lag 1dρ -0.22holdout -0.24stable 88%$/day $228krobust
RITM Rithm Capital Corp.
- Last close
- 9.23
- 504-day return
- +6.98%
- Median $/day
- $49.1M
- Relationships shown
- 16
- Leader rank
- #613
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
RITM vs REM
Both indexed to 100 at 2026-05-11.
Follows RITM
These tend to repeat RITM's moves later.
Moves with RITM
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.79beyond mkt +0.57holdout +0.81stable 100%robust
ρ +0.72beyond mkt +0.50holdout +0.73stable 100%robust
ρ +0.70beyond mkt +0.45holdout +0.73stable 100%robust
ρ +0.69beyond mkt +0.43holdout +0.72stable 100%robust
ρ +0.67beyond mkt +0.42holdout +0.70stable 100%robust
ρ +0.69beyond mkt +0.42holdout +0.75stable 100%robust
Moves against RITM
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.50holdout +0.67stable 75%robust
horizon 10dρ +0.47holdout +0.36stable 100%robust
horizon 10dρ +0.37holdout +0.49stable 75%robust
horizon 10dρ +0.36holdout +0.28stable 75%robust
horizon 10dρ +0.36holdout +0.42stable 12%moderate
horizon 10dρ +0.36holdout +0.38stable 50%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.63recent -0.44prior +0.19beyond mkt -0.05
Δ -0.59recent -0.26prior +0.33beyond mkt -0.07
Δ -0.59recent -0.32prior +0.27beyond mkt -0.02
Δ -0.58recent -0.39prior +0.19beyond mkt -0.09
Δ -0.58recent -0.18prior +0.40beyond mkt -0.05
Δ +0.58recent +0.30prior -0.27beyond mkt +0.00
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.
| Symbol | beyond mkt | raw ρ | shared | isolation |
|---|---|---|---|---|
| KBWD Invesco Exchange-Traded Fund Trust II Invesco KBW High Dividend Yield Financial ETF | +0.37 | +0.72 | 12 | |
| REM iShares Mortgage Real Estate ETF | +0.57 | +0.79 | 24 | |
| ADAM Adamas Trust, Inc. Common Stock | +0.40 | +0.65 | 23 | |
| STWD STARWOOD PROPERTY TRUST, INC. | +0.45 | +0.70 | 24 | |
| CIM Chimera Investment Corp. | +0.42 | +0.69 | 24 | |
| MFA MFA Financial, Inc | +0.43 | +0.69 | 25 |