Realty Income Performance

Realty Income Corporation -- USA Stock  

USD 49.96  0.68  1.38%

Macroaxis gives Realty Income performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.5091 which implies as returns on market increase, Realty Income returns are expected to increase less than the market. However during bear market, the loss on holding Realty Income will be expected to be smaller as well.. Even though it is essential to pay attention to Realty Income current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Realty Income exposes twenty-one different technical indicators which can help you to evaluate its performance. Realty Income has expected return of -0.344%. Please be advised to check Realty Income Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Realty Income past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Realty Income Relative Risk vs. Return Landscape

If you would invest  5,386  in Realty Income Corporation on January 20, 2018 and sell it today you would lose (390.00)  from holding Realty Income Corporation or give up 7.24% of portfolio value over 30 days. Realty Income Corporation is generating negative expected returns and assumes 1.6708% volatility on return distribution over the 30 days horizon. Put is differently, 15% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Realty Income Corporation is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.04 times less risky than the market. the firm trades about -0.21 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 of returns per unit of risk over similar time horizon.

Operating Margin

Realty Income Operating Margin
Based on recorded statements Realty Income Corporation has Operating Margin of 90%. This is 274.14% higher than that of the Financial sector, and significantly higher than that of Diversified Real Estate industry, The Operating Margin for all stocks is 928.87% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Realty Income Daily Price Distribution

The median price of Realty Income for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 51.59 with a coefficient of variation of 4.52. The daily time series for the period is distributed with a sample standard deviation of 2.32, arithmetic mean of 51.32, and mean deviation of 2.06. The Stock did not receive any noticable media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Realty Income Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Realty Income Sharpe Ratio = -0.2059
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Estimated Market Risk

 1.67
  actual daily
 
 85 %
of total potential
  

Expected Return

 -0.34
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.21
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Realty Income is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Realty Income by adding it to a well-diversified portfolio.

Dividends

Realty Income Dividends Analysis
Check Realty Income dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends