Realty Income Price Prediction and Hype Density Breakdown

O -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We analyze noise-free headlines and recent hype associated with Realty Income Corporation which may create opportunities for some arbitrage if properly timed. With Realty Income hype-based prediction module you can estimate the value of Realty Income Corporation from the prospective of Realty Income response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Realty Income over a specific investment horizon. Additionally take a look at Realty Income Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Realty Income After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Realty Income Estimiated After-Hype Price Volatility

November 18, 2019
78.55
Current Value
77.52
After-hype Price
80.58
Upside
Realty Income is very steady asset. Analysis and calculation of next after-hype price of Realty Income is based on 3 months time horizon.

Realty Income Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.11  1.02% 0.06   0.13  7 Events / Month7 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
78.5577.520.08 
185.45

Realty Income Hype Timeline

As of November 18, 2019 Realty Income is listed for 78.55. The entity has historical hype elasticity of 0.06 and average elasticity to hype of competition of 0.13. Realty Income Corporation is expected to increase in value after the next headline with price going to jump to 77.52. The average volatility of media hype impact on the company stock price is about 185.45%. The price increase on the next news is projected to be 0.08% where as daily expected return is now at 0.11%. The volatility of related hype on Realty Income is about 83.54% with expected price after next announcement by competition of 78.68. The company reported annual revenue of 1.4 B. Net Income to common stockholders was 390.21 M with gross profit before all taxes, overhead, and interest of 1.26 B. Taking into account the 30 trading days horizon, the next expected press release will be in about 7 days.
Additionally take a look at Realty Income Basic Forecasting Models to cross-verify your projections.

Realty Income Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Realty Income Corporation 0.55 7 per month 1.02 (0.0231)  1.51 (1.95)  4.84 
Agree Realty Corporation(0.19) 7 per month 1.07 (0.08)  1.22 (1.84)  4.04 
Acadia Realty Trust(0.02) 9 per month 0.98 (0.14)  1.11 (1.66)  4.29 
Alexanders 11.93 8 per month 0.00 (0.19)  1.71 (2.73)  8.76 
Saul Centers 0.81 7 per month 1.62 (0.05)  2.16 (2.22)  9.97 
Brookfield Property REIT 0.14 11 per month 0.00 (0.11)  1.81 (2.78)  10.35 
Brixmor Property Group(0.16) 7 per month 0.62  0.15  1.76 (1.61)  6.84 
CBL Associates Properties In 0.01 7 per month 5.68  0.13  11.97 (10.85)  50.37 
Cedar Realty Trust(0.03) 8 per month 2.55  0.06  5.76 (3.85)  24.35 
EPR Properties(0.83) 9 per month 0.00 (0.18)  1.15 (1.70)  4.13 

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Additionally take a look at Realty Income Basic Forecasting Models to cross-verify your projections. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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