Medical Properties Trust Stock Alpha and Beta Analysis
| MPW Stock | USD 4.57 0.07 1.51% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Medical Properties Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Medical Properties over a specified time horizon. Remember, high Medical Properties' 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 Medical Properties' market risk premium analysis include:
Beta 2.28 | Alpha 0.58 | Risk 4.86 | Sharpe Ratio 0.14 | Expected Return 0.7 |
Medical Properties Quarterly Cash And Equivalents |
|
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.
Medical |
Medical Properties Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Medical Properties market risk premium is the additional return an investor will receive from holding Medical Properties 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 Medical Properties. 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 Medical Properties' performance over market.| α | 0.58 | β | 2.28 |
Medical Properties 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 Medical Properties' Buy-and-hold return. Our buy-and-hold chart shows how Medical Properties performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Medical Properties Market Price Analysis
Market price analysis indicators help investors to evaluate how Medical Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Medical Properties shares will generate the highest return on investment. By understating and applying Medical Properties stock market price indicators, traders can identify Medical Properties position entry and exit signals to maximize returns.
Medical Properties Return and Market Media
The median price of Medical Properties for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 3.99 with a coefficient of variation of 13.07. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 3.87, and mean deviation of 0.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Check Out What Whales Are Doing With MPW | 03/04/2024 |
2 | Acquisition by Emily Murphy of 29914 shares of Medical Properties subject to Rule 16b-3 | 03/15/2024 |
3 | Investors Heavily Search Medical Properties Trust, Inc. Here is What You Need to Know | 03/21/2024 |
4 | Medical Properties Stock Sinks As Market Gains Heres Why | 04/03/2024 |
5 | Medical Properties Trust Stock Has 10 percent Upside, According to 1 Wall Street Analyst | 04/09/2024 |
6 | Medical Properties Trust Sells Majority Interest in Utah Hospitals | 04/12/2024 |
7 | Medical Properties declares 0.15 dividend | 04/15/2024 |
8 | Heres Why Miller Income Strategy Sold Medical Properties Trust | 04/16/2024 |
9 | Why Ultra-High-Yield Dividend Stock Medical Properties Trust Is Skyrocketing This Week | 04/18/2024 |
10 | Disposition of 2172 shares by Larry Portal of Medical Properties at 4.73 subject to Rule 16b-3 | 04/22/2024 |
About Medical Properties 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 Medical or other stocks. Alpha measures the amount that position in Medical Properties Trust 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 | 2024 (projected) | Dividend Yield | 0.0462 | 0.1 | 0.21 | 0.22 | Price To Sales Ratio | 9.01 | 4.32 | 3.37 | 3.2 |
Medical Properties Upcoming Company Events
As portrayed in its financial statements, the presentation of Medical Properties' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Medical Properties' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Medical Properties' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Medical Properties. Please utilize our Beneish M Score to check the likelihood of Medical Properties' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Medical Properties
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 Medical Properties Backtesting, Medical Properties Valuation, Medical Properties Correlation, Medical Properties Hype Analysis, Medical Properties Volatility, Medical Properties History and analyze Medical Properties Performance. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Complementary 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.
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Fundamental Analysis View fundamental data based on most recent published financial statements |
Medical 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.