Realty Income Probability of Target Price Finishing Above 57.15

Realty Income Corporation -- USA Stock  

USD 52.75  0.39  0.73%

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
 Time Horizon     30 Days    Login   to change
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Realty Income Target Price Odds to finish below 57.15

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 52.75 30 days 57.15  about 10.64% about 89.18%
Based on normal probability distribution, the odds of Realty Income to stay under $ 57.15  after 30 days from now is about 89.18%. Probability of Realty Income price to stay between its current price of $ 52.75  and $ 57.15  at the end of the 30-day period is about 81.65%.
Taking into account the 30 trading days horizon, Realty Income has beta of 0.1653 . 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
89.0%
Odds to stay under $ 57.15  after 30 days
 Realty Income Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.42
β
Beta against DOW=0.17
σ
Overall volatility
=1.65
Ir
Information ratio =0.56