Realty Income 8 Period Moving Average

O -- USA Stock  

Sell-off Trend

Investors can use this prediction interface to forecast Realty Income historic prices and determine the direction of Realty Income Corporation future trends based on various well-known forecasting models. However looking at historical price movement exclusively is usually misleading. Macroaxis recommends to always use this module together with analysis of Realty Income historical fundamentals such as revenue growth or operating cash flow patterns. Although naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Realty Income Corporation systematic risks associated with finding meaningful patterns of Realty Income fundamentals over time. Additionally take a look at Historical Fundamental Analysis of Realty Income to cross-verify your projections.
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Horizon     30 Days    Login   to change
An 8-period moving average forecast model for Realty Income is based on an artificially constructed time series of Realty Income daily prices in which the value for a trading day is replaced by the mean of that value and the values for 8 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.
Given 30 days horizon, the value of Realty Income Corporation on the next trading day is expected to be 74.7225

Realty Income Prediction Pattern

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Realty Income Forecasted Value

Market Value
74.58
December 14, 2019
74.72
Expected Value
77.51
Upside

Model Predictive Factors

AICAkaike Information Criteria105.9209
BiasArithmetic mean of the errors 0.1955
MADMean absolute deviation1.1127
MAPEMean absolute percentage error0.0144
SAESum of the absolute errors60.0862
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. Realty Income Corporation 8-period moving average forecast can only be used reliably to predict one or two periods into the future.

Volatility Measures

Realty Income Risk Indicators

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