Realty Income Buy or Sell Recommendation

Macroaxis provides Realty Income Corporation buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Realty Income positions. The advice algorithm takes into account all of Realty Income Corporation available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Realty Income buy-and-hold prospective. Additionally take a look at Realty Income Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Realty Income Corporation -- USA Stock  

USD 56.49  0.01  0.0177%

Taking into account the 30 trading days horizon, and your above average risk tolerance our recommendation regarding Realty Income Corporation is 'Cautious Hold'.
For the selected time horizon Realty Income Corporation has a mean deviation of 0.6426, semi deviation of 0.8814, standard deviation of 0.8901, variance of 0.7923, downside variance of 1.01 and semi variance of 0.7768
Macroaxis advice module provides unbiased recommendation that can be used to complement current average analyst sentiment on Realty Income. Our advice engine ##verb4## current market data to analyse the company potential to grow from the prospective of investors risk tolerance and investing horizon. To make sure Realty Income is not overpriced, please check all Realty Income fundamentals including its Shares Owned by Insiders, Cash and Equivalents, Number of Employees, as well as the relationship between Price to Sales and Book Value Per Share . Given that Realty Income has Price to Earning of 48.31 times, we recommend you check out Realty Income market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your recent risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.025564Value At Risk1.19
Potential Upside1.74Standard Deviation0.89
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares48.1 M2.8 B
Blackrock IncCommon Shares28.1 M1.6 B
State Street CorpCommon Shares18.3 M1 B
Invesco LtdCommon Shares6 M341.5 M
Northern Trust CorpCommon Shares4.8 M276.8 M
Jpmorgan Chase CoCommon Shares4.4 M256.5 M
Bank Of New York Mellon CorpCommon Shares4.3 M248.5 M

Realty Income Greeks

α
Alpha over DOW
=0.020211
βBeta against DOW=0.16
σ
Overall volatility
=0.85
 IrInformation ratio =0.01

Realty Income Volatility Alert

Realty Income Corporation has low volatility with Treynor Ratio of -0.1, Maximum Drawdown of 2.59 and kurtosis of 0.38. However, we advice all investors to further analyze Realty Income Corporation to make certain all market information is desiminated and is consistent with the current expectations about Realty Income upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare Realty Income to competition
FundamentalsRealty IncomePeer Average
Return On Equity4.92 % (15.17) %
Return On Asset2.73 % (15.64) %
Profit Margin29.19 % (5.5) %
Operating Margin48.46 % (10.91) %
Current Valuation21.44 B152.14 B
Shares Outstanding281.78 M1.43 B
Shares Owned by Insiders0.26 % 6.91 %
Shares Owned by Institutions69.25 % 18.37 %
Number of Shares Shorted20.06 M3.24 M
Price to Earning48.31 times40.69 times
Price to Book2.21 times14.44 times
Price to Sales13.7 times17.81 times
Revenue1.16 B9.85 B
Gross Profit1.04 B21.75 B
EBITDA1.05 B1.41 B
Net Income308.7 M517.71 M
Cash and Equivalents10.95 M3.89 B
Cash per Share0.04 times5.17 times
Total Debt5.99 B7.36 B
Debt to Equity85.3 % 0.72 %
Current Ratio0.61 times3.3 times
Book Value Per Share25.55 times13.64 times
Cash Flow from Operations903.24 M1.25 B
Short Ratio11.08 times2.09 times
Earnings Per Share1.17 times2.3 times
Price to Earnings To Growth7.48 times1.22 times
Number of Employees13710.67 K
Beta-0.040.34
Market Capitalization15.94 B29.78 B
Total Asset11.87 B126.86 B
Retained Earnings(1.53 B)38.24 B
Working Capital(98.16 M)3.58 B
Current Asset121.97 M36.8 B
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Payment of 236 shares by Nguyen Danthanh of Realty Income subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0168
Market Risk Adjusted Performance(0.086668)
Mean Deviation0.6426
Semi Deviation0.8814
Downside Deviation1.0
Coefficient Of Variation3481.94
Standard Deviation0.8901
Variance0.7923
Information Ratio(0.014946)
Jensen Alpha0.0202
Total Risk Alpha(0.050768)
Sortino Ratio(0.013264)
Treynor Ratio(0.096668)
Maximum Drawdown2.59
Value At Risk(1.19)
Potential Upside1.74
Downside Variance1.01
Semi Variance0.7768
Expected Short fall(0.61)
Skewness0.0483
Kurtosis0.3815

Current Valuation

Realty Income Current Valuation Analysis
Realty Income Corporation is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Diversified Real Estate industry is now estimated at about 108.05 Billion. Realty Income retains roughly 21.44 Billion in current valuation claiming about 20% of equities under Diversified Real Estate industry.