Realty Income Corp Stock Alpha and Beta Analysis

O Stock  USD 55.13  0.06  0.11%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Realty Income Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Realty Income over a specified time horizon. Remember, high Realty Income's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Realty Income's market risk premium analysis include:
Sharpe Ratio
Expected Return
Please note that although Realty Income alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Realty Income did 0.04  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Realty Income Corp stock's relative risk over its benchmark. Realty Income Corp has a beta of 0.86  . Realty Income returns are very sensitive to returns on the market. As the market goes up or down, Realty Income is expected to follow. At this time, Realty Income's Book Value Per Share is very stable compared to the past year. As of the 18th of May 2024, Tangible Book Value Per Share is likely to grow to 36.94, while Enterprise Value Over EBITDA is likely to drop 12.44.

Realty Income Quarterly Cash And Equivalents

344.13 Million

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Realty Income Backtesting, Realty Income Valuation, Realty Income Correlation, Realty Income Hype Analysis, Realty Income Volatility, Realty Income History and analyze Realty Income Performance.

Realty Income Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Realty Income market risk premium is the additional return an investor will receive from holding Realty Income long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Realty Income. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Realty Income's performance over market.
α0.04   β0.86

Realty Income expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Realty Income's Buy-and-hold return. Our buy-and-hold chart shows how Realty Income performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Realty Income Market Price Analysis

Market price analysis indicators help investors to evaluate how Realty Income stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Realty Income shares will generate the highest return on investment. By understating and applying Realty Income stock market price indicators, traders can identify Realty Income position entry and exit signals to maximize returns.

Realty Income Return and Market Media

The median price of Realty Income for the period between Sun, Feb 18, 2024 and Sat, May 18, 2024 is 52.62 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 1.26, arithmetic mean of 52.93, and mean deviation of 1.07. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Realty Income dividend paid on 15th of March 2024
Disposition of 5000 shares by A Chapman of Realty Income at 54.2301 subject to Rule 16b-3
Realty Income dividend paid on 15th of April 2024
Realty Income Corp. Gains But Lags Market What You Should Know
Like Realty Income This Competitor Has an Even Better Dividend Track Record
Realty Income Announces Operating Results for the Three Months Ended March 31, 2024
How To Build A 500 Per Month Passive Income Stream From Realty Income
Realty Income Q1 2024 Earnings Call Transcript
Realty Income dividend paid on 15th of May 2024
How Much Will Realty Income Pay Out in Dividends This Year

About Realty Income Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Realty or other stocks. Alpha measures the amount that position in Realty Income Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 2024 (projected)
Dividend Yield0.03940.04670.05310.0743
Price To Sales Ratio14.2611.619.757.7

Realty Income Upcoming Company Events

As portrayed in its financial statements, the presentation of Realty Income's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Realty Income's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Realty Income's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Realty Income. Please utilize our Beneish M Score to check the likelihood of Realty Income's management manipulating its earnings.
20th of February 2024
Upcoming Quarterly Report
1st of May 2024
Next Financial Report
31st of December 2023
Next Fiscal Quarter End
20th of February 2024
Next Fiscal Year End
30th of September 2023
Last Quarter Report
31st of December 2022
Last Financial Announcement

Build Portfolio with Realty Income

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Realty Income Corp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Realty Income's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Realty Income Corp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Realty Income Corp Stock:

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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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Realty Income technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Realty Income technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Realty Income trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...