Realty Income Price Prediction

Realty Income Corporation -- USA Stock  

USD 50.20  0.90  1.83%

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
February 25, 2018
50.20
Current Value
Downside upside
50.20
After-hype Price
Target Price Odds
 Above  Below  
55.60
Upside
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
 0.35% 1.80% 0.00%  0.11% 0 Events / Month1 Events / MonthUncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
50.2050.200.00%
0.00% 

Realty Income Hype Timeline

As of February 25, 2018 Realty Income Corporation is listed for 50.20. This company stock is not elastic to its hype. The average elasticity to hype of competition is 0.11. Realty Income Corporation is expected not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 0.0%. The immediate return on the next news is expected to be very small where as daily expected return is now at -0.35%. The volatility of relative hype elasticity to Realty Income is about 583.78%%. The volatility of related hype on Realty Income is about 583.78% with expected price after next announcement by competition of 50.31. About 73.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 1.85. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Realty Income Corporation last dividend was issued on 2018-01-31. This company had 2:1 split on 2005-01-03. Taking into account the 30 trading days horizon, the next expected press release will be uncertain.
Additionally take a look at Realty Income Basic Forecasting Models to cross-verify your projections.

Realty Income Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Realty Income Corporation 0.00 0 per month 0.00 (0.0586)  0.00  2.45 (2.78)  4.86 
VEREIT Inc 0.05 1 per month 0.00 (0.0721)  0.00  2.16 (3.33)  5.43 
Vornado Realty Trust 0.76 1 per month 0.00 (0.0617)  0.00  2.11 (3.12)  6.02 
W P Carey Inc 0.63 1 per month 0.00 (0.0867)  0.00  1.57 (2.66)  5.70 
ABM Industries Incorporated 0.41 1 per month 0.00 (0.0445)  0.00  1.69 (1.67)  6.05 
Apartment Investment and Management Company 0.00 0 per month 0.00 (0.0849)  0.00  2.17 (2.55)  5.80