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RWT

Redwood Trust Inc
Chart
4.92 USD
Latest Week 2026-07-24
Real EstateReit - MortgageSMALL
Snapshot 2026-07-26 · 0.9w · Fresh
0.05
OS Score
25.0%
Value
5.0%
Quality
19.0%
Momentum
4/9
F-Score
0.112
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
23.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
25.0%ile
P/S
0.5×
P/B
0.6×
E/P
0.0088
FCF Yield
-0.491
EBITDA/EV
0.009
SH Yield
0.232
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
21.00000000
/100
Negative FCF yield (-49.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
5.0%ile
ROE
-0.096
ROA
-0.003
Net Margin
-0.081
Op Margin
0.200
GPA
0.009
D/E
27.02
Current
0.06
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.367
Stability
6.017
lower=better
Accruals
0.468
lower=better
5yr Consist
No
Highly leveraged with D/E of 27.02 — returns are being amplified by debt. Accruals ratio of 0.468 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-12.6%
12M Return
-10.3%
12-1 Mom
-12.3%
Risk-Adj
-0.35
Vol 252d
35.5%
Vol 60d
84.4%
↑ Expanding
Max DD 12M
-29.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -12% signals a downtrend — price is moving against you. Near-term vol (84%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.05
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 242 peers
Sector Value %ile
39.1%
Sector Quality %ile
3.3%
P/B z-score
-0.29
Sector Avg OS
39.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 92.0% 93.0% 78.0%
RMR RMR Group Inc 96.0% 92.0% 85.0% 75.0%
CBL CBL & Associates Properties Inc 96.0% 81.0% 88.0% 95.0%
HST Host Hotels & Resorts Inc 92.0% 71.0% 84.0% 86.0%
IIPR Innovative Industrial Properties Inc 90.0% 81.0% 67.0% 74.0%
MRP Millrose Properties, Inc. 89.0% 91.0% 88.0% 27.0%
JLL Jones Lang LaSalle Incorporated 88.0% 69.0% 85.0% 71.0%
UNIT Uniti Group Inc 88.0% 91.0% 77.0% 34.0%
Factor Interactions
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.1% avg (6 factors)
Quality
F
9.2% avg (8 factors)
Momentum
F
19.2% avg (4 factors)
Risk
C
57.4% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.050—8—
Value %ile0.250—8—
Quality %ile0.050—8—
Momentum %ile0.190—8—
F-Score4.000—8—
Confidence0.900—8—
Volatility0.355—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0088
Price / Sales
0.55
Price / Book
0.64
FCF Yield
-49.1%
EBITDA / EV
0.9%
Sales Yield (1/P·S)
0.0437
Shareholder Yield
Div + net buyback / mktcap
23.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-9.6%
Return on Assets
-0.3%
Net Margin
-8.1%
Operating Margin
20.0%
Gross Profit / Assets
Novy-Marx GPA
0.9%
Debt / Equity
27.02
Current Ratio
0.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.468
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-12.6%
12M Return
-10.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-12.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
136.7%
Earnings Stability (CV)
Lower = more stable
6.017
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
14.6%
Buyback Yield
8.5%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity