Healthcare Stock Alpha and Beta Analysis

HR Stock  USD 14.72  0.14  0.94%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Healthcare Realty Trust. It also helps investors analyze the systematic and unsystematic risks associated with investing in Healthcare Realty over a specified time horizon. Remember, high Healthcare Realty's 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.
Sharpe Ratio
Expected Return
Please note that although Healthcare Realty alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Healthcare Realty did 0.23  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Healthcare Realty Trust stock's relative risk over its benchmark. Healthcare Realty Trust has a beta of 1.34  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Healthcare Realty will likely underperform. Healthcare Realty Enterprise Value over EBITDA is relatively stable at the moment as compared to the past year. Healthcare Realty reported last year Enterprise Value over EBITDA of 19.67. As of 10/04/2023, Price to Book Value is likely to grow to 0.99, while Enterprise Value over EBIT is likely to drop 64.86.

Healthcare Realty Quarterly Book Value per Share


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.
Check out Healthcare Realty Backtesting, Healthcare Realty Valuation, Healthcare Realty Correlation, Healthcare Realty Hype Analysis, Healthcare Realty Volatility, Healthcare Realty History and analyze Healthcare Realty Performance.

Healthcare Realty Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Healthcare Realty market risk premium is the additional return an investor will receive from holding Healthcare Realty 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 Healthcare Realty. 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 Healthcare Realty's performance over market.
α-0.23   β1.34

Healthcare Realty 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 Healthcare Realty's Buy-and-hold return. Our buy-and-hold chart shows how Healthcare Realty performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Healthcare Realty Market Price Analysis

Market price analysis indicators help investors to evaluate how Healthcare Realty stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Healthcare Realty shares will generate the highest return on investment. By understating and applying Healthcare Realty stock market price indicators, traders can identify Healthcare Realty position entry and exit signals to maximize returns.

Healthcare Realty Return and Market Media

The median price of Healthcare Realty for the period between Thu, Jul 6, 2023 and Wed, Oct 4, 2023 is 17.26 with a coefficient of variation of 8.21. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 17.52, and mean deviation of 1.24. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
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About Healthcare Realty 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 Healthcare or other stocks. Alpha measures the amount that position in Healthcare Realty 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.
 2020 2021 2022 (projected)
Long Term Debt to Equity0.950.930.72
Interest Coverage1.741.651.49

Healthcare Realty Upcoming Company Events

As portrayed in its financial statements, the presentation of Healthcare Realty's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Healthcare Realty's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Healthcare Realty's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Healthcare Realty. Please utilize our Beneish M Score to check the likelihood of Healthcare Realty's management manipulating its earnings.
8th of November 2023
Upcoming Quarterly Report
6th of March 2024
Next Financial Report
30th of September 2023
Next Fiscal Quarter End
6th of March 2024
Next Fiscal Year End
30th of June 2023
Last Quarter Report
31st of December 2022
Last Financial Announcement

Build Portfolio with Healthcare Realty

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Healthcare Realty Backtesting, Healthcare Realty Valuation, Healthcare Realty Correlation, Healthcare Realty Hype Analysis, Healthcare Realty Volatility, Healthcare Realty History and analyze Healthcare Realty Performance. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

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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.
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...