We consider Realty Income not too risky. Realty Income maintains Sharpe Ratio (i.e. Efficiency) of 0.1057 which implies Realty Income had 0.1057% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Realty Income which you can use to evaluate future volatility of the company. Please check Realty Income Coefficient Of Variation of 1195.08, Semi Deviation of 0.9392 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0922%.
|Time Horizon||30 Days Login to change|
Realty Income Technical Analysis
Projected Return Density Against MarketTaking into account the 30 trading days horizon, Realty Income has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and Realty Income are completely uncorrelated. Furthermore, Realty Income CorporationIt does not look like Realty Income alpha can have any bearing on the equity current valuation.
Predicted Return Density