PennyMac Finl Stock Forward View - Simple Regression
| PFSI Stock | USD 149.70 2.72 1.85% |
PennyMac Stock outlook is based on your current time horizon. We recommend always using this module together with an analysis of PennyMac Finl's historical fundamentals, such as revenue growth or operating cash flow patterns.
The value of RSI of PennyMac Finl's stock price is under 61 indicating that the stock is rather overbought by investors as of 30th of January 2026. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling PennyMac, making its price go up or down. Momentum 61
Buy Extended
Oversold | Overbought |
Using PennyMac Finl hype-based prediction, you can estimate the value of PennyMac Finl Svcs from the perspective of PennyMac Finl response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of PennyMac Finl Svcs on the next trading day is expected to be 149.24 with a mean absolute deviation of 3.86 and the sum of the absolute errors of 235.52. PennyMac Finl after-hype prediction price | USD 149.7 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of PennyMac Finl to cross-verify your projections. PennyMac Finl Additional Predictive Modules
Most predictive techniques to examine PennyMac price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for PennyMac using various technical indicators. When you analyze PennyMac charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
PennyMac Finl Simple Regression Price Forecast For the 31st of January
Given 90 days horizon, the Simple Regression forecasted value of PennyMac Finl Svcs on the next trading day is expected to be 149.24 with a mean absolute deviation of 3.86, mean absolute percentage error of 20.43, and the sum of the absolute errors of 235.52.Please note that although there have been many attempts to predict PennyMac Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that PennyMac Finl's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
PennyMac Finl Stock Forecast Pattern
| Backtest PennyMac Finl | PennyMac Finl Price Prediction | Buy or Sell Advice |
PennyMac Finl Forecasted Value
In the context of forecasting PennyMac Finl's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. PennyMac Finl's downside and upside margins for the forecasting period are 147.43 and 151.04, respectively. We have considered PennyMac Finl's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of PennyMac Finl stock data series using in forecasting. Note that when a statistical model is used to represent PennyMac Finl stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 121.1273 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 3.8611 |
| MAPE | Mean absolute percentage error | 0.0283 |
| SAE | Sum of the absolute errors | 235.5249 |
Predictive Modules for PennyMac Finl
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as PennyMac Finl Svcs. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PennyMac Finl'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.
PennyMac Finl After-Hype Price Density Analysis
As far as predicting the price of PennyMac Finl at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in PennyMac Finl or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of PennyMac Finl, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
PennyMac Finl Estimiated After-Hype Price Volatility
In the context of predicting PennyMac Finl's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on PennyMac Finl's historical news coverage. PennyMac Finl's after-hype downside and upside margins for the prediction period are 147.90 and 151.50, respectively. We have considered PennyMac Finl's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
PennyMac Finl is very steady at this time. Analysis and calculation of next after-hype price of PennyMac Finl Svcs is based on 3 months time horizon.
