Realty Income Probability of Target Price

Realty Income Corporation -- USA Stock  

USD 55.54  0.67  1.19%

Realty Income probability of target price tool provides mechanism to make assumptions about upside and downside potential of Realty Income Corporation performance during a given time horizon utilizing its historical volatility. Please specify Realty Income time horizon, a valid symbol (red box) and a target price (blue box) you would like Realty Income odds to be computed. Additionally take a look at Realty Income Backtesting, Realty Income Valuation, Realty Income Correlation, Realty Income Hype Analysis, Realty Income Volatility, Realty Income History as well as Realty Income Performance
Investment Horizon     30 Days    Login   to change
Refresh Odds

Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 55.54 30 days 57.15  about 41.66% about 57.44%
Based on normal probability distribution, the odds of Realty Income to stay under $ 57.15  after 30 days from now is about 57.44%. Probability of Realty Income price to stay between its current price of $ 55.54  and $ 57.15  at the end of the 30-day period is about 57.2%.
Taking into account the 30 trading days horizon, Realty Income Corporation has beta of -1.095 . This implies Additionally Realty Income Corporation has an alpha of 0.0034621211363636273 implying that it can potentially generate 0.0034621211363636273% excess return over DOW after adjusting for the inherited market risk (beta).
Odds to stay under $ 57.15  after 30 days
 Realty Income Price Density 
Current Price   Target Price   
Alpha over DOW
βBeta against DOW=1.09
Overall volatility
 IrInformation ratio =0.55