Diversified Healthcare (Germany) Market Value
| SNF Stock | EUR 2.99 0.10 3.24% |
| Symbol | Diversified |
Diversified Healthcare '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 Diversified Healthcare'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 Diversified Healthcare.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Diversified Healthcare on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Diversified Healthcare Trust or generate 0.0% return on investment in Diversified Healthcare over 90 days. Diversified Healthcare is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. SNH is a real estate investment trust, or REIT, that owns senior living communities, medical office and life science pro... More
Diversified Healthcare 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 Diversified Healthcare'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 Diversified Healthcare Trust upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.3 | |||
| Information Ratio | 0.1508 | |||
| Maximum Drawdown | 34.81 | |||
| Value At Risk | (3.82) | |||
| Potential Upside | 4.73 |
Diversified Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Diversified Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Diversified Healthcare's standard deviation. In reality, there are many statistical measures that can use Diversified Healthcare historical prices to predict the future Diversified Healthcare's volatility.| Risk Adjusted Performance | 0.1785 | |||
| Jensen Alpha | 0.813 | |||
| Total Risk Alpha | 0.1784 | |||
| Sortino Ratio | 0.2901 | |||
| Treynor Ratio | (6.41) |
Diversified Healthcare Backtested Returns
Diversified Healthcare appears to be very risky, given 3 months investment horizon. Diversified Healthcare secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. By reviewing Diversified Healthcare's technical indicators, you can evaluate if the expected return of 0.73% is justified by implied risk. Please utilize Diversified Healthcare's Mean Deviation of 2.39, coefficient of variation of 547.36, and Downside Deviation of 2.3 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Diversified Healthcare holds a performance score of 12. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Diversified Healthcare are expected to decrease at a much lower rate. During the bear market, Diversified Healthcare is likely to outperform the market. Please check Diversified Healthcare's expected short fall, daily balance of power, and the relationship between the downside variance and kurtosis , to make a quick decision on whether Diversified Healthcare's price patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Diversified Healthcare Trust has modest predictability. Overlapping area represents the amount of predictability between Diversified Healthcare time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Diversified Healthcare price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Diversified Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Diversified Healthcare lagged returns against current returns
Autocorrelation, which is Diversified Healthcare 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 Diversified Healthcare's stock expected returns. We can calculate the autocorrelation of Diversified Healthcare returns to help us make a trade decision. For example, suppose you find that Diversified Healthcare 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 |
Diversified Healthcare 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 Diversified Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Diversified Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Diversified Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Diversified Healthcare Lagged Returns
When evaluating Diversified Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Diversified Healthcare stock have on its future price. Diversified Healthcare 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, Diversified Healthcare autocorrelation shows the relationship between Diversified Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Diversified Healthcare Trust.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Diversified Stock
When determining whether Diversified Healthcare is a strong investment it is important to analyze Diversified Healthcare's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Diversified Healthcare's future performance. For an informed investment choice regarding Diversified Stock, refer to the following important reports:Check out Diversified Healthcare Correlation, Diversified Healthcare Volatility and Diversified Healthcare Alpha and Beta module to complement your research on Diversified Healthcare. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Diversified Healthcare 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.