty's value examination focuses on studying past and present price action to predict the probability of Healthcare Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Healthcare Realty's price. Additionally, you may evaluate how the addition of Healthcare Realty to your portfolios can decrease your overall portfolio volatility.