Keeping it covered is a good start. If I'm away for a while I put a good padlock on the disc brake (don't forget the leash to the handlebars so you don't forget about it and ride away!), and put it on the steering lock.
Sure, it could be lifted onto a cart and rolled away, but there are probably enough inconveniences to deter thieves and have them looking for another bike. In the end, it's not an expensive bike, so unless they've got some sort of nostalgia going on they'd probably look for something that would turn better profit.