Medical Properties Trust Stock Market Value
| MPW Stock | USD 4.57 0.07 1.51% |
| Symbol | Medical |
Medical Properties Trust Price To Book Ratio
Is Medical Properties' industry 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 Medical Properties. If investors know Medical 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 Medical Properties 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 (0.49) | Dividend Share 0.88 | Earnings Share (0.93) | Revenue Per Share 1.48 | Quarterly Revenue Growth (0.13) |
The market value of Medical Properties Trust is measured differently than its book value, which is the value of Medical that is recorded on the company's balance sheet. Investors also form their own opinion of Medical Properties' value that differs from its market value or its book value, called intrinsic value, which is Medical Properties' 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 Medical Properties' market value can be influenced by many factors that don't directly affect Medical Properties' 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 Medical Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Medical Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Medical Properties' 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.
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.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Medical Properties on March 25, 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 Sabra Healthcare, LTC Properties, Healthpeak Properties, National Health, Omega Healthcare, Ventas, and Global Medical. Medical Properties Trust, Inc. is a self-advised real estate investment trust formed in 2003 to acquire and develop net-... 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 | 3.86 | |||
| Information Ratio | 0.1429 | |||
| Maximum Drawdown | 27.54 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 6.67 |
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 | 0.1102 | |||
| Jensen Alpha | 0.577 | |||
| Total Risk Alpha | 0.1145 | |||
| Sortino Ratio | 0.1777 | |||
| Treynor Ratio | 0.3381 |
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
Medical Properties appears to be risky, given 3 months investment horizon. Medical Properties Trust has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. By analyzing Medical Properties' technical indicators, you can evaluate if the expected return of 0.65% is justified by implied risk. Please exercise Medical Properties' Risk Adjusted Performance of 0.1102, downside deviation of 3.86, and Mean Deviation of 3.4 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Medical Properties holds a performance score of 10. The company secures a Beta (Market Risk) of 2.28, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Medical Properties will likely underperform. Please check Medical Properties' total risk alpha, as well as the relationship between the downside variance and daily balance of power , to make a quick decision on whether Medical Properties' current price movements will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
Medical Properties Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Medical Properties time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Medical Properties Trust price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Medical Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
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 |
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Try AI Portfolio ArchitectCheck out Medical Properties Correlation, Medical Properties Volatility and Medical Properties Alpha and Beta module to complement your research on Medical Properties. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
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.
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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.