We consider Medical Properties not too volatile. Medical Properties Trust has Sharpe Ratio of 0.119 which conveys that the firm had 0.119% of return per unit of risk over the last 2 months. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Medical Properties which you can use to evaluate future volatility of the firm. Please verify Medical Properties Trust Risk Adjusted Performance of 0.0537, Mean Deviation of 1.08 and Downside Deviation of 1.98 to check out if risk estimate we provide are consistent with the epected return of 0.1634%.
60 Days Market Risk
Not too volatile
Chance of Distress in 24 months
60 Days Economic Sensitivity
Follows market closely
|Horizon||30 Days Login to change|
Medical Properties Market Sensitivity
|As returns on market increase, Medical Properties returns are expected to increase less than the market. However during bear market, the loss on holding Medical Properties will be expected to be smaller as well. 2 Months Beta |Analyze Medical Properties Trust Demand TrendCheck current 30 days Medical Properties correlation with market (DOW)|
β = 0.7429
Medical Properties Central Daily Price Deviation
Medical Properties Trust Technical Analysis
Medical Properties Projected Return Density Against MarketConsidering 30-days investment horizon, Medical Properties has beta of 0.7429 indicating as returns on market go up, Medical Properties average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Medical Properties Trust will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1413 implying that it can potentially generate 0.1413% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Considering 30-days investment horizon, the coefficient of variation of Medical Properties is 840.54. The daily returns are destributed with a variance of 1.89 and standard deviation of 1.37. The mean deviation of Medical Properties Trust is currently at 0.99. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
|Alpha over DOW||=||0.14|
|Beta against DOW||=||0.74|
Medical Properties Return Volatilitythe venture has volatility of 1.3737% on return distribution over 30 days investment horizon. the entity inherits 0.992% risk (volatility on return distribution) over the 30 days horizon.
Medical Properties Investment Opportunity
Medical Properties Trust has a volatility of 1.37 and is 1.38 times more volatile than DOW. 12% of all equities and portfolios are less risky than Medical Properties. Compared to the overall equity markets, volatility of historical daily returns of Medical Properties Trust is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Medical Properties Trust to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Medical Properties to be traded at $17.94 in 30 days. . As returns on market increase, Medical Properties returns are expected to increase less than the market. However during bear market, the loss on holding Medical Properties will be expected to be smaller as well.
Medical Properties correlation with market
Medical Properties Current Risk Indicators
|Risk Adjusted Performance||0.0537|
|Market Risk Adjusted Performance||0.0996|
|Coefficient Of Variation||1958.5|
Medical Properties Suggested Diversification Pairs