Medical Properties Risk Analysis And Volatility

MPW -- USA Stock  

USD 18.31  0.18  0.97%

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%.
Interest Expense

60 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

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 Trend
Check current 30 days Medical Properties correlation with market (DOW)
β = 0.7429

Medical Properties Central Daily Price Deviation

Medical Properties Trust Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Medical Properties Trust Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Medical Properties Projected Return Density Against Market

Considering 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 
      Returns 
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
α
Alpha over DOW
=0.14
β
Beta against DOW=0.74
σ
Overall volatility
=1.37
Ir
Information ratio =0.11

Medical Properties Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Medical Properties Trust and equity matching DJI index in the same portfolio.

Medical Properties Current Risk Indicators

Medical Properties Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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