Pennymac Mortgage Investment Stock Alpha and Beta Analysis
| PMT Stock | USD 12.51 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 PennyMac Mortgage Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in PennyMac Mortgage over a specified time horizon. Remember, high PennyMac Mortgage'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 PennyMac Mortgage's market risk premium analysis include:
Beta 0.47 | Alpha 0.0467 | Risk 2.07 | Sharpe Ratio 0.0455 | Expected Return 0.0942 |
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 PennyMac Mortgage Analysis, PennyMac Mortgage Valuation, PennyMac Mortgage Correlation, PennyMac Mortgage Hype Analysis, PennyMac Mortgage Volatility, PennyMac Mortgage Price History and analyze PennyMac Mortgage Performance. PennyMac Mortgage Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PennyMac Mortgage market risk premium is the additional return an investor will receive from holding PennyMac Mortgage 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 PennyMac Mortgage. 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 PennyMac Mortgage's performance over market.| α | 0.05 | β | 0.47 |
PennyMac Mortgage 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 PennyMac Mortgage's Buy-and-hold return. Our buy-and-hold chart shows how PennyMac Mortgage performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PennyMac Mortgage Market Price Analysis
Market price analysis indicators help investors to evaluate how PennyMac Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PennyMac Mortgage shares will generate the highest return on investment. By understating and applying PennyMac Mortgage stock market price indicators, traders can identify PennyMac Mortgage position entry and exit signals to maximize returns.
PennyMac Mortgage Return and Market Media
The median price of PennyMac Mortgage for the period between Thu, Nov 20, 2025 and Wed, Feb 18, 2026 is 12.49 with a coefficient of variation of 3.89. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 12.56, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Did PennyMacs Big Earnings Beat Amid Long-Term Declines Just Shift PMTs Investment Narrative | 12/04/2025 |
2 | Dividend Investor Making 10,000 a Month Shares His Top 8 Stocks, Says AI Stocks Helped Him Reach Goals Tempted To Just Go Ahead And Retire | 01/15/2026 |
| PennyMac Mortgage dividend paid on 23rd of January 2026 | 01/23/2026 |
3 | PennyMac Mortgage Q4 Earnings Beat Estimates | 01/29/2026 |
4 | A Look At PennyMac Mortgage Investment Trust Valuation After Profit Beat And Revenue Shortfall | 01/30/2026 |
5 | Widest and Highest-Grade Caesium Intercepts to Date at Vega including 28.0 m at 8.05 percent Cs2O and 2.2 m at 26.48 percent Cs2O | 02/03/2026 |
6 | Disposition of 928 shares by Derek Stark of PennyMac Mortgage at 14.33 subject to Rule 16b-3 | 02/04/2026 |
7 | PennyMac Mortgage Investment Trust Declares First Quarter 2026 Dividends for Its Preferred Shares and Announces 2025 Dividend Tax Information | 02/12/2026 |
8 | Is PennyMac Mortgage Investment Trust Pricing Look Stretched After Recent Share Price Weakness | 02/13/2026 |
9 | Is PennyMac Mortgage Investment Trust Using Preferred Dividends to Reframe Its Credit-Risk Strategy | 02/17/2026 |
About PennyMac Mortgage 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 PennyMac or other stocks. Alpha measures the amount that position in PennyMac Mortgage 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.
| 2022 | 2023 | 2024 | 2026 (projected) | PTB Ratio | 0.58 | 0.67 | 0.56 | 0.85 | Dividend Yield | 0.19 | 0.14 | 0.17 | 0.096 |
PennyMac Mortgage Upcoming Company Events
As portrayed in its financial statements, the presentation of PennyMac Mortgage's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PennyMac Mortgage's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PennyMac Mortgage's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PennyMac Mortgage. Please utilize our Beneish M Score to check the likelihood of PennyMac Mortgage's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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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.