Healthcare Stock Market Value

HR Stock

USD 18.55 0.06 0.32%

Healthcare Realty's market value is the price at which a share of Healthcare Realty stock trades on a public exchange. It measures the collective expectations of Healthcare Realty Trust investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Healthcare Realty Trust and determine expected loss or profit from investing in Healthcare Realty over a given investment horizon. Check out Healthcare Realty Correlation, Healthcare Realty Volatility and Healthcare Realty Alpha and Beta module to complement your research on Healthcare Realty.

Symbol

Healthcare Realty Trust Valuation

Is Healthcare Realty's 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 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

0.729

Earnings Share

0.49

Revenue Per Share

3.618

Quarterly Revenue Growth

1.329

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.

0.00

12/04/2022

No Change 0.00

0.0

In 5 months and 29 days

06/02/2023

0.00

If you would invest 0.00 in Healthcare Realty on December 4, 2022 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 180 days. Healthcare Realty is related to or competes with Geo. 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.

	Information Ratio	0.0127
	Maximum Drawdown	7.98
	Value At Risk	(3.27)
	Potential Upside	2.73

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	(0.002189)
	Jensen Alpha	0.0086
	Total Risk Alpha	0.0641
	Treynor Ratio	(0.033267)

Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Healthcare Realty in the context of predictive analytics.

Hype

Prediction

Low	Estimated	High
16.78	18.55	20.32

Details

Intrinsic

Valuation

Low	Real	High
16.70	21.15	22.92

Details

Naive

Forecast

Low	Next	High
16.19	17.95	19.72

Details

10 Analysts

Consensus

Low	Target	High
21.00	23.57	30.00

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Healthcare Realty. Your research has to be compared to or analyzed against Healthcare Realty's peers to derive any actionable benefits. When done correctly, Healthcare Realty's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Healthcare Realty Trust.

Healthcare Realty Trust Backtested Returns

Healthcare Realty Trust holds Efficiency (Sharpe) Ratio of -0.0092, which attests that the entity had -0.0092% of return per unit of standard deviation over the last 3 months. Our philosophy in determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Healthcare Realty Trust exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please check out Healthcare Realty market risk adjusted performance of (0.023267), and Risk Adjusted Performance of (0.002189) to validate the risk estimate we provide.

The company retains a Market Volatility (i.e., Beta) of 0.7045, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Healthcare's beta means in this case. As returns on the market increase, Healthcare Realty returns are expected to increase less than the market. However, during the bear market, the loss on holding Healthcare Realty will be expected to be smaller as well. Even though it is essential to pay attention to Healthcare Realty Trust current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy in determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Healthcare Realty Trust exposes twenty-one different technical indicators, which can help you to evaluate its performance. Healthcare Realty Trust has an expected return of -0.0164%. Please make sure to check out Healthcare Realty coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if Healthcare Realty Trust performance from the past will be repeated at some point in the near future.

Auto-correlation

0.70

Good predictability

Healthcare Realty Trust has good predictability. Overlapping area represents the amount of predictability between Healthcare Realty time series from 4th of December 2022 to 4th of March 2023 and 4th of March 2023 to 2nd of June 2023. 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 0.7 indicates that around 70.0% of current Healthcare Realty price fluctuation can be explain by its past prices.

	Correlation Coefficient	0.7
	Spearman Rank Test	0.11
	Residual Average	0.0
	Price Variance	0.25

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 stock 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 stock 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

Healthcare Realty Investors Sentiment

The influence of Healthcare Realty's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Healthcare. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.

Investor biases related to Healthcare Realty's public news can be used to forecast risks associated with an investment in Healthcare. The trend in average sentiment can be used to explain how an investor holding Healthcare can time the market purely based on public headlines and social activities around Healthcare Realty Trust. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

Healthcare Realty's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Healthcare Realty's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Healthcare Realty's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Healthcare Realty.

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Healthcare Realty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Healthcare Realty's short interest history, or implied volatility extrapolated from Healthcare Realty options trading.

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Check out Healthcare Realty Correlation, Healthcare Realty Volatility and Healthcare Realty Alpha and Beta module to complement your research on Healthcare Realty. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for Healthcare Stock analysis

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.

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Healthcare Realty 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.

Volatility Indicators

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Value Movement

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A focus of Healthcare Realty technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Healthcare Realty trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...

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Healthcare Stock Market Value

Healthcare Realty Trust Valuation

Healthcare Realty 'What if' Analysis

Healthcare Realty Upside/Downside Indicators

Healthcare Realty Market Risk Indicators

Healthcare Realty Trust Backtested Returns

Auto-correlation

Good predictability

Healthcare Realty Trust lagged returns against current returns

Healthcare Realty regressed lagged prices vs. current prices

Healthcare Realty Lagged Returns

Healthcare Realty Investors Sentiment

Becoming a Better Investor with Macroaxis

Build Optimal Portfolios

Align your risk with return expectations

Complementary Tools for Healthcare Stock analysis

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