PennyMac Financial (Germany) Performance
| 1AC Stock | EUR 91.00 1.50 1.62% |
The company holds a Beta of 0.0506, which implies not very significant fluctuations relative to the market. As returns on the market increase, PennyMac Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding PennyMac Financial is expected to be smaller as well. At this point, PennyMac Financial has a negative expected return of -0.0785%. Please make sure to check PennyMac Financial's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if PennyMac Financial performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days PennyMac Financial Services has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, PennyMac Financial is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 340.1 M |
PennyMac |
PennyMac Financial Relative Risk vs. Return Landscape
If you would invest 9,720 in PennyMac Financial Services on December 25, 2024 and sell it today you would lose (620.00) from holding PennyMac Financial Services or give up 6.38% of portfolio value over 90 days. PennyMac Financial Services is currently producing negative expected returns and takes up 2.4947% volatility of returns over 90 trading days. Put another way, 22% of traded stocks are less volatile than PennyMac, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
PennyMac Financial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PennyMac Financial's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as PennyMac Financial Services, and traders can use it to determine the average amount a PennyMac Financial'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 = -0.0315
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 1AC |
Estimated Market Risk
| 2.49 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PennyMac Financial 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 Financial by adding PennyMac Financial to a well-diversified portfolio.
PennyMac Financial Fundamentals Growth
PennyMac Stock prices reflect investors' perceptions of the future prospects and financial health of PennyMac Financial, and PennyMac Financial 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 | 0.14 | |||
| Return On Asset | 0.0267 | |||
| Profit Margin | 0.29 % | |||
| Operating Margin | 0.41 % | |||
| Current Valuation | 11.96 B | |||
| Shares Outstanding | 50.03 M | |||
| Price To Earning | 2.89 X | |||
| Price To Book | 0.83 X | |||
| Price To Sales | 1.25 X | |||
| Revenue | 1.97 B | |||
| EBITDA | 665.25 M | |||
| Cash And Equivalents | 972.72 M | |||
| Cash Per Share | 14.58 X | |||
| Total Debt | 8.71 B | |||
| Debt To Equity | 7.62 % | |||
| Book Value Per Share | 69.19 X | |||
| Cash Flow From Operations | 2.56 B | |||
| Earnings Per Share | 8.10 X | |||
| Total Asset | 16.82 B | |||
About PennyMac Financial Performance
By analyzing PennyMac Financial's fundamental ratios, stakeholders can gain valuable insights into PennyMac Financial's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PennyMac Financial has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if PennyMac Financial has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
PennyMac Financial Services, Inc., through its subsidiaries, engages in the mortgage banking and investment management activities in the United States. The company was founded in 2008 and is headquartered in Westlake Village, California. PENNYMAC FIN operates under Mortgage Finance classification in Germany and is traded on Frankfurt Stock Exchange. It employs 7075 people.Things to note about PennyMac Financial performance evaluation
Checking the ongoing alerts about PennyMac Financial for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for PennyMac Financial help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| PennyMac Financial generated a negative expected return over the last 90 days | |
| About 58.0% of the company shares are owned by institutions such as pension funds |
- Analyzing PennyMac Financial'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 Financial's stock is overvalued or undervalued compared to its peers.
- Examining PennyMac Financial'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 Financial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of PennyMac Financial's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of PennyMac Financial's stock. These opinions can provide insight into PennyMac Financial's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for PennyMac Stock analysis
When running PennyMac Financial's price analysis, check to measure PennyMac Financial'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 Financial is operating at the current time. Most of PennyMac Financial's value examination focuses on studying past and present price action to predict the probability of PennyMac Financial'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 Financial's price. Additionally, you may evaluate how the addition of PennyMac Financial to your portfolios can decrease your overall portfolio volatility.
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