Pennymac Mortgage Investment Stock Z Score
| PMT Stock | USD 14.59 0.08 0.55% |
PennyMac | Z Score |
PennyMac Mortgage Investment Company Z Score Analysis
PennyMac Mortgage's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
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PennyMac Z Score Driver Correlations
Understanding the fundamental principles of building solid financial models for PennyMac Mortgage is extremely important. It helps to project a fair market value of PennyMac Stock properly, considering its historical fundamentals such as Z Score. Since PennyMac Mortgage's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of PennyMac Mortgage's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of PennyMac Mortgage's interrelated accounts and indicators.
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To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
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Based on the company's disclosures, PennyMac Mortgage Investment has a Z Score of 0.0. This is 100.0% lower than that of the Mortgage Real Estate Investment Trusts (REITs) sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.
PennyMac Mortgage ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, PennyMac Mortgage's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to PennyMac Mortgage's managers, analysts, and investors.Environmental | Governance | Social |
PennyMac Mortgage Institutional Holders
Institutional Holdings refers to the ownership stake in PennyMac Mortgage that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of PennyMac Mortgage's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing PennyMac Mortgage's value.| Shares | First Trust Advisors L.p. | 2024-12-31 | 772.2 K | Bank Of New York Mellon Corp | 2024-12-31 | 707.5 K | Van Eck Associates Corporation | 2024-12-31 | 643.6 K | Allianz Asset Management Ag | 2024-12-31 | 558.8 K | Principal Financial Group Inc | 2024-12-31 | 535.9 K | Jpmorgan Chase & Co | 2024-12-31 | 496.6 K | Dana Investment Advisors Inc | 2024-12-31 | 496.6 K | Citigroup Inc | 2024-12-31 | 479.5 K | Norges Bank | 2024-12-31 | 414 K | Blackrock Inc | 2024-12-31 | 15.1 M | Vanguard Group Inc | 2024-12-31 | 9.6 M |
PennyMac Fundamentals
| Return On Equity | 0.0827 | ||||
| Return On Asset | 0.0117 | ||||
| Profit Margin | 0.32 % | ||||
| Operating Margin | 3.76 % | ||||
| Current Valuation | 13.54 B | ||||
| Shares Outstanding | 86.86 M | ||||
| Shares Owned By Insiders | 1.20 % | ||||
| Shares Owned By Institutions | 69.77 % | ||||
| Number Of Shares Shorted | 4.06 M | ||||
| Price To Earning | 56.52 X | ||||
| Price To Book | 0.90 X | ||||
| Price To Sales | 2.50 X | ||||
| Revenue | 14.72 M | ||||
| Gross Profit | 380.5 M | ||||
| EBITDA | (3.67 M) | ||||
| Net Income | 160.2 M | ||||
| Cash And Equivalents | 349.38 M | ||||
| Cash Per Share | 3.86 X | ||||
| Total Debt | 3.54 B | ||||
| Debt To Equity | 5.24 % | ||||
| Current Ratio | 0.86 X | ||||
| Book Value Per Share | 16.08 X | ||||
| Cash Flow From Operations | 158.1 M | ||||
| Short Ratio | 5.36 X | ||||
| Earnings Per Share | 1.37 X | ||||
| Price To Earnings To Growth | 2.12 X | ||||
| Target Price | 14.43 | ||||
| Beta | 1.48 | ||||
| Market Capitalization | 1.26 B | ||||
| Total Asset | 14.41 B | ||||
| Retained Earnings | (528.92 M) | ||||
| Working Capital | (3.78 B) | ||||
| Current Asset | 99.97 M | ||||
| Current Liabilities | 3.88 B | ||||
| Annual Yield | 0.11 % | ||||
| Five Year Return | 10.21 % | ||||
| Net Asset | 14.41 B | ||||
| Last Dividend Paid | 1.6 |
About PennyMac Mortgage Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze PennyMac Mortgage Investment's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of PennyMac Mortgage using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of PennyMac Mortgage Investment based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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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.