Pennymac Mortgage Investment Stock Performance
| PMT Stock | USD 13.43 0.09 0.67% |
The company holds a Beta of 0.63, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PennyMac Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding PennyMac Mortgage is expected to be smaller as well. At this point, PennyMac Mortgage has a negative expected return of -0.017%. Please make sure to check PennyMac Mortgage's value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if PennyMac Mortgage performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days PennyMac Mortgage Investment has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable primary indicators, PennyMac Mortgage is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Actual Historical Performance (%)
One Day Return 0.67 | Five Day Return 2.99 | Year To Date Return (10.47) | Ten Year Return (38.11) | All Time Return (29.69) |
Forward Dividend Yield 0.1191 | Payout Ratio 1.1765 | Forward Dividend Rate 1.6 | Dividend Date 2024-10-25 | Ex Dividend Date 2024-10-11 |
1 | Disposition of 1070 shares by James Follette of PennyMac Mortgage at 14.28 subject to Rule 16b-3 | 08/30/2024 |
2 | Resources Rising Stars Miners say Australias goose is not yet cooked | 09/03/2024 |
3 | Acquisition by David Spector of 21950 shares of PennyMac Mortgage subject to Rule 16b-3 | 09/04/2024 |
4 | Is PennyMac Mortgage Investment Trust Stock Undervalued Right Now | 10/08/2024 |
5 | CBRE Group Reports Next Week Wall Street Expects Earnings Growth | 10/17/2024 |
6 | PennyMac Mortgage Q3 earnings bolstered by lower mortgage rates | 10/22/2024 |
7 | Q3 2024 PennyMac Mortgage Investment Trust Earnings Call Transcript | 10/23/2024 |
8 | PennyMac Mortgage Investment Trust Posts Earnings Results, Misses Expectations By 0.01 EPS | 10/24/2024 |
| PennyMac Mortgage dividend paid on 25th of October 2024 | 10/25/2024 |
9 | PennyMac Mortgage Investment Trust Director Acquires 11,572.78 in Stock | 10/31/2024 |
10 | SPOD Lithium Commences Drill Program on MegaLi and Lithium Grande 4 Properties in Quebec | 11/07/2024 |
11 | T. Rowe Price Investment Management, Inc. Reduces Stake in PennyMac Mortgage Investment Trust | 11/14/2024 |
12 | PennyMac Mortgage Investment Trust Shares Bought by Principal Financial Group Inc. - MarketBeat | 11/20/2024 |
| Begin Period Cash Flow | 111.9 M |
PennyMac |
PennyMac Mortgage Relative Risk vs. Return Landscape
If you would invest 1,361 in PennyMac Mortgage Investment on August 27, 2024 and sell it today you would lose (18.00) from holding PennyMac Mortgage Investment or give up 1.32% of portfolio value over 90 days. PennyMac Mortgage Investment is generating negative expected returns assuming volatility of 0.8759% on return distribution over 90 days investment horizon. In other words, 7% of stocks are less volatile than PennyMac, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
PennyMac Mortgage Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PennyMac Mortgage's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PennyMac Mortgage Investment, and traders can use it to determine the average amount a PennyMac Mortgage's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0194
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PMT |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PennyMac Mortgage is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PennyMac Mortgage by adding PennyMac Mortgage to a well-diversified portfolio.
PennyMac Mortgage Fundamentals Growth
PennyMac Stock prices reflect investors' perceptions of the future prospects and financial health of PennyMac Mortgage, and PennyMac Mortgage fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on PennyMac Stock performance.
| Return On Equity | 0.0861 | ||||
| Return On Asset | 0.0127 | ||||
| Profit Margin | 0.21 % | ||||
| Operating Margin | 0.1 % | ||||
| Current Valuation | 12.09 B | ||||
| Shares Outstanding | 86.86 M | ||||
| Price To Earning | 56.52 X | ||||
| Price To Book | 0.84 X | ||||
| Price To Sales | 1.45 X | ||||
| Revenue | 725.87 M | ||||
| Gross Profit | (321.2 M) | ||||
| EBITDA | 1.28 B | ||||
| Net Income | 199.65 M | ||||
| Cash And Equivalents | 349.38 M | ||||
| Cash Per Share | 3.86 X | ||||
| Total Debt | 10.47 B | ||||
| Debt To Equity | 5.24 % | ||||
| Current Ratio | 0.86 X | ||||
| Book Value Per Share | 16.06 X | ||||
| Cash Flow From Operations | 1.34 B | ||||
| Earnings Per Share | 1.38 X | ||||
| Market Capitalization | 1.17 B | ||||
| Total Asset | 13.11 B | ||||
| Retained Earnings | (508.69 M) | ||||
| Working Capital | (3.78 B) | ||||
| Current Asset | 99.97 M | ||||
| Current Liabilities | 3.88 B | ||||
About PennyMac Mortgage Performance
Assessing PennyMac Mortgage's fundamental ratios provides investors with valuable insights into PennyMac Mortgage's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the PennyMac Mortgage is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | 32.76 | 34.39 | |
| Return On Tangible Assets | 0.02 | 0.03 | |
| Return On Capital Employed | 0.05 | 0.05 | |
| Return On Assets | 0.02 | 0.03 | |
| Return On Equity | 0.10 | 0.08 |
Things to note about PennyMac Mortgage performance evaluation
Checking the ongoing alerts about PennyMac Mortgage for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PennyMac Mortgage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PennyMac Mortgage generated a negative expected return over the last 90 days | |
| PennyMac Mortgage Investment has 10.47 B in debt with debt to equity (D/E) ratio of 5.24, demonstrating that the company may be unable to create cash to meet all of its financial commitments. PennyMac Mortgage has a current ratio of 0.84, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Note however, debt could still be an excellent tool for PennyMac to invest in growth at high rates of return. | |
| About 69.0% of PennyMac Mortgage shares are owned by institutional investors | |
| On 25th of October 2024 PennyMac Mortgage paid $ 0.4 per share dividend to its current shareholders | |
| Latest headline from news.google.com: PennyMac Mortgage Investment Trust Shares Bought by Principal Financial Group Inc. - MarketBeat |
- Analyzing PennyMac Mortgage's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether PennyMac Mortgage's stock is overvalued or undervalued compared to its peers.
- Examining PennyMac Mortgage's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating PennyMac Mortgage's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PennyMac Mortgage's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PennyMac Mortgage's stock. These opinions can provide insight into PennyMac Mortgage's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for PennyMac Stock Analysis
When running PennyMac Mortgage's price analysis, check to measure PennyMac Mortgage's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PennyMac Mortgage is operating at the current time. Most of PennyMac Mortgage's value examination focuses on studying past and present price action to predict the probability of PennyMac Mortgage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PennyMac Mortgage's price. Additionally, you may evaluate how the addition of PennyMac Mortgage to your portfolios can decrease your overall portfolio volatility.