Us Physicalrapy Stock Market Value
| USPH Stock | USD 82.26 0.63 0.76% |
| Symbol | USPH |
US Physicalrapy Price To Book Ratio
Is Health Care Providers & Services space 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 US Physicalrapy. If investors know USPH 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 US Physicalrapy 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 (0.27) | Dividend Share 1.74 | Earnings Share 0.99 | Revenue Per Share 41.353 | Quarterly Revenue Growth 0.104 |
The market value of US Physicalrapy is measured differently than its book value, which is the value of USPH that is recorded on the company's balance sheet. Investors also form their own opinion of US Physicalrapy's value that differs from its market value or its book value, called intrinsic value, which is US Physicalrapy'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 US Physicalrapy's market value can be influenced by many factors that don't directly affect US Physicalrapy'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 US Physicalrapy's value and its price as these two are different measures arrived at by different means. Investors typically determine if US Physicalrapy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US Physicalrapy'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.
US Physicalrapy '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 US Physicalrapy'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 US Physicalrapy.
| 09/24/2024 |
| 10/24/2024 |
If you would invest 0.00 in US Physicalrapy on September 24, 2024 and sell it all today you would earn a total of 0.00 from holding US Physicalrapy or generate 0.0% return on investment in US Physicalrapy over 30 days. US Physicalrapy is related to or competes with Acadia Healthcare, Tenet Healthcare, HCA Holdings, DaVita HealthCare, InnovAge Holding, Agilon Health, and Enhabit. Physical Therapy, Inc., through its subsidiaries, operates outpatient physical therapy clinics that provide pre-and post... More
US Physicalrapy 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 US Physicalrapy'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 US Physicalrapy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.04 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 2.09 |
US Physicalrapy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Physicalrapy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Physicalrapy's standard deviation. In reality, there are many statistical measures that can use US Physicalrapy historical prices to predict the future US Physicalrapy's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of US Physicalrapy'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.
US Physicalrapy Backtested Returns
US Physicalrapy retains Efficiency (Sharpe Ratio) of -0.14, which indicates the firm had a -0.14% return per unit of price deviation over the last 3 months. US Physicalrapy exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate US Physicalrapy's Standard Deviation of 1.84, risk adjusted performance of (0.09), and Mean Deviation of 1.26 to confirm the risk estimate we provide. The entity owns a Beta (Systematic Risk) of 0.99, which indicates possible diversification benefits within a given portfolio. US Physicalrapy returns are very sensitive to returns on the market. As the market goes up or down, US Physicalrapy is expected to follow. At this point, US Physicalrapy has a negative expected return of -0.26%. Please make sure to validate US Physicalrapy's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if US Physicalrapy performance from the past will be repeated at some future date.
Auto-correlation | -0.45 |
Modest reverse predictability
US Physicalrapy has modest reverse predictability. Overlapping area represents the amount of predictability between US Physicalrapy time series from 24th of September 2024 to 9th of October 2024 and 9th of October 2024 to 24th of October 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 US Physicalrapy price movement. The serial correlation of -0.45 indicates that just about 45.0% of current US Physicalrapy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 5.24 |
US Physicalrapy lagged returns against current returns
Autocorrelation, which is US Physicalrapy 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 US Physicalrapy's stock expected returns. We can calculate the autocorrelation of US Physicalrapy returns to help us make a trade decision. For example, suppose you find that US Physicalrapy 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 |
US Physicalrapy 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 US Physicalrapy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US Physicalrapy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in US Physicalrapy stock over time.
Current vs Lagged Prices |
| Timeline |
US Physicalrapy Lagged Returns
When evaluating US Physicalrapy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of US Physicalrapy stock have on its future price. US Physicalrapy 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, US Physicalrapy autocorrelation shows the relationship between US Physicalrapy stock current value and its past values and can show if there is a momentum factor associated with investing in US Physicalrapy.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| MSFT | Microsoft | |
| V | Visa Class A | |
| MSFT | Microsoft | |
| BAC | Bank of America | |
| CRM | Salesforce |
Check out US Physicalrapy Correlation, US Physicalrapy Volatility and US Physicalrapy Alpha and Beta module to complement your research on US Physicalrapy. For more detail on how to invest in USPH Stock please use our How to Invest in US Physicalrapy guide.You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
US Physicalrapy 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.