Realty Income Alpha and Beta Analysis

Realty Income Corporation -- USA Stock  

USD 55.45  0.09  0.16%

This module allows you to check different measures of market premium for Realty Income Corporation as well as systematic risk associated with investing in Realty Income over a specified time horizon. Additionally take a look at Realty Income Backtesting, Realty Income Valuation, Realty Income Correlation, Realty Income Hype Analysis, Realty Income Volatility, Realty Income History and analyze Realty Income Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Realty Income Market Premiums

α (average alpha)=0.02684    β (beta)=1.08    
30 days against DJI
Risk Adjusted Performance  (0.066682)Jensen Alpha  0.0035Total Risk Alpha  (0.67)Sortino Ratio  0.0Treynor Ratio  0.1803

Realty Income expected buy-and-hold returns

   

Realty Income Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Realty Income Return and Market Media

The median price of Realty Income for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 57.05 with a coefficient of variation of 1.13. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 57.01, and mean deviation of 0.48. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline