Realty Income (O) Daily/Weekly Backtest Results
*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.
Calculations for Realty Income
Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.
Expectancy calculation for 23 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (65.22% * 8.13%) + (26.09% * 1.45%) - (8.70% * 4.56%) = 5.28%.
Wins: 15 Breakevens: 6 Losses: 2
To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.
The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.
Realty Income Analysis
Market sector: Real Estate.
External links: Seeking Alpha Research, Zacks Research.
These links may show useful information about why a stock's price has fallen significantly.
50 day low Backtest Summary (Fixed Profits System)
This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.
Key:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= profit point achieved but CAGR was less than 5%.
| Signal Date, Score and Sector Score | Buy Signal | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | |||
| 02 June 2026 smart_toyLOW (55) apartmentLOW | 50 Day Low | $ 59.81 | |||||
| 31 October 2025 smart_toyLOW (62) apartmentLOW | 50 Day Low | $ 57.72 | |||||
| 07 April 2025 smart_toyHIGH (91) apartmentHIGH sirenFIRE SALE | 50 Day Low | $ 52.82 | |||||
| 10 January 2025 smart_toyLOW (72) apartmentLOW | 50 Day Low | $ 51.84 | |||||
| 04 December 2024 smart_toyLOW (62) apartmentLOW | 50 Day Low | $ 56.26 | |||||
| 30 October 2024 smart_toyLOW (62) apartmentLOW | 50 Day Low | $ 60.50 | |||||
| 16 April 2024 smart_toyLOW (68) apartmentLOW | 50 Day Low | $ 51.16 | |||||
| 09 February 2024 smart_toyLOW (41) apartmentLOW | 50 Day Low | $ 52.90 | |||||
| 30 October 2023 smart_toyMEDIUM (87) apartmentLOW sirenFIRE SALE | 50 Day Low | $ 46.38 | |||||
| 15 September 2023 smart_toyLOW (67) apartmentLOW | 50 Day Low | $ 53.69 | |||||
| 14 August 2023 smart_toyLOW (61) apartmentLOW | 50 Day Low | $ 57.06 | |||||
| 02 May 2023 smart_toyMEDIUM (81) apartmentHIGH | 50 Day Low | $ 59.23 | |||||
| 10 March 2023 smart_toyMEDIUM (84) apartmentHIGH | 50 Day Low | $ 62.40 | |||||
| 11 October 2022 smart_toyHIGH (95) apartmentLOW sirenFIRE SALE | 50 Day Low | $ 57.73 | |||||
| 08 September 2022 smart_toyMEDIUM (82) apartmentLOW sirenFIRE SALE | 50 Day Low | $ 67.03 | |||||
| 14 June 2022 smart_toyMEDIUM (89) apartmentLOW sirenFIRE SALE | 50 Day Low | $ 63.05 | |||||
| 10 May 2022 smart_toyHIGH (91) apartmentLOW sirenFIRE SALE | 50 Day Low | $ 64.33 | |||||
| 17 February 2022 smart_toyLOW (70) apartmentLOW sirenFIRE SALE | 50 Day Low | $ 67.04 | |||||
| 20 September 2021 smart_toyLOW (60) apartmentLOW | 50 Day Low | $ 67.40 | |||||
| 12 January 2021 smart_toyLOW (57) apartmentHIGH | 50 Day Low | $ 57.42 | |||||
| 28 October 2020 smart_toyLOW (70) | 50 Day Low | $ 57.90 | |||||
| 12 March 2020 smart_toyHIGH (94) sirenFIRE SALE | 50 Day Low | $ 66.98 | |||||
| 11 December 2019 smart_toyLOW (59) | 50 Day Low | $ 73.28 | |||||
| 18 April 2019 smart_toyMEDIUM (84) | 50 Day Low | $ 64.85 | |||||
| 11 January 2018 smart_toyLOW (58) | 50 Day Low | $ 47.81 | |||||
| 20 October 2017 smart_toyLOW (52) | 50 Day Low | $ 49.62 | |||||
| 04 May 2017 smart_toyLOW (48) | 50 Day Low | $ 49.34 | |||||
| 11 October 2016 smart_toyLOW (72) | 50 Day Low | $ 52.13 | |||||
| 09 September 2016 smart_toyLOW (55) | 50 Day Low | $ 55.42 | |||||
The data for Realty Income (exchange: XNYS symbol: O) was last updated 16 Jul 2026 03:30. Data for this stock is available from 01 Dec 2015 - 15 Jul 2026.