Healthpeak Properties (Brazil) Market Value
| P1EA34 Stock | BRL 133.12 0.00 0.00% |
| Symbol | Healthpeak |
Healthpeak 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 Healthpeak 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 Healthpeak Properties.
| 12/12/2022 |
| 12/01/2024 |
If you would invest 0.00 in Healthpeak Properties on December 12, 2022 and sell it all today you would earn a total of 0.00 from holding Healthpeak Properties or generate 0.0% return on investment in Healthpeak Properties over 720 days. Healthpeak Properties is related to or competes with Fras Le, Western Digital, Energisa, BTG Pactual, Procter Gamble, Companhia Paranaense, and Randon SA. Healthpeak Properties, Inc. is a fully integrated real estate investment trust and SP 500 company More
Healthpeak 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 Healthpeak 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 Healthpeak Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.79 | |||
| Information Ratio | 0.03 | |||
| Maximum Drawdown | 9.0 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.19 |
Healthpeak Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Healthpeak Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Healthpeak Properties' standard deviation. In reality, there are many statistical measures that can use Healthpeak Properties historical prices to predict the future Healthpeak Properties' volatility.| Risk Adjusted Performance | 0.109 | |||
| Jensen Alpha | 0.1699 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0138 | |||
| Treynor Ratio | (5.43) |
Healthpeak Properties Backtested Returns
At this point, Healthpeak Properties is very steady. Healthpeak Properties holds Efficiency (Sharpe) Ratio of 0.0772, which attests that the entity had a 0.0772% return per unit of standard deviation over the last 3 months. We have found twenty-four technical indicators for Healthpeak Properties, which you can use to evaluate the volatility of the firm. Please check out Healthpeak Properties' market risk adjusted performance of (5.42), and Risk Adjusted Performance of 0.109 to validate if the risk estimate we provide is consistent with the expected return of 0.0878%. Healthpeak Properties has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.0306, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Healthpeak Properties are expected to decrease at a much lower rate. During the bear market, Healthpeak Properties is likely to outperform the market. Healthpeak Properties right now retains a risk of 1.14%. Please check out Healthpeak Properties downside deviation, information ratio, and the relationship between the semi deviation and variance , to decide if Healthpeak Properties will be following its current trending patterns.
Auto-correlation | -0.92 |
Near perfect reversele predictability
Healthpeak Properties has near perfect reversele predictability. Overlapping area represents the amount of predictability between Healthpeak Properties time series from 12th of December 2022 to 7th of December 2023 and 7th of December 2023 to 1st of December 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 Healthpeak Properties price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Healthpeak Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 273.34 |
Healthpeak Properties lagged returns against current returns
Autocorrelation, which is Healthpeak 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 Healthpeak Properties' stock expected returns. We can calculate the autocorrelation of Healthpeak Properties returns to help us make a trade decision. For example, suppose you find that Healthpeak 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 |
Healthpeak 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 Healthpeak Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Healthpeak Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Healthpeak Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Healthpeak Properties Lagged Returns
When evaluating Healthpeak Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Healthpeak Properties stock have on its future price. Healthpeak 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, Healthpeak Properties autocorrelation shows the relationship between Healthpeak Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Healthpeak Properties.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Healthpeak Stock
When determining whether Healthpeak Properties offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Healthpeak Properties' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Healthpeak Properties Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Healthpeak Properties Stock:Check out Healthpeak Properties Correlation, Healthpeak Properties Volatility and Healthpeak Properties Alpha and Beta module to complement your research on Healthpeak Properties. For information on how to trade Healthpeak Stock refer to our How to Trade Healthpeak Stock guide.You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Healthpeak 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.