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Medical Properties Trust Inc

MPW
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5.020USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.71BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated: 2026-01-30
Previous score
8.30
Change
0
Medical Properties Trust Inc’s latest ESG disclosure leads the Residential & Commercial REITs industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
1.47
VaR
+4.51%
240-Day Maximum Drawdown
+35.91%
240-Day Volatility
+40.87%

Return

Best Daily Return
60 days
+6.20%
120 days
+11.28%
5 years
+18.80%
Worst Daily Return
60 days
-6.90%
120 days
-6.90%
5 years
-29.00%
Sharpe Ratio
60 days
-0.20
120 days
+1.24
5 years
-0.23

Risk Assessment

Maximum Drawdown
240 days
+35.91%
3 years
+71.09%
5 years
+87.28%
Return-to-Drawdown Ratio
240 days
+0.04
3 years
-0.16
5 years
-0.18
Skewness
240 days
+1.53
3 years
+0.28
5 years
+0.29

Volatility

Realised Volatility
240 days
+40.87%
5 years
+49.89%
Standardised True Range
240 days
+3.53%
5 years
+6.77%
Downside Risk-Adjusted Return
120 days
+228.67%
240 days
+228.67%
Maximum Daily Upside Volatility
60 days
+26.06%
Maximum Daily Downside Volatility
60 days
+24.33%

Liquidity

Average Turnover Rate
60 days
+1.44%
120 days
+1.54%
5 years
--
Turnover Deviation
20 days
-42.68%
60 days
-38.34%
120 days
-34.33%
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