Realty Income Corporation holds Coefficient Of Variation of 759.57, Semi Deviation of 0.7166 and Risk Adjusted Performance of 0.0561. Compared with Fundamental Indicators, Macroaxis technical analysis interface allows you to check existing technical drivers of Realty Income as well as the relationship between them. In other words you can use this information to find out if the company will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for Realty Income which can be compared to its competitors. Please check Realty Income Standard Deviation as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Realty Income is priced some-what accurately providing market reflects its current price of 56.29 per share. Given that Realty Income has Jensen Alpha of 0.0737, we recommend you check out Realty Income recent market performance to make sure the company can sustain itself at future point.
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Realty Income Trend AnalysisUse this graph to draw trend lines for Realty Income Corporation. You can use it to identify possible trend reversals for Realty Income as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Realty Income price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Realty Income Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Realty Income Corporation applied against its price change over selected period. The best fit line has a slop of 0.11 % which indicates that Realty Income Corporation will continue to generate solid returns. It has 34 observation points and a regression sum of squares at 9.48, which is the sum of squared deviations for the predicted Realty Income price change compared to its average price change.
Realty Income Corporation is rated below average in mean deviation category among related companies. It is regarded fifth in standard deviation category among related companies creating about 1.37 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Realty Income Corporation is roughly 1.37