Realty Income Alpha and Beta Analysis

Realty Income Corporation -- USA Stock  

USD 50.62  1.01  2.04%

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

α0.05β0.08
30 days against DJI
Risk Adjusted Performance  

0.0252

Jensen Alpha  

0.0084

Total Risk Alpha  

0.0309

Sortino Ratio  

0.0371

Treynor Ratio  

0.21

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 Sun, Feb 25, 2018 and Thu, Apr 26, 2018 is 50.81 with a coefficient of variation of 1.86. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 50.7, and mean deviation of 0.8. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Delving Into The Numbers For Realty Income Corp03/12/2018
2
Payment of 1622 shares by Ronald Merriman of Realty Income s...04/03/2018
3
Have a look at updown Move Realty Income Corporation04/25/2018

Current Sentiment - O

Realty Income Investor Sentiment
Most of Macroaxis users are now bullish on Realty Income Corporation. What is your perspective on investing in Realty Income Corporation? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Manager module to state of the art portfolio manager to monitor and improve performance of your invested capital.