Pennymac Finl Svcs Stock Market Value
| PFSI Stock | USD 150.89 0.78 0.51% |
| Symbol | PennyMac |
Is Commercial & Residential Mortgage Finance 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 PennyMac Finl. If investors know PennyMac 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 PennyMac Finl 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 1.592 | Dividend Share 1.2 | Earnings Share 9.29 | Revenue Per Share | Quarterly Revenue Growth (0.01) |
The market value of PennyMac Finl Svcs is measured differently than its book value, which is the value of PennyMac that is recorded on the company's balance sheet. Investors also form their own opinion of PennyMac Finl's value that differs from its market value or its book value, called intrinsic value, which is PennyMac Finl'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 PennyMac Finl's market value can be influenced by many factors that don't directly affect PennyMac Finl'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 PennyMac Finl's value and its price as these two are different measures arrived at by different means. Investors typically determine if PennyMac Finl is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PennyMac Finl'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.
PennyMac Finl 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to PennyMac Finl's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of PennyMac Finl.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in PennyMac Finl on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding PennyMac Finl Svcs or generate 0.0% return on investment in PennyMac Finl over 90 days. PennyMac Finl is related to or competes with BOK Financial, Marathon Digital, First American, Voya Financial, Blue Owl, UWM Holdings, and Pinnacle Financial. PennyMac Financial Services, Inc., through its subsidiaries, engages in the mortgage banking and investment management a... More
PennyMac Finl Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure PennyMac Finl's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess PennyMac Finl Svcs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.1373 | |||
| Maximum Drawdown | 12.74 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 4.7 |
PennyMac Finl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PennyMac Finl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PennyMac Finl's standard deviation. In reality, there are many statistical measures that can use PennyMac Finl historical prices to predict the future PennyMac Finl's volatility.| Risk Adjusted Performance | 0.1355 | |||
| Jensen Alpha | 0.2697 | |||
| Total Risk Alpha | 0.1563 | |||
| Sortino Ratio | 0.1878 | |||
| Treynor Ratio | 0.3197 |
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 January 25, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1355 | |||
| Market Risk Adjusted Performance | 0.3297 | |||
| Mean Deviation | 1.37 | |||
| Semi Deviation | 1.2 | |||
| Downside Deviation | 1.46 | |||
| Coefficient Of Variation | 566.74 | |||
| Standard Deviation | 2.0 | |||
| Variance | 4.0 | |||
| Information Ratio | 0.1373 | |||
| Jensen Alpha | 0.2697 | |||
| Total Risk Alpha | 0.1563 | |||
| Sortino Ratio | 0.1878 | |||
| Treynor Ratio | 0.3197 | |||
| Maximum Drawdown | 12.74 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 4.7 | |||
| Downside Variance | 2.14 | |||
| Semi Variance | 1.44 | |||
| Expected Short fall | (1.78) | |||
| Skewness | 1.01 | |||
| Kurtosis | 3.58 |
PennyMac Finl Svcs Backtested Returns
PennyMac Finl appears to be very steady, given 3 months investment horizon. PennyMac Finl Svcs maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PennyMac Finl Svcs, which you can use to evaluate the volatility of the company. Please evaluate PennyMac Finl's Coefficient Of Variation of 566.74, semi deviation of 1.2, and Risk Adjusted Performance of 0.1355 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PennyMac Finl holds a performance score of 9. The company holds a Beta of 1.07, which implies a somewhat significant risk relative to the market. PennyMac Finl returns are very sensitive to returns on the market. As the market goes up or down, PennyMac Finl is expected to follow. Please check PennyMac Finl's expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether PennyMac Finl's historical price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
PennyMac Finl Svcs has good predictability. Overlapping area represents the amount of predictability between PennyMac Finl time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PennyMac Finl Svcs price movement. The serial correlation of 0.69 indicates that around 69.0% of current PennyMac Finl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 75.26 |
Currently Active Assets on Macroaxis
When determining whether PennyMac Finl Svcs offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of PennyMac Finl's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Pennymac Finl Svcs Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Pennymac Finl Svcs Stock:Check out PennyMac Finl Correlation, PennyMac Finl Volatility and PennyMac Finl Alpha and Beta module to complement your research on PennyMac Finl. You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
PennyMac Finl 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.