|Horizon||30 Days Login to change|
Realty Income Market Sensitivity
|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.One Month Beta |Analyze Realty Income Demand TrendCheck current 30 days Realty Income correlation with market (DOW)|
β = 0.386
Realty Income Technical Analysis
Realty Income Projected Return Density Against MarketTaking into account the 30 trading days horizon, Realty Income has beta of 0.386 . This implies as returns on market go up, Realty Income average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Realty Income Corporation will be expected to be much smaller as well. Additionally, Realty Income Corporation has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Realty Income Return VolatilityRealty Income Corporation accepts 0.9038% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.