Realty Stock Alpha and Beta Analysis

O
 Stock
  

USD 68.26  1.10  1.59%   

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.
Please check Realty Income Backtesting, Realty Income Valuation, Realty Income Correlation, Realty Income Hype Analysis, Realty Income Volatility, Realty Income History and analyze Realty Income Performance.
  
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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., DOW index.) So in this particular case, Realty Income did 0.17  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 0.70  . 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.
The value of Book Value per Share is estimated to slide to 33.05. The value of Enterprise Value over EBIT is expected to slide to 44.35.
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.

Enterprise Value

28.09 Billion

Share

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.
α0.17   β0.70
90 days against DJI

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 Fri, Apr 1, 2022 and Thu, Jun 30, 2022 is 68.22 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 2.75, arithmetic mean of 68.48, and mean deviation of 2.18. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Beazer Homes Outpaces Stock Market Gains What You Should Kno...04/04/2022
2
Zacks Analysts Expect Realty Income Co. Will Post Earnings o...04/20/2022
3
ORION OFFICE REIT INC. Managements Discussion and Analysis o...05/04/2022
4
Despite lower earnings than five years ago, Realty Income in...05/12/2022
5
Acquisition by Jacqueline Brady of 4000 shares of Realty Inc...05/19/2022
6
Payment of 1029 shares by Mark Hagan of Realty Income subjec...05/24/2022
7
Two Dividend Stocks I Bought In May by Edward Frost Jun, 202...06/01/2022
8
116th Common Stock Monthly Dividend Increase Declared by Rea...06/14/2022
9
New Residential Investment Corp. stock underperforms Wednesd...06/29/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2019 2021 (projected)
Long Term Debt to Equity0.810.62
Interest Coverage52.9455.13

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.
Upcoming Quarterly Report28th of February 2022
Next Financial Report2nd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End28th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please check Realty Income Backtesting, Realty Income Valuation, Realty Income Correlation, Realty Income Hype Analysis, Realty Income Volatility, Realty Income History and analyze 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 Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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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...