Pennymac Mortgage Investment Stock Technical Analysis
| PMTU Stock | 25.86 0.25 0.98% |
As of the 1st of December, PennyMac Mortgage holds the Coefficient Of Variation of 1811.96, risk adjusted performance of 0.0363, and Semi Deviation of 0.4546. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of PennyMac Mortgage, as well as the relationship between them.
PennyMac Mortgage Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as PennyMac, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PennyMacPennyMac |
PennyMac Mortgage 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.
PennyMac Mortgage Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of PennyMac Mortgage volatility. High ATR values indicate high volatility, and low values indicate low volatility.
PennyMac Mortgage Trend Analysis
Use this graph to draw trend lines for PennyMac Mortgage Investment. You can use it to identify possible trend reversals for PennyMac Mortgage as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual PennyMac Mortgage price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.PennyMac Mortgage Best Fit Change Line
The following chart estimates an ordinary least squares regression model for PennyMac Mortgage Investment applied against its price change over selected period. The best fit line has a slop of 0.003 , which may suggest that PennyMac Mortgage Investment market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.35, which is the sum of squared deviations for the predicted PennyMac Mortgage price change compared to its average price change.About PennyMac Mortgage Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of PennyMac Mortgage Investment on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of PennyMac Mortgage Investment based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on PennyMac Mortgage price pattern first instead of the macroeconomic environment surrounding PennyMac Mortgage. By analyzing PennyMac Mortgage's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of PennyMac Mortgage's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to PennyMac Mortgage specific price patterns or momentum indicators. Please read more on our technical analysis page.
| 2021 | 2022 | 2023 | 2024 (projected) | PTB Ratio | 1.01 | 1.14 | 1.13 | 0.64 | Dividend Yield | 0.0899 | 0.0963 | 0.0827 | 0.0786 |
PennyMac Mortgage December 1, 2024 Technical Indicators
Most technical analysis of PennyMac help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for PennyMac from various momentum indicators to cycle indicators. When you analyze PennyMac charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
| Momentum Indicators | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0363 | |||
| Market Risk Adjusted Performance | (0.17) | |||
| Mean Deviation | 0.3563 | |||
| Semi Deviation | 0.4546 | |||
| Downside Deviation | 0.5388 | |||
| Coefficient Of Variation | 1811.96 | |||
| Standard Deviation | 0.4811 | |||
| Variance | 0.2314 | |||
| Information Ratio | (0.23) | |||
| Jensen Alpha | 0.0283 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | (0.18) | |||
| Maximum Drawdown | 2.29 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 0.7871 | |||
| Downside Variance | 0.2903 | |||
| Semi Variance | 0.2067 | |||
| Expected Short fall | (0.37) | |||
| Skewness | (0.16) | |||
| Kurtosis | 0.3924 |
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.