Rithm Capital Corp Stock Alpha and Beta Analysis
| RITM Stock | USD 10.48 0.11 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rithm Capital Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rithm Capital over a specified time horizon. Remember, high Rithm Capital's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Rithm Capital's market risk premium analysis include:
Beta 1.03 | Alpha (0.15) | Risk 1.15 | Sharpe Ratio (0.02) | Expected Return (0.03) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Rithm |
Rithm Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rithm Capital market risk premium is the additional return an investor will receive from holding Rithm Capital long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Rithm Capital. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Rithm Capital's performance over market.| α | -0.15 | β | 1.03 |
Rithm Capital expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Rithm Capital's Buy-and-hold return. Our buy-and-hold chart shows how Rithm Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rithm Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Rithm Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rithm Capital shares will generate the highest return on investment. By understating and applying Rithm Capital stock market price indicators, traders can identify Rithm Capital position entry and exit signals to maximize returns.
Rithm Capital Return and Market Media
The median price of Rithm Capital for the period between Tue, Aug 6, 2024 and Mon, Nov 4, 2024 is 10.97 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 11.03, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Prediction The Federal Reserve Will Cut Rates In September, and This Ultra-High-Yield Dividend Stock Could Soar | 09/10/2024 |
2 | Can Rithm Capitals 8.5 percent Yield Continue to Dance to the Dividend Tune | 09/24/2024 |
3 | Acquisition by Le Melle Patrice M of 18360 shares of Rithm Capital subject to Rule 16b-3 | 10/04/2024 |
4 | CORRECTING and REPLACING Rithm Capital Corp. Declares Third Quarter 2024 Common and Preferred Dividends | 10/07/2024 |
5 | Rithm Capital Corp. Schedules Third Quarter 2024 Earnings Release and Conference Call | 10/15/2024 |
6 | Earnings Preview Rithm Q3 Earnings Expected to Decline | 10/22/2024 |
7 | Exploring Analyst Estimates for Rithm Q3 Earnings, Beyond Revenue and EPS | 10/28/2024 |
8 | Earnings Snapshot Rithm Capital Q3 revenue misses estimates, profit beats | 10/29/2024 |
9 | Rithm Capital Corp Q3 2024 Earnings Call Highlights Strong Growth and Strategic Moves ... | 10/30/2024 |
10 | Rithm Capital Corp. Among the Cheap REITs with Huge Upside | 10/31/2024 |
| Rithm Capital dividend paid on 1st of November 2024 | 11/01/2024 |
About Rithm Capital Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Rithm or other stocks. Alpha measures the amount that position in Rithm Capital Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2020 | 2021 | 2022 (projected) | PTB Ratio | 0.78 | 0.73 | 0.55 | Dividend Yield | 0.0929 | 0.0907 | 0.15 |
Rithm Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Rithm Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rithm Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rithm Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rithm Capital. Please utilize our Beneish M Score to check the likelihood of Rithm Capital's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Rithm Capital
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Rithm Capital Backtesting, Rithm Capital Valuation, Rithm Capital Correlation, Rithm Capital Hype Analysis, Rithm Capital Volatility, Rithm Capital History and analyze Rithm Capital Performance. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
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.