Realty Income Probability of Target Price Finishing Over Current Price

O -- USA Stock  

Fiscal Quarter End: December 31, 2019  

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.
Horizon     30 Days    Login   to change
Symbol:
Refresh Odds

Realty Income Target Price Odds to finish over

Current PriceHorizonTarget PriceOdds to move above current price in 30 days
 77.24 30 days 77.24 
about 41.33
Based on normal probability distribution, the odds of Realty Income to move above current price in 30 days from now is about 41.33 (This Realty Income Corporation probability density function shows the probability of Realty Income Stock to fall within a particular range of prices over 30 days) .
Taking into account the 30 trading days horizon, Realty Income Corporation has beta of -0.0329 . This implies as returns on benchmark increase, returns on holding Realty Income are expected to decrease at a much smaller rate. During bear market, however, Realty Income Corporation is likely to outperform the market. Additionally The company has an alpha of 0.1105 implying that it can potentially generate 0.1105% excess return over DOW after adjusting for the inherited market risk (beta).
 Realty Income Price Density 
      Price 
α
Alpha over DOW
=0.11
β
Beta against DOW=0.03
σ
Overall volatility
=2.69
Ir
Information ratio =0.02

Realty Income Alerts and Suggestions

Realty Income has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its interest payments
About 75.0% of the company shares are owned by institutional investors
Latest headline from financemercury.com: Tjx Cos New Stock Rose While Cabot Wealth Management Trimmed by 334984 Its Position Realty Income Shareholder Bank Of Hawaii Upped Holding - FinanceMercury

Realty IncomePrice Density Drivers

Shares Percent Shares Out3.81%
Trailing Annual Dividend Rate2.70
Short Percent Of Float5.98%
Float Shares325.14M
Shares Short Prior Month10.97M
Average Daily Volume Last 10 Day2.12M
Average Daily Volume In Three Month1.6M
Date Short InterestOctober 31, 2019
Trailing Annual Dividend Yield3.49%
Search macroaxis.com