According to the Health and Human Services data base 50% (half) of reported data breaches in medical and dental office are stolen computers. That means a burglar simply forced his way in and took off with a computer. In almost all of these cases the data was never used in a malicious manner however it is possible that it could be. For that reason if a burglar steals your computer you are guilty of a data breach.
One very basic solution to this problem is to simply make it harder to steal the server. Lock it up.
You can lock it in a closet. Lock it in a server cabinet. Or lock it to the wall.
Look here for some options including simple steel cables.
Of course this will not stop all thieves, but it will stop some and slow down the rest.