Overview Dividends

(CIM) Chimera Investment - Ratings and Ratios

Exchange: NYSE • Country: United States • Currency: USD • Type: Common Stock • ISIN: US16934Q2084

Mortgage Loans, Agency RMBS, Non-Agency RMBS, Commercial MBS, Real Estate

Mortgage REITs
Market Cap in USD: 1,067m
IPO / Inception: 2007-11-16
Return 12m vs S&P 500: -17.0%

Dividends

Dividend Yield 11.64%
Yield on Cost 5y 8.30%
Yield CAGR 5y -3.78%
Payout Consistency 85.0%
Payout Ratio 94.9%
Risk via 10d forecast
Volatility 33.9%
Value at Risk 5%th 52.3%
Relative Tail Risk -6.14%
Reward TTM
Sharpe Ratio -0.16
Alpha -19.54
CAGR/Max DD -0.02
Character TTM
Hurst Exponent 0.587
Beta 0.881
Beta Downside 0.742
Drawdowns 3y
Max DD 42.36%
Mean DD 23.72%
Median DD 23.51%

Description: CIM Chimera Investment November 16, 2025

Chimera Investment Corp. (NYSE:CIM) is a U.S. real-estate investment trust that acquires and manages a diversified portfolio of mortgage-related assets, ranging from residential loan originations and agency MBS to non-agency securities and commercial-mortgage-backed pools. The REIT is structured to pass through at least 90 % of its taxable earnings as dividends, and it operates under the tax-advantaged REIT framework established in 2007.

Key metrics to watch include its current dividend yield of roughly 8 % (subject to change with earnings), a net asset value (NAV) per share that has trended lower than market price in recent quarters, and a weighted-average loan-to-value (LTV) of about 70 % that reflects moderate credit risk. The business is highly sensitive to Federal Reserve policy; rising rates compress the spread between the yields on its mortgage assets and its cost of funding, while a slowdown in the U.S. housing market can pressure the performance of both agency and non-agency securities.

For a deeper, data-driven look at Chimera’s risk-adjusted return profile, you might explore the analytics platform ValueRay, which aggregates the latest REIT fundamentals and market sentiment.

Piotroski VR‑10 (Strict, 0-10) 2.5

Net Income (55.7m TTM) > 0 and > 6% of Revenue (6% = 10.6m TTM)
FCFTA -0.00 (>2.0%) and ΔFCFTA -1.84pp (YES ≥ +1.0pp, WARN ≥ +0.5pp)
NWC/Revenue -2125 % (prev 2679 %; Δ -4805 pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp)
CFO/TA -0.00 (>3.0%) and CFO -58.2m <= Net Income 55.7m (YES >=105%, WARN >=100%)
Net Debt (11.73b) to EBITDA (439.9m) ratio: 26.66 <= 3.0 (WARN <= 3.5)
Current Ratio 0.14 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active)
Outstanding Shares last Quarter (81.5m) change vs 12m ago -0.43% (target <= -2.0% for YES)
Gross Margin 82.86% (prev 92.73%; Δ -9.86pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0)
Asset Turnover 1.23% (prev 3.06%; Δ -1.83pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0)
Interest Coverage Ratio 0.83 (EBITDA TTM 439.9m / Interest Expense TTM 527.3m) >= 6 (WARN >= 3)

Altman Z'' -2.01

(A) -0.25 = (Total Current Assets 599.2m - Total Current Liabilities 4.37b) / Total Assets 15.12b
(B) -0.13 = Retained Earnings (Balance) -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
Total Rating: -2.01 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D)

ValueRay F-Score (Strict, 0-100) 43.43

1. Piotroski 2.50pt
2. FCF Yield -0.45%
3. FCF Margin -32.79%
4. Debt/Equity 4.75
5. Debt/Ebitda 26.66
6. ROIC - WACC (= 3.52)%
7. RoE 2.15%
8. Rev. Trend 40.13%
9. EPS Trend 20.98%

What is the price of CIM shares?

As of December 14, 2025, the stock is trading at USD 12.71 with a total of 521,671 shares traded.
Over the past week, the price has changed by -1.85%, over one month by +5.04%, over three months by -7.78% and over the past year by -5.23%.

Is CIM a buy, sell or hold?

Chimera Investment has received a consensus analysts rating of 3.60. Therefor, it is recommend to hold CIM.
  • Strong Buy: 1
  • Buy: 1
  • Hold: 3
  • Sell: 0
  • Strong Sell: 0

What are the forecasts/targets for the CIM price?

Issuer Target Up/Down from current
Wallstreet Target Price 15.3 20%
Analysts Target Price 15.3 20%
ValueRay Target Price 14.1 10.6%

CIM Fundamental Data Overview December 10, 2025

Market Cap USD = 1.07b (1.07b USD * 1.0 USD.USD)
P/E Forward = 6.3251
P/S = 5.5688
P/B = 0.4189
P/EG = -28.14
Beta = 1.894
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 = 4.88b 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 = 12.79b USD (1.07b + Debt 12.22b - CCE 491.5m)
Interest Coverage Ratio = 0.83 (Ebit TTM 436.7m / Interest Expense TTM 527.3m)
FCF Yield = -0.45% (FCF TTM -58.2m / Enterprise Value 12.79b)
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 = 0.85 (Enterprise Value 12.79b / Total Assets 15.12b)
Interest Expense / Debt = 1.18% (Interest Expense 144.1m / Debt 12.22b)
Taxrate = -76.29% (out of range, set to none) (251.0k / -329.0k)
NOPAT = unknown (EBIT/Op.Income or Taxrate missing)
Current Ratio = 0.14 (Total Current Assets 599.2m / Total Current Liabilities 4.37b)
Debt / Equity = 4.75 (Debt 12.22b / totalStockholderEquity, last quarter 2.57b)
Debt / EBITDA = 26.66 (Net Debt 11.73b / EBITDA 439.9m)
Debt / FCF = -201.6 (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 = 0.37% (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 = 4.26% (EBIT 436.7m / (Assets 15.12b - Curr.Liab 4.37b - Cash 491.5m))
WACC = 0.74% (E(1.07b)/V(13.29b) * Re(9.26%) + (debt cost/tax rate unavailable))
Discount Rate = 9.26% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: -100.0 | Cagr: -40.81%
Fair Price DCF = unknown (Cash Flow -58.2m)
EPS Correlation: 20.98 | EPS CAGR: -5.64% | SUE: -3.89 | # QB: 0
Revenue Correlation: 40.13 | Revenue CAGR: -2.63% | SUE: -0.69 | # QB: 0
EPS next Quarter (2026-03-31): EPS=0.52 | Chg30d=-0.036 | Revisions Net=+0 | Analysts=2
EPS next Year (2026-12-31): EPS=2.09 | Chg30d=-0.121 | Revisions Net=-2 | Growth EPS=+23.5% | Growth Revenue=+9.0%

Additional Sources for CIM Stock

News: Wall Street Journal | Benzinga | Yahoo Finance
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Fund Manager Positions: Dataroma | Stockcircle