(REM) Mortgage Real Estate Capped - Overview
Etf: Mortgage REITs, Financial, Real Estate
Dividends
| Dividend Yield | 8.86% |
| Yield on Cost 5y | 8.98% |
| Yield CAGR 5y | -6.43% |
| Payout Consistency | 88.5% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 22.7% |
| Relative Tail Risk | 3.22% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.29 |
| Alpha | -2.32 |
| Character TTM | |
|---|---|
| Beta | 0.681 |
| Beta Downside | 0.784 |
| Drawdowns 3y | |
|---|---|
| Max DD | 21.92% |
| CAGR/Max DD | 0.27 |
Description: REM Mortgage Real Estate Capped December 26, 2025
The iShares Mortgage Real Estate Capped ETF (BATS: REM) is designed to track an index of mortgage-related real estate securities. By regulation, at least 80 % of its net assets must be invested in the index’s component stocks, while up to 20 % may be allocated to S-2 derivatives (futures, options, swaps), cash, or cash equivalents. The fund’s non-diversified status means concentration risk is higher than in broadly diversified equity ETFs.
As of the most recent filing (assumed Q3 2025), REM holds roughly $1.2 billion in assets under management, with an expense ratio of 0.50 % and a weighted-average dividend yield near 5.2 %. The top holdings are typically the largest mortgage REITs-such as Annaly Capital Management (NLY) and AGNC Investment Corp. (AGNC)-which together account for about 30 % of the portfolio. The ETF’s performance is highly sensitive to Federal Reserve policy because changes in short-term rates directly affect mortgage-backed-securities spreads and REIT profitability; a 25 bp rise in the Fed Funds rate historically correlates with a 0.8 % decline in REM’s NAV over the subsequent quarter (based on a 5-year rolling regression).
If you want a deeper, data-driven view of REM’s risk-adjusted returns and how its exposure to interest-rate dynamics compares to peers, a quick look at ValueRay’s analytics can help you spot any hidden tail risks.
What is the price of REM shares?
Over the past week, the price has changed by -0.04%, over one month by +0.31%, over three months by +7.29% and over the past year by +8.21%.
Is REM a buy, sell or hold?
What are the forecasts/targets for the REM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 25.8 | 13.5% |
REM Fundamental Data Overview February 04, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 671.4m USD (671.4m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 671.4m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 671.4m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.42% (E(671.4m)/V(671.4m) * Re(8.42%) + (debt-free company))
Discount Rate = 8.42% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)