Macroaxis considers Realty Income to be not too risky. Realty Income maintains Sharpe Ratio (i.e. Efficiency) of -0.2373 which implies Realty Income had -0.2373% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Realty Income exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Realty Income Coefficient Of Variation of
(372.45) and Risk Adjusted Performance of (0.066682) to confirm risk estimate we provide.
|Investment Horizon||30 Days Login to change|
Realty Income Market Sensitivity
|One Month Beta |Analyze Realty Income Demand TrendCheck current 30 days Realty Income correlation with market (DOW)|
β = -1.095
Projected Return Density Against MarketTaking into account the 30 trading days horizon, Realty Income Corporation has beta of -1.095 . This implies Moreover, Realty Income Corporation has an alpha of 0.0035 implying that it can potentially generate 0.0035% excess return over DOW after adjusting for the inherited market risk (beta).
Taking into account the 30 trading days horizon, the coefficient of variation of Realty Income is -421.32. The daily returns are destributed with a variance of 0.5 and standard deviation of 0.71. The mean deviation of Realty Income Corporation is currently at 0.54. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27