Realty Income Alpha and Beta Analysis

Realty Income Corporation -- USA Stock  

USD 53.24  0.1  0.19%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

Realty Income Market Premiums

α (average alpha)=0.15    β (beta)=0.2    
30 days against DJI
Risk Adjusted Performance  (0.15)Jensen Alpha  (0.42)Total Risk Alpha  (0.93)Sortino Ratio  0.0Treynor Ratio  (2.33)

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 Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 55.28 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 55.1, and mean deviation of 1.4. The Stock received some media coverage during the period.
Price Growth (%)  
Realty Income Corp to Post FY2018 Earnings of 3.16 Per Share...01/19/2018