REALTY INCOME PORATION Market Value
| 756109AX2 | 88.10 5.20 5.57% |
| Symbol | REALTY |
REALTY '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's bond 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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in REALTY on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding REALTY INCOME PORATION or generate 0.0% return on investment in REALTY over 90 days. REALTY is related to or competes with Century Aluminum, National Rural, Corning Incorporated, Enlight Renewable, Titan International, Quanex Building, and United Utilities. More
REALTY 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's bond 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 PORATION upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 11.61 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.6948 |
REALTY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REALTY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REALTY's standard deviation. In reality, there are many statistical measures that can use REALTY historical prices to predict the future REALTY's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 0.214 |
REALTY INCOME PORATION Backtested Returns
REALTY INCOME PORATION retains Efficiency (Sharpe Ratio) of -0.0691, which implies the entity had a -0.0691 % return per unit of risk over the last 3 months. REALTY exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check REALTY's market risk adjusted performance of 0.224, and Coefficient Of Variation of (5,301) to confirm the risk estimate we provide. The bond owns a Beta (Systematic Risk) of -0.21, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning REALTY are expected to decrease at a much lower rate. During the bear market, REALTY is likely to outperform the market.
Auto-correlation | -0.36 |
Poor reverse predictability
REALTY INCOME PORATION has poor reverse predictability. Overlapping area represents the amount of predictability between REALTY time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 PORATION price movement. The serial correlation of -0.36 indicates that just about 36.0% of current REALTY price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
REALTY INCOME PORATION lagged returns against current returns
Autocorrelation, which is REALTY bond'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's bond expected returns. We can calculate the autocorrelation of REALTY returns to help us make a trade decision. For example, suppose you find that REALTY has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REALTY bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REALTY bond over time.
Current vs Lagged Prices |
| Timeline |
REALTY Lagged Returns
When evaluating REALTY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REALTY bond have on its future price. REALTY 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 autocorrelation shows the relationship between REALTY bond current value and its past values and can show if there is a momentum factor associated with investing in REALTY INCOME PORATION.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in REALTY Bond
REALTY financial ratios help investors to determine whether REALTY Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in REALTY with respect to the benefits of owning REALTY security.