REALTY INCOME P Performance

756109AT1   88.11  3.86  4.20%   
The bond owns a Beta (Systematic Risk) of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, REALTY's returns are expected to increase less than the market. However, during the bear market, the loss of holding REALTY is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days REALTY INCOME P has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, REALTY is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

REALTY Relative Risk vs. Return Landscape

If you would invest  8,853  in REALTY INCOME P on July 11, 2024 and sell it today you would lose (42.00) from holding REALTY INCOME P or give up 0.47% of portfolio value over 90 days. REALTY INCOME P is generating negative expected returns and assumes 1.0281% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than REALTY, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon REALTY is expected to under-perform the market. In addition to that, the company is 1.24 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.11 per unit of volatility.

REALTY Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for REALTY's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as REALTY INCOME P, and traders can use it to determine the average amount a REALTY's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0068

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Estimated Market Risk

 1.03
  actual daily
9
91% of assets are more volatile

Expected Return

 -0.01
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.01
  actual daily
0
Most of other assets perform better
Based on monthly moving average REALTY is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of REALTY by adding REALTY to a well-diversified portfolio.

About REALTY Performance

By analyzing REALTY's fundamental ratios, stakeholders can gain valuable insights into REALTY's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if REALTY has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if REALTY has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
REALTY INCOME P generated a negative expected return over the last 90 days

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.