REALTY INCOME P Performance
| 756109AT1 | 86.53 0.12 0.14% |
The bond owns a Beta (Systematic Risk) of 0.23, which implies not very significant fluctuations relative to the market. 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
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in REALTY INCOME P are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, REALTY sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
REALTY |
REALTY Relative Risk vs. Return Landscape
If you would invest 8,468 in REALTY INCOME P on April 25, 2025 and sell it today you would earn a total of 684.00 from holding REALTY INCOME P or generate 8.08% return on investment over 90 days. REALTY INCOME P is generating 0.2736% of daily returns and assumes 1.0565% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than REALTY, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
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 = 0.2589
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Estimated Market Risk
| 1.06 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average REALTY is performing at about 20% of its full potential. 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 it 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.