Realty Income Alpha and Beta Analysis Overview

O -- USA Stock  

USD 56.72  0.36  0.63%

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
Symbol
Run Premiums

Realty Income Market Premiums

α0.19β0.48
30 days against DJI
Risk Adjusted Performance  

0.104

Jensen Alpha  

0.1702

Total Risk Alpha  

0.1719

Sortino Ratio  

0.2502

Treynor Ratio  

0.3722

Realty Income expected buy-and-hold returns

Realty Income Market Price Analysis

Realty Income Return and Market Media

The median price of Realty Income for the period between Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 55.81 with a coefficient of variation of 1.69. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 56.08, and mean deviation of 0.83. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Are You Looking For Active Stock Realty Income Corporation07/25/2018
2
Acquisition by Kathleen Allen of 4000 shares of Realty Incom...08/01/2018
3
Realty Income exotic insider transaction detected08/07/2018

Upcoming Events

Realty Income Upcoming Company Events
Upcoming Quarterly ReportFebruary 22, 2017
Next Earnings ReportApril 25, 2017

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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. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.