Chimera Investment Stock Z Score
| CIM Stock | USD 14.62 0.10 0.69% |
Chimera | Z Score |
Chimera Investment Company Z Score Analysis
Chimera Investment's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
| |||||||
| |||||||
| |||||||
| |||||||
|
Chimera Z Score Driver Correlations
Understanding the fundamental principles of building solid financial models for Chimera Investment is extremely important. It helps to project a fair market value of Chimera Stock properly, considering its historical fundamentals such as Z Score. Since Chimera Investment's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Chimera Investment's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Chimera Investment's interrelated accounts and indicators.
Click cells to compare fundamentals
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
In accordance with the company's disclosures, Chimera Investment has a Z Score of 0.0. This is 100.0% lower than that of the Mortgage Real Estate Investment Trusts (REITs) sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.
Chimera Investment Current Valuation Drivers
We derive many important indicators used in calculating different scores of Chimera Investment from analyzing Chimera Investment's financial statements. These drivers represent accounts that assess Chimera Investment's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Chimera Investment's important valuation drivers and their relationship over time.
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 (projected) | ||
| Market Cap | 11.5B | 6.5B | 10.6B | 3.9B | 1.1B | 1.1B | |
| Enterprise Value | 33.2B | 19.8B | 21.3B | 14.2B | 11.0B | 13.1B |
Chimera Investment ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Chimera Investment's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Chimera Investment's managers, analysts, and investors.Environmental | Governance | Social |
Chimera Investment Institutional Holders
Institutional Holdings refers to the ownership stake in Chimera Investment that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Chimera Investment's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Chimera Investment's value.| Shares | Van Eck Associates Corporation | 2024-06-30 | 684.6 K | Mirae Asset Global Etfs Holdings Ltd. | 2024-06-30 | 666 K | Advisors Asset Management | 2024-06-30 | 662.7 K | Citadel Advisors Llc | 2024-06-30 | 484 K | Norges Bank | 2024-06-30 | 448.6 K | Bank Of New York Mellon Corp | 2024-06-30 | 384.8 K | Ubs Group Ag | 2024-06-30 | 371.2 K | Nuveen Asset Management, Llc | 2024-06-30 | 328.8 K | Alliancebernstein L.p. | 2024-06-30 | 315.1 K | Vanguard Group Inc | 2024-09-30 | 7.9 M | Blackrock Inc | 2024-06-30 | 7.4 M |
Chimera Fundamentals
| Return On Equity | 0.14 | ||||
| Return On Asset | 0.0266 | ||||
| Profit Margin | 0.80 % | ||||
| Operating Margin | 0.87 % | ||||
| Current Valuation | 11.83 B | ||||
| Shares Outstanding | 80.88 M | ||||
| Shares Owned By Insiders | 1.46 % | ||||
| Shares Owned By Institutions | 57.05 % | ||||
| Number Of Shares Shorted | 1.97 M | ||||
| Price To Earning | 10.17 X | ||||
| Price To Book | 0.44 X | ||||
| Price To Sales | 2.65 X | ||||
| Revenue | 226.02 M | ||||
| Gross Profit | (421.69 M) | ||||
| EBITDA | 643.24 M | ||||
| Net Income | 126.1 M | ||||
| Cash And Equivalents | 264.6 M | ||||
| Cash Per Share | 0.39 X | ||||
| Total Debt | 10.11 B | ||||
| Debt To Equity | 3.86 % | ||||
| Current Ratio | 2.43 X | ||||
| Book Value Per Share | 33.84 X | ||||
| Cash Flow From Operations | 213.27 M | ||||
| Short Ratio | 4.10 X | ||||
| Earnings Per Share | 3.33 X | ||||
| Price To Earnings To Growth | (28.14) X | ||||
| Target Price | 16.0 | ||||
| Number Of Employees | 39 | ||||
| Beta | 1.8 | ||||
| Market Capitalization | 1.17 B | ||||
| Total Asset | 12.93 B | ||||
| Retained Earnings | (2 B) | ||||
| Working Capital | (7.95 B) | ||||
| Current Asset | 180.31 M | ||||
| Current Liabilities | 8.13 B | ||||
| Annual Yield | 0.10 % | ||||
| Five Year Return | 12.50 % | ||||
| Net Asset | 12.93 B | ||||
| Last Dividend Paid | 1.38 |
About Chimera Investment Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Chimera Investment's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Chimera Investment using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Chimera Investment based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Chimera Investment Piotroski F Score and Chimera Investment Valuation analysis. To learn how to invest in Chimera Stock, please use our How to Invest in Chimera Investment guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Is Mortgage Real Estate Investment Trusts (REITs) space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Chimera Investment. If investors know Chimera will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Chimera Investment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.8 | Dividend Share 1.38 | Earnings Share 3.33 | Revenue Per Share 5.548 | Quarterly Revenue Growth 5.903 |
The market value of Chimera Investment is measured differently than its book value, which is the value of Chimera that is recorded on the company's balance sheet. Investors also form their own opinion of Chimera Investment's value that differs from its market value or its book value, called intrinsic value, which is Chimera Investment's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Chimera Investment's market value can be influenced by many factors that don't directly affect Chimera Investment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Chimera Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chimera Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chimera Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.