PMT
PennyMac Mortgage Investment Trust
Real Estate · REIT - Mortgage · NYQ
$10.48
Close 2026-05-28
✗ ETHICAL FAIL

UNKNOWN MOAT
HIGH
Data Confidence: 100%
Full financial profile available
Market Cap
$913.9M
Trailing P/E
9.03
Forward P/E
6.95
Rev Growth
-24.1%
Profit Margin
21.1%
ROE
7.6%
Analyst Target
$12.00
Recommendation
HOLD
About PennyMac Mortgage Investment Trust

PennyMac Mortgage Investment Trust, through its subsidiary, primarily invests in residential mortgage-related assets in the United States. The company operates through: Credit Sensitive Strategies, Interest Rate Sensitive Strategies, and Correspondent Production segments. The Credit Sensitive Strategies segment invests in credit risk transfer (CRT) agreements and subordinate and credit-linked mortgage-backed securities (MBS). The Interest Rate Sensitive Strategies segment engages in investing in mortgage servicing rights, agency and senior non-agency MBS, and collateralized mortgage obligations (CMOs), as well as interest rate hedging activities. The Correspondent Production segment is involved in purchasing, pooling, and reselling newly originated prime credit quality loans directly or in the form of MBS. The company primarily sells its loans to government-sponsored enterprises. It has elected to be taxed as a real estate investment trust (REIT). It is not subject to U.S. federal income tax on the REIT taxable income it distributes to its shareholders. PennyMac Mortgage Investment Trust was incorporated in 2009 and is headquartered in Westlake Village, California.

Ethical Screen
Business ActivityFAIL
Debt RatioN/A
Cash RatioN/A
Receivables RatioN/A
Revenue RatioN/A
OverallFAIL
Score Ethical: 50.0
Score Valuation: 78.5
Score Quality: 49.2
Score Combined: 52.4

Full Analysis

Opportunity scores, earnings history, insider transactions, institutional holders, analyst consensus, and more.

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Opportunity Scores
Valuation100.0
Quality45.8
Cash Flow50.0
Moat40.0
Balance Sheet0.0
Debt Purity50.0
Liquid Purity50.0
Rev Purity50.0
Compliance100.0
Tier: BRONZE · Score: 47.4 · Rank: #2537
Insider Transactions
No insider transaction data.
Top Institutional Holders
No institutional holder data.
Additional Fundamentals
Enterprise Value
$21.5B
Price/Book
0.69
Beta
1.180
Analysts
7
Total Revenue (TTM)
$675.5M
Total Debt
$20.3B
Dividend Yield
1527.0%
Rec. Mean
2.89
Short Ratio
4.43
Short % Float
0.1%

Elite Intelligence

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Trade Consideration
The Opportunity
Score 52.4 (P78 — top 21.6% of scored tickers). Unknown Moat. Ethical FAIL. 7 analysts at Hold.
Price: $10.48 | Target: $12.25 (+17%)
Score
52
Moat
Unknown
Conviction
Standard
Upside
+17%
The Fundamentals
Revenue Growth-24.1%
Profit Margin21.1%
ROE7.6%
Forward P/E6.9
Market Cap$913.9M
Position Sizing Scenarios
Stop: $8.91 (-15%) | Entry: $10.48
SharesCostProfit to TargetR:R
To Consensus ($12.25, 7 analysts)
10$104.80+$17.70 (17%)1.1R
50$524.00+$88.50 (17%)1.1R
100$1,048.00+$177.00 (17%)1.1R
Risk Factors
  • Elevated short interest (4.43 days to cover)
The Verdict
PennyMac Mortgage Investment Trust holds a unknown competitive moat.
Quantitative Grade

A single score combining all analytical layers below. A is strongest, D is weakest.

D
Quant Score
34.6
Risk Grade
LOW_RISK
Layers
7
Quality: HMM_CRISIS
Risk Profile

How much could this ticker lose on a bad day? These metrics measure worst-case scenarios from historical data.

VaR 95%
-2.2%
worst expected daily loss, 19 in 20 days
CVaR 95%
-4.1%
avg loss on the worst 5% of days
Annual Volatility
Sortino Ratio
0.00
above 1.0 is good
Max Drawdown
-23.0%
Worst Day
Forward Outlook

Based on 10,000 simulated price paths, here is the probability of where this ticker could be in 30, 60, and 90 days.

30d Prob Up
90d Prob Up
Median Return 30d
Liquidity Score
75
Liquidity Grade
LIQUID
Trend & Momentum

What direction is this ticker actually moving, filtered through noise? Is it speeding up or slowing down?

Kalman Trend
Trend Strength
Momentum Signal
HMM Regime
RSI Signal
Technical Signals

Classic chart signals that institutional traders monitor. Golden Cross is bullish, Death Cross is bearish.

MA Crossover
DEATH_CROSS
Bollinger Position
LOWER_HALF
Beta
Relative Volume
1.1x
Short Interest
Financial Health

Is this company financially sound? The Z-Score measures bankruptcy risk. The F-Score measures fundamental strength.

Altman Z-Score
below 1.81 = distress zone
Piotroski F-Score
Earnings Beat Rate
Earnings Consistency
Correlations

These tickers tend to move together (positive) or in opposite directions (negative). Useful for portfolio diversification.

Most Correlated
TickerCorrelation
CIM0.655
MFA0.655
RITM0.636
STWD0.612
DX0.606
Inverse Correlated
TickerCorrelation
SUKOON.AE-0.162
ELWT-0.158
UNVR.JK-0.149
MARAKEZ.KW-0.145
4336.SR-0.144
Seasonality

Does this ticker have consistent patterns on certain days or months? Historical tendencies, not guarantees.

Best Day
Wednesday
Worst Day
Monday
Best Month
Feb
Worst Month
May
Fri-Mon Effect
0.11881668109100589
Momentum Rankings

How does this ticker's recent performance compare to the entire universe? Ranked across 1, 3, 6, and 12-month returns.

1M Return
-13.8%
3M Return
-11.5%
6M Return
-11.6%
12M Return
-3.5%
Momentum Rank
#3848
Momentum Signal
DOWN

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