(CIM) Chimera Investment - Overview
Stock: Mortgage Loans, Securities, REIT
EPS (Earnings per Share)
Revenue
Dividends
| Dividend Yield | 11.33% |
| Yield on Cost 5y | 7.97% |
| Yield CAGR 5y | 3.49% |
| Payout Consistency | 84.1% |
| Payout Ratio | 124.4% |
| Risk 5d forecast | |
|---|---|
| Volatility | 30.1% |
| Relative Tail Risk | -5.98% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.31 |
| Alpha | -22.55 |
| Character TTM | |
|---|---|
| Beta | 0.862 |
| Beta Downside | 0.702 |
| Drawdowns 3y | |
|---|---|
| Max DD | 37.63% |
| CAGR/Max DD | -0.15 |
Description: CIM Chimera Investment January 19, 2026
Chimera Investment Corp. (NYSE:CIM) is a U.S. mortgage REIT that acquires a diversified mix of mortgage-related securities-including agency and non-agency residential MBS, commercial mortgage-backed securities, business-purpose loans, and transition loans-across investment-grade, non-investment-grade, and non-rated categories. The firm meets REIT tax criteria by committing to distribute at least 90 % of taxable income as dividends.
Key recent metrics (as of Q4 2024): the dividend yield sits near 7.2 %, the net asset value (NAV) per share is roughly $12.30, and the portfolio’s weighted-average duration is about 3.5 years, making it moderately sensitive to changes in the Fed funds rate. The REIT’s performance is closely tied to the spread between mortgage-backed security yields and Treasury rates, as well as the overall health of the U.S. housing market and credit-quality trends in the non-agency sector.
If you’re looking for a deeper quantitative breakdown of Chimera’s risk profile and valuation, ValueRay’s mortgage-REIT dashboard offers granular data that can help you assess whether the current yield compensates for interest-rate and credit-spread exposure.
Piotroski VR‑10 (Strict, 0-10) 3.0
| Net Income: 55.7m TTM > 0 and > 6% of Revenue |
| FCF/TA: -0.00 > 0.02 and ΔFCF/TA -1.84 > 1.0 |
| NWC/Revenue: 3089 % < 20% (prev 2679 %; Δ 409.5% < -1%) |
| CFO/TA -0.00 > 3% & CFO -58.2m > Net Income 55.7m |
| Net Debt (11.73b) to EBITDA (439.9m): 26.67 < 3 |
| Current Ratio: 1.96 > 1.5 & < 3 |
| Outstanding Shares: last quarter (81.5m) vs 12m ago -0.43% < -2% |
| Gross Margin: 82.86% > 18% (prev 0.93%; Δ 8194 % > 0.5%) |
| Asset Turnover: 1.23% > 50% (prev 3.06%; Δ -1.83% > 0%) |
| Interest Coverage Ratio: 0.83 > 6 (EBITDA TTM 439.9m / Interest Expense TTM 527.3m) |
Altman Z'' 2.00
| A: 0.36 (Total Current Assets 11.17b - Total Current Liabilities 5.69b) / Total Assets 15.12b |
| B: -0.13 (Retained Earnings -1.98b / Total Assets 15.12b) |
| C: 0.03 (EBIT TTM 436.7m / Avg Total Assets 14.41b) |
| D: -0.15 (Book Value of Equity -1.83b / Total Liabilities 12.54b) |
| Altman-Z'' Score: 2.00 = BBB |
What is the price of CIM shares?
Over the past week, the price has changed by +0.24%, over one month by -1.35%, over three months by +8.68% and over the past year by -9.63%.
Is CIM a buy, sell or hold?
- StrongBuy: 1
- Buy: 1
- Hold: 3
- Sell: 0
- StrongSell: 0
What are the forecasts/targets for the CIM price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 14.5 | 17.1% |
| Analysts Target Price | 14.5 | 17.1% |
| ValueRay Target Price | 14.3 | 15.1% |
CIM Fundamental Data Overview February 03, 2026
P/S = 5.3605
P/B = 0.4192
P/EG = -28.14
Revenue TTM = 177.4m USD
EBIT TTM = 436.7m USD
EBITDA TTM = 439.9m USD
Long Term Debt = 12.22b USD (from longTermDebt, last quarter)
Short Term Debt = 5.37b USD (from shortTermDebt, last quarter)
Debt = 12.22b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 11.73b USD (from netDebt column, last quarter)
Enterprise Value = 12.76b USD (1.03b + Debt 12.22b - CCE 491.5m)
Interest Coverage Ratio = 0.83 (Ebit TTM 436.7m / Interest Expense TTM 527.3m)
EV/FCF = -219.4x (Enterprise Value 12.76b / FCF TTM -58.2m)
FCF Yield = -0.46% (FCF TTM -58.2m / Enterprise Value 12.76b)
FCF Margin = -32.79% (FCF TTM -58.2m / Revenue TTM 177.4m)
Net Margin = 31.38% (Net Income TTM 55.7m / Revenue TTM 177.4m)
Gross Margin = 82.86% ((Revenue TTM 177.4m - Cost of Revenue TTM 30.4m) / Revenue TTM)
Gross Margin QoQ = 79.33% (prev 85.61%)
Tobins Q-Ratio = 0.84 (Enterprise Value 12.76b / Total Assets 15.12b)
Interest Expense / Debt = 1.18% (Interest Expense 144.1m / Debt 12.22b)
Taxrate = 0.03% (49.0k / 176.1m)
NOPAT = 436.6m (EBIT 436.7m * (1 - 0.03%))
Current Ratio = 1.96 (Total Current Assets 11.17b / Total Current Liabilities 5.69b)
Debt / Equity = 4.75 (Debt 12.22b / totalStockholderEquity, last quarter 2.57b)
Debt / EBITDA = 26.67 (Net Debt 11.73b / EBITDA 439.9m)
Debt / FCF = -201.7 (out of range, set to none) (Net Debt 11.73b / FCF TTM -58.2m)
Total Stockholder Equity = 2.59b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.39% (Net Income 55.7m / Total Assets 15.12b)
RoE = 2.15% (Net Income TTM 55.7m / Total Stockholder Equity 2.59b)
RoCE = 2.95% (EBIT 436.7m / Capital Employed (Equity 2.59b + L.T.Debt 12.22b))
RoIC = 3.19% (NOPAT 436.6m / Invested Capital 13.68b)
WACC = 1.79% (E(1.03b)/V(13.25b) * Re(9.09%) + D(12.22b)/V(13.25b) * Rd(1.18%) * (1-Tc(0.00)))
Discount Rate = 9.09% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: -100.0 | Cagr: -40.81%
Fair Price DCF = unknown (Cash Flow -58.2m)
EPS Correlation: 13.35 | EPS CAGR: -50.94% | SUE: -4.0 | # QB: 0
Revenue Correlation: 40.13 | Revenue CAGR: -2.63% | SUE: -0.69 | # QB: 0
EPS next Quarter (2026-03-31): EPS=0.50 | Chg30d=-0.051 | Revisions Net=+0 | Analysts=3
EPS next Year (2026-12-31): EPS=2.07 | Chg30d=-0.136 | Revisions Net=-2 | Growth EPS=+17.5% | Growth Revenue=+19.0%