Redwood Capital Bancorp Stock Market Value
| RWCB Stock | USD 29.10 0.30 1.04% |
| Symbol | Redwood |
Redwood 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 Redwood Capital's otc 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 Redwood Capital.
| 01/23/2025 |
| 01/18/2026 |
If you would invest 0.00 in Redwood Capital on January 23, 2025 and sell it all today you would earn a total of 0.00 from holding Redwood Capital Bancorp or generate 0.0% return on investment in Redwood Capital over 360 days. Redwood Capital is related to or competes with Chino Commercial, First Resource, Golden State, Mission Valley, Merchants Marine, SVB T, and Pacific Valley. Redwood Capital Bancorp operates as the bank holding company for Redwood Capital Bank that provides various banking prod... More
Redwood 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 Redwood Capital's otc 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 Redwood Capital Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 6.46 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 1.04 |
Redwood Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Redwood Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Redwood Capital's standard deviation. In reality, there are many statistical measures that can use Redwood Capital historical prices to predict the future Redwood Capital's volatility.| Risk Adjusted Performance | 0.0632 | |||
| Jensen Alpha | 0.0639 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 3.51 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Redwood 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.
Redwood Capital Bancorp Backtested Returns
At this point, Redwood Capital is very steady. Redwood Capital Bancorp maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Redwood Capital Bancorp, which you can use to evaluate the volatility of the company. Please check Redwood Capital's Semi Deviation of 0.5614, risk adjusted performance of 0.0632, and Coefficient Of Variation of 1129.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Redwood Capital has a performance score of 12 on a scale of 0 to 100. The company holds a Beta of 0.0187, which implies not very significant fluctuations relative to the market. As returns on the market increase, Redwood Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Redwood Capital is expected to be smaller as well. Redwood Capital Bancorp right now holds a risk of 0.78%. Please check Redwood Capital Bancorp standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if Redwood Capital Bancorp will be following its historical price patterns.
Auto-correlation | 0.28 |
Poor predictability
Redwood Capital Bancorp has poor predictability. Overlapping area represents the amount of predictability between Redwood Capital time series from 23rd of January 2025 to 22nd of July 2025 and 22nd of July 2025 to 18th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Redwood Capital Bancorp price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Redwood Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 3.0 |
Redwood Capital Bancorp lagged returns against current returns
Autocorrelation, which is Redwood Capital otc 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 Redwood Capital's otc stock expected returns. We can calculate the autocorrelation of Redwood Capital returns to help us make a trade decision. For example, suppose you find that Redwood Capital has exhibited high autocorrelation historically, and you observe that the otc 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 |
Redwood 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 Redwood Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Redwood Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Redwood Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Redwood Capital Lagged Returns
When evaluating Redwood Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Redwood Capital otc stock have on its future price. Redwood 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, Redwood Capital autocorrelation shows the relationship between Redwood Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Redwood Capital Bancorp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Redwood OTC Stock
Redwood Capital financial ratios help investors to determine whether Redwood OTC Stock 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 Redwood with respect to the benefits of owning Redwood Capital security.