Rithm Capital Corp Stock Market Value
| RITM Stock | USD 10.98 0.19 1.76% |
| Symbol | Rithm |
Rithm Capital Corp Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Rithm Capital. If investors know Rithm will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Rithm Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.51) | Dividend Share 1 | Earnings Share 0.98 | Revenue Per Share 6.184 | Quarterly Revenue Growth (0.17) |
The market value of Rithm Capital Corp is measured differently than its book value, which is the value of Rithm that is recorded on the company's balance sheet. Investors also form their own opinion of Rithm Capital's value that differs from its market value or its book value, called intrinsic value, which is Rithm Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Rithm Capital's market value can be influenced by many factors that don't directly affect Rithm Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Rithm Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Rithm Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Rithm Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Rithm Capital '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 Rithm Capital's stock 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 Rithm Capital.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Rithm Capital on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Rithm Capital Corp or generate 0.0% return on investment in Rithm Capital over 360 days. Rithm Capital is related to or competes with Starwood Property, AGNC Investment, Blackstone Mortgage, Ares Commercial, Two Harbors, Apollo Commercial, and Ellington Financial. Rithm Capital Corp. provides capital and services to the real estate and financial services sectors in the United States More
Rithm Capital 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 Rithm Capital's stock 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 Rithm Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.7 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.52 |
Rithm Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rithm Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rithm Capital's standard deviation. In reality, there are many statistical measures that can use Rithm Capital historical prices to predict the future Rithm Capital's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rithm Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Rithm Capital Corp Backtested Returns
Rithm Capital Corp maintains Sharpe Ratio (i.e., Efficiency) of -0.0418, which implies the firm had a -0.0418% return per unit of risk over the last 3 months. Rithm Capital Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rithm Capital's Coefficient Of Variation of (6,598), risk adjusted performance of (0.01), and Variance of 1.26 to confirm the risk estimate we provide. The company holds a Beta of 0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Rithm Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rithm Capital is expected to be smaller as well. At this point, Rithm Capital Corp has a negative expected return of -0.0469%. Please make sure to check Rithm Capital's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Rithm Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
Rithm Capital Corp has virtually no predictability. Overlapping area represents the amount of predictability between Rithm Capital time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rithm Capital Corp price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Rithm Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Rithm Capital Corp lagged returns against current returns
Autocorrelation, which is Rithm Capital stock'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 Rithm Capital's stock expected returns. We can calculate the autocorrelation of Rithm Capital returns to help us make a trade decision. For example, suppose you find that Rithm Capital has exhibited high autocorrelation historically, and you observe that the stock 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 |
Rithm Capital 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 Rithm Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rithm Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rithm Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Rithm Capital Lagged Returns
When evaluating Rithm Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rithm Capital stock have on its future price. Rithm Capital 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, Rithm Capital autocorrelation shows the relationship between Rithm Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Rithm Capital Corp.
Regressed Prices |
| Timeline |
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Rithm Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.