PennyMac Mortgage (Germany) Performance
| 8PM Stock | EUR 11.20 0.10 0.90% |
The company holds a Beta of 0.23, 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. At this point, PennyMac Mortgage has a negative expected return of -0.16%. Please make sure to check PennyMac Mortgage's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if PennyMac Mortgage 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 Mortgage Investment has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 59 M |
PennyMac |
PennyMac Mortgage Relative Risk vs. Return Landscape
If you would invest 1,263 in PennyMac Mortgage Investment on February 10, 2025 and sell it today you would lose (143.00) from holding PennyMac Mortgage Investment or give up 11.32% of portfolio value over 90 days. PennyMac Mortgage Investment is currently producing negative expected returns and takes up 2.6538% volatility of returns over 90 trading days. Put another way, 23% 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 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 = -0.0587
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 8PM |
Estimated Market Risk
| 2.65 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PennyMac Mortgage 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 Mortgage by adding PennyMac Mortgage to a well-diversified portfolio.
PennyMac Mortgage Fundamentals Growth
PennyMac Stock prices reflect investors' perceptions of the future prospects and financial health of PennyMac Mortgage, and PennyMac Mortgage 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 | -0.0339 | |||
| Return On Asset | -0.0053 | |||
| Operating Margin | (0.43) % | |||
| Current Valuation | 12.79 B | |||
| Shares Outstanding | 88.89 M | |||
| Price To Earning | 8.46 X | |||
| Price To Book | 0.86 X | |||
| Price To Sales | 33.07 X | |||
| Revenue | 103.11 M | |||
| Cash And Equivalents | 257.25 M | |||
| Cash Per Share | 3.76 X | |||
| Total Debt | 4.77 B | |||
| Debt To Equity | 328.90 % | |||
| Book Value Per Share | 15.99 X | |||
| Cash Flow From Operations | 1.78 B | |||
| Earnings Per Share | (1.37) X | |||
| Total Asset | 13.92 B | |||
About PennyMac Mortgage Performance
By analyzing PennyMac Mortgage's fundamental ratios, stakeholders can gain valuable insights into PennyMac Mortgage's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PennyMac Mortgage 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 Mortgage has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
PennyMac Mortgage Investment Trust, a specialty finance company, invests primarily in residential mortgage loans and mortgage-related assets in the United States. The company was founded in 2009 and is based in Westlake Village, California. PENNYMAC MRTGE operates under REIT - Diversified classification in Germany and is traded on Frankfurt Stock Exchange. It employs 3 people.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 generated a negative expected return over the last 90 days | |
| PennyMac Mortgage has high likelihood to experience some financial distress in the next 2 years | |
| PennyMac Mortgage has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| The company reported the revenue of 103.11 M. Net Loss for the year was (73.29 M) with loss before overhead, payroll, taxes, and interest of (321.2 M). | |
| About 71.0% of the company shares are owned by institutions such as pension funds |
- 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.
Complementary 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.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |