Realty Stock Market Value

O
 Stock
  

USD 70.15  1.89  2.77%   

Realty Income's market value is the price at which a share of Realty Income stock trades on a public exchange. It measures the collective expectations of Realty Income Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Realty Income Corp and determine expected loss or profit from investing in Realty Income over a given investment horizon. Please check Realty Income Hype Analysis, Realty Income Correlation, Realty Income Valuation, Realty Income Volatility, as well as analyze Realty Income Alpha and Beta and Realty Income Performance.
Symbol
Backtest


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 YOY
0.3
Market Capitalization
41.7 B
Quarterly Revenue Growth YOY
0.83
Return On Assets
0.0203
Return On Equity
0.025
The market value of Realty Income 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 Realty Income value 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.
0.00
04/02/2022
No Change 0.00  0.0 
In 3 months and 1 day
07/01/2022
0.00
If you would invest  0.00  in Realty Income on April 2, 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 90 days. Realty Income is related to or competes with Vornado Realty, WP Carey, Arbor Realty, Genesis Unicorn, Mereo Biopharma, Daqo New, and Avnet. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Realty Income in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
68.6070.1771.74
Details
Intrinsic
Valuation
LowReal ValueHigh
63.1677.9579.52
Details
Naive
Forecast
LowNext ValueHigh
72.3073.8775.43
Details
13 Analysts
Consensus
LowTarget PriceHigh
63.0077.5085.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Realty Income. Your research has to be compared to or analyzed against Realty Income's peers to derive any actionable benefits. When done correctly, Realty Income's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Realty Income Corp.

Realty Income Corp Backtested Returns

We consider Realty Income very steady. Realty Income Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.0089, which implies the firm had 0.0089% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Realty Income Corp, which you can use to evaluate the future volatility of the company. Please check Realty Income Corp Risk Adjusted Performance of 0.0173, coefficient of variation of 8720.57, and Semi Deviation of 1.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.0141%.
The company holds a Beta of 0.7009, which implies possible diversification benefits within a given portfolio. Let's try to break down what Realty's beta means in this case. As returns on the market increase, Realty Income returns are expected to increase less than the market. However, during the bear market, the loss on holding Realty Income will be expected to be smaller as well. Although it is important to respect Realty Income Corp current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Realty Income Corp technical indicators, you can presently evaluate if the expected return of 0.0141% will be sustainable into the future. Realty Income Corp right now holds a risk of 1.59%. Please check Realty Income Corp maximum drawdown, and the relationship between the information ratio and expected short fall to decide if Realty Income Corp will be following its historical price patterns.

Auto-correlation

    
  0.15  

Insignificant predictability

Realty Income Corp has insignificant predictability. Overlapping area represents the amount of predictability between Realty Income time series from 2nd of April 2022 to 17th of May 2022 and 17th of May 2022 to 1st of July 2022. 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 Income Corp price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Realty Income price fluctuation can be explain by its past prices.
Correlation Coefficient0.15
Spearman Rank Test0.17
Residual Average0.0
Price Variance2.95

Realty Income 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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
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      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 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Realty Income without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check Realty Income Hype Analysis, Realty Income Correlation, Realty Income Valuation, Realty Income Volatility, as well as analyze Realty Income Alpha and Beta and Realty Income Performance. Note that the Realty Income Corp information on this page should be used as a complementary analysis to other Realty Income's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

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When running Realty Income Corp 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 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...