Realty Income Price Prediction

Realty Income Corporation -- USA Stock  

USD 55.42  0.16  0.29%

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.
Investment Horizon     30 Days    Login   to change

Realty Income Estimiated After-Hype Price Volatility

 Next price density 
 
Expected price to next headline
December 11, 2017
55.42
Current Value
Downside upside
55.43
After-hype Price
Target Price Odds
 Above  Below  
57.11
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
 0.09% 0.56% 0.01%  0.01% 2 Events / Month1 Events / MonthIn a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
55.4255.430.02%
560% 

Realty Income Hype Timeline

As of December 11, 2017 Realty Income Corporation is going for 55.42 . This company has historical hype elasticity of 0.01 and average elasticity to hype of competition of 0.01. Realty Income Corporation is expected to increase in value after the next headline with price going to jump to 55.43. The average volatility of media hype impact on the company stock price is about 560.0%. The price increase on the next news is estimated to be 0.02% where as daily expected return is now at -0.09%. The volatility of related hype on Realty Income is about 486.96% with expected price after next announcement by competition of 55.43. The company reported annual revenue of 1.19 B. Net Income to common stockholders was 326.33 M with gross profit before all taxes, overhead, and interest of 1.04 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

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Realty Income Corporation 0.1 2 per month 0.00 (0.43)  0.00  0.75 (0.76)  1.69 
VEREIT Inc(0.02) 1 per month 0.00 (0.35)  0.00  1.15 (1.6)  3.12 
Vornado Realty Trust 0.00 0 per month 0.42 (0.13) (0.45)  0.9 (0.77)  1.67 
W P Carey Inc(0.16) 1 per month 0.00 (0.38)  0.00  0.99 (1.16)  2.44 
ABM Industries Incorporated 0.31 1 per month 0.25  0.22 (1.1)  2.18 (0.48)  5.48 
Apartment Investment and Management Company 0.46 1 per month 0.00 (0.37)  0.00  0.75 (1.25)  2.77