Realty Income Stock Alpha and Beta Analysis
| O Stock | USD 57.39 0.51 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Realty Income. 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:
Beta (0.14) | Alpha (0.07) | Risk 1.05 | Sharpe Ratio (0.09) | Expected Return (0.09) |
Realty Income Quarterly Cash And Equivalents |
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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.
Realty |
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.| α | -0.07 | β | -0.14 |
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 Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 61.48 with a coefficient of variation of 3.49. The daily time series for the period is distributed with a sample standard deviation of 2.13, arithmetic mean of 60.83, and mean deviation of 1.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Realty Income dividend paid on 13th of September 2024 | 09/13/2024 |
| Realty Income dividend paid on 15th of October 2024 | 10/15/2024 |
1 | Realty Income A Dividend Powerhouse With Growth Potential | 10/16/2024 |
2 | Realty Income Stock Price Up 0.4 percent Heres Why | 10/28/2024 |
3 | Compared to Estimates, Realty Income Corp. Q3 Earnings A Look at Key Metrics | 11/04/2024 |
4 | Realty Income Corp Shares Down 4.57 percent on Nov 6 | 11/06/2024 |
5 | Realty Income Corporation Is a Trending Stock Facts to Know Before Betting on It | 11/08/2024 |
6 | Realty Incomes SWOT analysis net lease giant faces growth hurdles amid retail shifts | 11/12/2024 |
| Realty Income dividend paid on 15th of November 2024 | 11/15/2024 |
8 | Aviso Wealth Management Has 261,000 Stake in Realty Income Co. | 11/18/2024 |
9 | Realty Income Shares Up 0.3 percent Whats Next | 11/19/2024 |
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 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 Yield | 0.0394 | 0.0467 | 0.0531 | 0.0743 | Price To Sales Ratio | 14.26 | 11.61 | 9.75 | 7.69 |
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 | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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.Build Diversified Portfolios
Align your risk with return expectations
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. To learn how to invest in Realty Stock, please use our How to Invest in Realty Income guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
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.