Realty Income Price Prediction

Realty Income Corporation -- USA Stock  

USD 49.33  0.54  1.08%

Macroaxis is not in business of monitoring Realty Income headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Realty Income Corporation brand which may create opportunities for some arbitrage if properly timed. With Realty Income hype-based prediction module you can estimate the value of Realty Income Corporation from the prospective of Realty Income response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Realty Income over a specific investment horizon. Additionally take a look at Realty Income Basic Forecasting Models to cross-verify your projections.
 Time Horizon     30 Days    Login   to change

Realty Income Estimiated After-Hype Price Volatility

 Next price density 
Expected price to next headline
March 23, 2018
Current Value
Downside upside
After-hype Price
Target Price Odds
 Above  Below  
Upside upside
Realty Income is not too risky asset. Analysis and calculation of next after-hype price of Realty Income is based on 1 month time horizon.

Realty Income Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.13% 0.98% 0.06%  0.07% 2 Events / Month1 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility

Realty Income Hype Timeline

As of March 23, 2018 Realty Income Corporation is listed for 49.33. This company has historical hype elasticity of 0.06 and average elasticity to hype of competition of -0.07. Realty Income Corporation is expected to increase in value after the next headline with price going to jump to 49.39. The average volatility of media hype impact on the company stock price is about 222.73%. The price increase on the next news is estimated to be 0.12% where as daily expected return is now at 0.13%. The volatility of related hype on Realty Income is about 184.33% with expected price after next announcement by competition of 49.26. The company reported annual revenue of 1.22 B. Net Income to common stockholders was 301.51 M with gross profit before all taxes, overhead, and interest of 1.15 B. Taking into account the 30 trading days horizon, the next expected press release will be in a few days.
Additionally take a look at Realty Income Basic Forecasting Models to cross-verify your projections.

Realty Income Related Hype Analysis

Short fall
At Risk
Realty Income Corporation 0.44 2 per month 1.04  0.13 (0.76)  1.17 (1.15)  4.26 
VEREIT Inc(0.18) 1 per month 0.00  0.0202  0.00  1.45 (1.91)  4.17 
Vornado Realty Trust(2.12) 1 per month 0.00  0.0265  0.00  1.30 (2.50)  4.21 
W P Carey Inc 0.26 2 per month 0.66  0.24 (0.57)  1.06 (0.96)  2.66 
ABM Industries Incorporated(1.07) 1 per month 0.00 (0.14)  0.00  1.92 (3.40)  10.19 
Apartment Investment and Management Company(0.52) 1 per month 0.87  0.16 (0.80)  1.57 (1.49)  4.25