Pennymac Mortgage Investment Stock Performance
| PMTU Stock | 25.34 0.00 0.00% |
PennyMac Mortgage has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. 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. PennyMac Mortgage right now holds a risk of 0.37%. Please check PennyMac Mortgage value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if PennyMac Mortgage will be following its historical price patterns.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in PennyMac Mortgage Investment are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, PennyMac Mortgage is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Actual Historical Performance (%)
One Day Return 1.02 | Five Day Return (1.38) | Year To Date Return (0.02) | Ten Year Return 3.62 | All Time Return 3.62 |
Forward Dividend Yield 0.0232 | Dividend Date 2025-03-31 |
| PennyMac Mortgage dividend paid on 30th of December 2024 | 12/30/2024 |
1 | PennyMac Mortgages Catherine Lynch acquires shares worth 11,903 - Investing.com | 01/28/2025 |
2 | PennyMac Reports Strong Q4 with Positive Outlook - TipRanks | 01/31/2025 |
3 | PennyMac Mortgage Investment Trust Prices 150 Million Debt Offering -February 05, 2025 at 0357 am EST - Marketscreener.com | 02/05/2025 |
4 | PennyMac Mortgage Investment Trust Shares Sold by Wolverine Asset Management LLC - MarketBeat | 02/25/2025 |
5 | PennyMac Mortgage Investment Trust Shares Bought by Dana Investment Advisors Inc. - MarketBeat | 03/07/2025 |
| Dividend Yield | 0.0232 |
PennyMac |
PennyMac Mortgage Relative Risk vs. Return Landscape
If you would invest 2,494 in PennyMac Mortgage Investment on December 17, 2024 and sell it today you would earn a total of 40.00 from holding PennyMac Mortgage Investment or generate 1.6% return on investment over 90 days. PennyMac Mortgage Investment is currently generating 0.0272% in daily expected returns and assumes 0.3735% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of stocks are less volatile than PennyMac, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. 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 = 0.0729
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PMTU |
Estimated Market Risk
| 0.37 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average PennyMac Mortgage is performing at about 5% of its full potential. 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 it to a well-diversified portfolio.
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 | 12.81 | 13.45 | |
| Return On Tangible Assets | 0.01 | 0.01 | |
| Return On Assets | 0.01 | 0.01 | |
| Return On Equity | 0.06 | 0.06 |
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 has a very weak financial position based on the latest SEC disclosures | |
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- 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.