Pennymac Finl Svcs Stock Market Value
| PFSI Stock | USD 93.07 6.85 6.86% |
| Symbol | PennyMac |
Is there potential for Commercial & Residential Mortgage Finance 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.
Quarterly Earnings Growth 0.006 | Dividend Share 1.2 | Earnings Share 9.3 | Revenue Per Share | Quarterly Revenue Growth 5.094 |
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.
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.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in PennyMac Finl on November 5, 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.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.99 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.26 |
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 | (0.04) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.3528 |
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 February 3, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | 0.3628 | |||
| Mean Deviation | 1.76 | |||
| Coefficient Of Variation | (1,477) | |||
| Standard Deviation | 4.5 | |||
| Variance | 20.23 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.3528 | |||
| Maximum Drawdown | 11.99 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.26 | |||
| Skewness | (6.13) | |||
| Kurtosis | 45.65 |
PennyMac Finl Svcs Backtested Returns
PennyMac Finl Svcs maintains Sharpe Ratio (i.e., Efficiency) of -0.0723, which implies the firm had a -0.0723 % return per unit of risk over the last 3 months. PennyMac Finl Svcs exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PennyMac Finl's Risk Adjusted Performance of (0.04), coefficient of variation of (1,477), and Variance of 20.23 to confirm the risk estimate we provide. The company holds a Beta of -0.89, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning PennyMac Finl are expected to decrease slowly. On the other hand, during market turmoil, PennyMac Finl is expected to outperform it slightly. At this point, PennyMac Finl Svcs has a negative expected return of -0.34%. Please make sure to check PennyMac Finl's skewness, as well as the relationship between the day median price and relative strength index , to decide if PennyMac Finl Svcs performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.25 |
Poor predictability
PennyMac Finl Svcs has poor predictability. Overlapping area represents the amount of predictability between PennyMac Finl time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 0.25 indicates that over 25.0% of current PennyMac Finl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 271.21 |
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 Performance module to complement your research on PennyMac Finl. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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.