Chimera Investment Stock Alpha and Beta Analysis
| CIM Stock | USD 12.55 0.13 1.03% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chimera Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chimera Investment over a specified time horizon. Remember, high Chimera Investment's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Chimera Investment's market risk premium analysis include:
Beta 0.94 | Alpha (0.13) | Risk 1.86 | Sharpe Ratio 0.0164 | Expected Return 0.0305 |
Chimera Investment Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Chimera Investment Backtesting, Chimera Investment Valuation, Chimera Investment Correlation, Chimera Investment Hype Analysis, Chimera Investment Volatility, Chimera Investment History and analyze Chimera Investment Performance. Chimera Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chimera Investment market risk premium is the additional return an investor will receive from holding Chimera Investment long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Chimera Investment. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Chimera Investment's performance over market.| α | -0.13 | β | 0.94 |
Chimera Investment expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Chimera Investment's Buy-and-hold return. Our buy-and-hold chart shows how Chimera Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chimera Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how Chimera Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chimera Investment shares will generate the highest return on investment. By understating and applying Chimera Investment stock market price indicators, traders can identify Chimera Investment position entry and exit signals to maximize returns.
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| Inverse Tangent Over Price Movement | ||
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| Aroon Oscillator | ||
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| Stalled Pattern | ||
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Chimera Investment Return and Market Media
The median price of Chimera Investment for the period between Thu, Oct 9, 2025 and Wed, Jan 7, 2026 is 12.44 with a coefficient of variation of 3.03. The daily time series for the period is distributed with a sample standard deviation of 0.37, arithmetic mean of 12.34, and mean deviation of 0.28. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Trend analysis for Chimera Investment Corporation this week - Market Activity Recap Real-Time Stock Entry Alerts - newser.com | 10/10/2025 |
| Chimera Investment dividend paid on 31st of October 2025 | 10/31/2025 |
2 | How robust is Chimera Investment Corporation stock financial position - Day Trade Reliable Breakout Stock Forecasts - newser.com | 11/03/2025 |
3 | Chimera Investment Evaluating Valuation After Latest Share Price Decline - Yahoo Finance | 11/10/2025 |
4 | EMC Capital Management Makes New 168,000 Investment in Chimera Investment Corporation CIM | 11/19/2025 |
5 | Disposition of 102926 shares by Phillip Kardis of Chimera Investment at 12.79 subject to Rule 16b-3 | 12/01/2025 |
6 | Pale Fire Capital SE Sells 99,912 Shares of Chimera Investment Corporation CIM - MarketBeat | 12/08/2025 |
7 | Acquisition by Subramaniam Viswanathan of 47251 shares of Chimera Investment subject to Rule 16b-3 | 12/18/2025 |
8 | How Chimera Investments New Q4 Dividend Declaration Will Impact Chimera Investment Investors | 12/19/2025 |
9 | Chimera Investment Valuation Check After Q4 Dividend Reaffirmation and Analyst Downgrade | 12/22/2025 |
10 | A Look At Chimera Investment Valuation As Dividend Sustainability Concerns Resurface | 01/05/2026 |
About Chimera Investment Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Chimera or other stocks. Alpha measures the amount that position in Chimera Investment has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 | 2025 | 2026 (projected) | PTB Ratio | 1.08 | 0.45 | 0.52 | 0.49 | Dividend Yield | 0.0902 | 0.2 | 0.18 | 0.19 |
Chimera Investment Upcoming Company Events
As portrayed in its financial statements, the presentation of Chimera Investment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chimera Investment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chimera Investment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chimera Investment. Please utilize our Beneish M Score to check the likelihood of Chimera Investment's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Chimera Investment
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Check out Chimera Investment Backtesting, Chimera Investment Valuation, Chimera Investment Correlation, Chimera Investment Hype Analysis, Chimera Investment Volatility, Chimera Investment History and analyze Chimera Investment Performance. To learn how to invest in Chimera Stock, please use our How to Invest in Chimera Investment guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Chimera Investment 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.