PennyMac Finl Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as PennyMac Finl is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading PennyMac Finl backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with PennyMac Finl, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.29 | 1.80 | 0.00 | 0.00 | 0 Events / Month | 1 Events / Month | Within a week |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
149.70 | 149.70 | 0.00 |
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PennyMac Finl Hype Timeline
PennyMac Finl Svcs is at this time traded for 149.70. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. PennyMac is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is projected to be very small, whereas the daily expected return is at this time at 0.29%. %. The volatility of related hype on PennyMac Finl is about 45000.0%, with the expected price after the next announcement by competition of 149.70. About 35.0% of the company outstanding shares are owned by corporate insiders. The company has price-to-book ratio of 1.82. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. PennyMac Finl Svcs recorded earning per share (EPS) of 9.3. The entity last dividend was issued on the 17th of November 2025. Given the investment horizon of 90 days the next projected press release will be within a week. Check out Historical Fundamental Analysis of PennyMac Finl to cross-verify your projections.PennyMac Finl Related Hype Analysis
Having access to credible news sources related to PennyMac Finl's direct competition is more important than ever and may enhance your ability to predict PennyMac Finl's future price movements. Getting to know how PennyMac Finl's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how PennyMac Finl may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| BOKF | BOK Financial | 0.00 | 0 per month | 0.77 | 0.22 | 3.17 | (1.22) | 7.41 | |
| MARA | Marathon Digital Holdings | 0.00 | 0 per month | 0.00 | (0.20) | 6.57 | (7.12) | 20.04 | |
| FAF | First American | 0.00 | 0 per month | 1.32 | 0.01 | 2.55 | (2.37) | 5.88 | |
| VOYA | Voya Financial | 0.00 | 0 per month | 1.42 | 0.02 | 2.25 | (1.71) | 8.14 | |
| OBDC | Blue Owl Capital | 0.04 | 4 per month | 0.00 | (0.09) | 1.93 | (1.67) | 5.32 | |
| UWMC | UWM Holdings Corp | 0.00 | 0 per month | 3.51 | 0.01 | 6.11 | (5.19) | 19.21 | |
| PNFP | Pinnacle Financial Partners | 0.00 | 0 per month | 1.49 | 0.07 | 2.99 | (2.01) | 8.67 | |
| JHG | Janus Henderson Group | 0.00 | 0 per month | 0.65 | 0.13 | 1.57 | (1.08) | 4.84 | |
| PB | Prosperity Bancshares | 0.00 | 0 per month | 1.75 | 0.01 | 2.55 | (1.37) | 11.82 | |
| CADE | Cadence Bancorp | 0.00 | 0 per month | 1.43 | 0.10 | 3.30 | (2.18) | 10.35 |
Other Forecasting Options for PennyMac Finl
For every potential investor in PennyMac, whether a beginner or expert, PennyMac Finl's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. PennyMac Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in PennyMac. Basic forecasting techniques help filter out the noise by identifying PennyMac Finl's price trends.PennyMac Finl Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with PennyMac Finl stock to make a market-neutral strategy. Peer analysis of PennyMac Finl could also be used in its relative valuation, which is a method of valuing PennyMac Finl by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
PennyMac Finl Market Strength Events
Market strength indicators help investors to evaluate how PennyMac Finl stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PennyMac Finl shares will generate the highest return on investment. By undertsting and applying PennyMac Finl stock market strength indicators, traders can identify PennyMac Finl Svcs entry and exit signals to maximize returns.
PennyMac Finl Risk Indicators
The analysis of PennyMac Finl's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in PennyMac Finl's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting pennymac stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.26 | |||
| Semi Deviation | 1.17 | |||
| Standard Deviation | 1.8 | |||
| Variance | 3.25 | |||
| Downside Variance | 2.02 | |||
| Semi Variance | 1.37 | |||
| Expected Short fall | (1.64) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for PennyMac Finl
The number of cover stories for PennyMac Finl depends on current market conditions and PennyMac Finl's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that PennyMac Finl is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about PennyMac Finl's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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PennyMac Finl Short Properties
PennyMac Finl's future price predictability will typically decrease when PennyMac Finl's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of PennyMac Finl Svcs often depends not only on the future outlook of the potential PennyMac Finl's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. PennyMac Finl's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 53.4 M | |
| Cash And Short Term Investments | 659 M |
Check out Historical Fundamental Analysis of PennyMac Finl to cross-verify your projections. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Is there potential for Stock market expansion? Will PennyMac introduce new products? Factors like these will boost the valuation of PennyMac Finl. Anticipated expansion of PennyMac directly elevates investor willingness to pay premium valuations. Understanding fair value requires weighing current performance against future potential. All the valuation information about PennyMac Finl listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Investors evaluate PennyMac Finl Svcs using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating PennyMac Finl's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause PennyMac Finl's market price to deviate significantly from intrinsic value.
It's important to distinguish between PennyMac Finl's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding PennyMac Finl should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, PennyMac Finl's market price signifies the transaction level at which participants voluntarily complete trades.