REALTY INCOME PORATION Performance
| 756109AX2 | 88.10 5.20 5.57% |
The bond owns a Beta (Systematic Risk) of 0.68, 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
Very Weak
Weak | Strong |
Over the last 90 days REALTY INCOME PORATION 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 latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 6.103 |
REALTY |
REALTY Relative Risk vs. Return Landscape
If you would invest 9,122 in REALTY INCOME PORATION on April 22, 2025 and sell it today you would lose (312.00) from holding REALTY INCOME PORATION or give up 3.42% of portfolio value over 90 days. REALTY INCOME PORATION is generating negative expected returns and assumes 0.7794% volatility on return distribution over the 90 days horizon. Simply put, 6% 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. 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 PORATION, 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 = -0.068
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 756109AX2 |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 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 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.