Realty Income (Germany) Market Value
| RY6 Stock | EUR 53.53 0.47 0.89% |
| Symbol | Realty |
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.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Realty Income on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Realty Income or generate 0.0% return on investment in Realty Income over 30 days. Realty Income is related to or competes with Vicinity Centres, Superior Plus, NMI Holdings, SIVERS SEMICONDUCTORS, NorAm Drilling, BANK HANDLOWY, and Norsk Hydro. 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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.09 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.7 |
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 | (0.03) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | 0.6822 |
Realty Income Backtested Returns
Realty Income maintains Sharpe Ratio (i.e., Efficiency) of -0.0443, which implies the firm had a -0.0443% return per unit of risk over the last 3 months. Realty Income exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Realty Income's Coefficient Of Variation of (2,139), risk adjusted performance of (0.03), and Variance of 1.19 to confirm the risk estimate we provide. The company holds a Beta of -0.0895, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Realty Income are expected to decrease at a much lower rate. During the bear market, Realty Income is likely to outperform the market. At this point, Realty Income has a negative expected return of -0.0488%. Please make sure to check Realty Income's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if Realty Income performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Realty Income has modest reverse predictability. Overlapping area represents the amount of predictability between Realty Income time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Income price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Realty Income price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.81 |
Realty Income 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.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Realty Stock
When determining whether Realty Income 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 Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Realty Income Stock:Check out Realty Income Correlation, Realty Income Volatility and Realty Income Alpha and Beta module to complement your research on Realty Income. For more detail on how to invest in Realty Stock please use our How to Invest in Realty Income guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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.