Realty Income Corp Stock Market Value
| O Stock | USD 53.33 0.29 0.55% |
| Symbol | Realty |
Realty me Corp Price To Book Ratio
Is Realty Income's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Realty Income. If investors know Realty will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Realty Income listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.16) | Dividend Share 3.059 | Earnings Share 1.26 | Revenue Per Share 5.896 | Quarterly Revenue Growth 0.214 |
The market value of Realty me Corp is measured differently than its book value, which is the value of Realty that is recorded on the company's balance sheet. Investors also form their own opinion of Realty Income's value that differs from its market value or its book value, called intrinsic value, which is Realty Income's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Realty Income's market value can be influenced by many factors that don't directly affect Realty Income's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Realty Income's value and its price as these two are different measures arrived at by different means. Investors typically determine if Realty Income is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Realty Income's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Realty Income 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Realty Income's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Realty Income.
| 05/04/2022 |
| 04/23/2024 |
If you would invest 0.00 in Realty Income on May 4, 2022 and sell it all today you would earn a total of 0.00 from holding Realty Income Corp or generate 0.0% return on investment in Realty Income over 720 days. Realty Income is related to or competes with Federal Realty, Macerich, National Retail, Kimco Realty, Agree Realty, Simon Property, and Acadia Realty. Realty Income, The Monthly Dividend Company, is an SP 500 company dedicated to providing stockholders with dependable mo... More
Realty Income Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Realty Income's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Realty Income Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 6.34 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.58 |
Realty Income Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Realty Income's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Realty Income's standard deviation. In reality, there are many statistical measures that can use Realty Income historical prices to predict the future Realty Income's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Realty Income's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Realty me Corp Backtested Returns
Realty me Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.017, which implies the firm had a -0.017% return per unit of risk over the last 3 months. Realty me Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Realty Income's Risk Adjusted Performance of (0.04), variance of 1.39, and Coefficient Of Variation of (1,372) to confirm the risk estimate we provide. The company holds a Beta of 1.03, which implies a somewhat significant risk relative to the market. Realty Income returns are very sensitive to returns on the market. As the market goes up or down, Realty Income is expected to follow. Realty me Corp has an expected return of -0.0196%. Please make sure to check Realty me Corp jensen alpha, as well as the relationship between the skewness and day median price , to decide if Realty me Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Realty Income Corp has good predictability. Overlapping area represents the amount of predictability between Realty Income time series from 4th of May 2022 to 29th of April 2023 and 29th of April 2023 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Realty me Corp price movement. The serial correlation of 0.66 indicates that around 66.0% of current Realty Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 11.69 |
Realty me Corp lagged returns against current returns
Autocorrelation, which is Realty Income stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Realty Income's stock expected returns. We can calculate the autocorrelation of Realty Income returns to help us make a trade decision. For example, suppose you find that Realty Income has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Realty Income regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Realty Income stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Realty Income stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Realty Income stock over time.
Current vs Lagged Prices |
| Timeline |
Realty Income Lagged Returns
When evaluating Realty Income's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Realty Income stock have on its future price. Realty Income autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Realty Income autocorrelation shows the relationship between Realty Income stock current value and its past values and can show if there is a momentum factor associated with investing in Realty Income Corp.
Regressed Prices |
| Timeline |
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When running Realty Income's price analysis, check to measure Realty Income's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Realty Income is operating at the current time. Most of Realty Income's value examination focuses on studying past and present price action to predict the probability of Realty Income's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Realty Income's price. Additionally, you may evaluate how the addition of Realty Income to your portfolios can decrease your overall portfolio volatility.
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