(CIM) Chimera Investment - Overview

Sector: Real Estate | Industry: REIT - Mortgage | Exchange: NYSE (USA) | Market Cap: 1.109m USD | Total Return: 15.8% in 12m

Mortgage Loans, Mortgage-Backed Securities, Servicing Rights, Advisory Services
Total Rating 31
Safety 45
Buy Signal -0.52
REIT - Mortgage
Industry Rotation: -5.9
Market Cap: 1.11B
Avg Turnover: 7.52M
Risk 3d forecast
Volatility30.4%
VaR 5th Pctl5.15%
VaR vs Median2.93%
Reward TTM
Sharpe Ratio0.54
Rel. Str. IBD47.2
Rel. Str. Peer Group64.3
Character TTM
Beta0.813
Beta Downside0.664
Hurst Exponent0.537
Drawdowns 3y
Max DD35.80%
CAGR/Max DD0.26
CAGR/Mean DD0.65
EPS (Earnings per Share) EPS (Earnings per Share) of CIM over the last years for every Quarter: "2021-03": 0.36, "2021-06": 0.54, "2021-09": 0.42, "2021-12": 0.46, "2022-03": 0.39, "2022-06": 0.31, "2022-09": 0.27, "2022-12": 0.11, "2023-03": 0.13, "2023-06": 0.12, "2023-09": 0.13, "2023-12": 0.13, "2024-03": 0.12, "2024-06": 0.37, "2024-09": 0.36, "2024-12": 0.37, "2025-03": 0.41, "2025-06": 0.41, "2025-09": 0.37, "2025-12": 0.53, "2026-03": 0.54,
EPS CAGR: 72.42%
EPS Trend: 93.9%
Last SUE: 1.09
Qual. Beats: 1
Revenue Revenue of CIM over the last years for every Quarter: 2021-03: 433.588, 2021-06: 206.611, 2021-09: 379.453, 2021-12: 37.381, 2022-03: -241.756, 2022-06: -132.309, 2022-09: -170.498, 2022-12: 129.352, 2023-03: 80.797, 2023-06: 57.376, 2023-09: 18.103, 2023-12: 48.494, 2024-03: 145.809, 2024-06: 73.666, 2024-09: 151.963, 2024-12: -113.508, 2025-03: 196.95, 2025-06: 60.082, 2025-09: 229.811, 2025-12: 209.283, 2026-03: 210.287,
Rev. CAGR: 61.58%
Rev. Trend: 82.0%
Last SUE: 0.70
Qual. Beats: 0

Warnings

Choppy

Tailwinds

No distinct edge detected

Description: CIM Chimera Investment

Chimera Investment Corporation (CIM) is a New York-based real estate investment trust (REIT) focused on the acquisition, origination, and management of diverse mortgage assets. The company operates through two primary segments: Investment Portfolio and Residential Origination. Its holdings include residential mortgage loans, agency and non-agency mortgage-backed securities (MBS), and business purpose loans.

As a mortgage REIT (mREIT), Chimera typically earns income from the interest spread between the yield on its mortgage-related assets and the cost of funding those investments. Unlike equity REITs that own physical properties, mREITs function as financial intermediaries in the real estate debt market. Federal law requires the company to distribute at least 90% of its taxable income to shareholders to maintain its tax-exempt status at the corporate level.

Investors can evaluate the underlying credit quality and valuation metrics of this portfolio by consulting ValueRay. Detailed analysis of interest rate sensitivity and asset duration is essential for understanding the risk profile of mortgage-backed securities in volatile markets.

Headlines to Watch Out For
  • Net interest margin expansion driven by stabilizing Federal Reserve monetary policy
  • Credit performance of non-agency mortgage-backed securities impacts book value stability
  • Securitization market liquidity determines cost of funding for residential loan portfolios
  • Mortgage servicing rights valuations fluctuate based on long-term interest rate projections
  • Dividend sustainability depends on distributable earnings from the core investment portfolio
Piotroski VR-10 (Strict) 2.0
Net Income: 19.3m TTM > 0 and > 6% of Revenue
FCF/TA: -0.00 > 0.02 and ΔFCF/TA -1.83 > 1.0
NWC/Revenue: -1.00k% < 20% (prev 3.61k%; Δ -4.61k% < -1%)
CFO/TA -0.00 > 3% & CFO -54.4m > Net Income 19.3m
Net Debt (12.3b) to EBITDA (611.4m): 20.05 < 3
Current Ratio: 0.08 > 1.5 & < 3
Outstanding Shares: last quarter (83.7m) vs 12m ago 1.54% < -2%
Gross Margin: 90.56% > 18% (prev 0.90%; Δ 8.97k% > 0.5%)
Asset Turnover: 4.86% > 50% (prev 2.34%; Δ 2.52% > 0%)
Interest Coverage Ratio: 1.03 > 6 (EBITDA TTM 611.4m / Interest Expense TTM 577.8m)
Altman Z'' -3.22
A: -0.44 (Total Current Assets 592.4m - Total Current Liabilities 7.69b) / Total Assets 16.0b
B: -0.13 (Retained Earnings -2.11b / Total Assets 16.0b)
C: 0.04 (EBIT TTM 595.6m / Avg Total Assets 14.6b)
D: -0.15 (Book Value of Equity -1.97b / Total Liabilities 13.5b)
Altman-Z'' = -3.22 = D
What is the price of CIM shares?

As of May 28, 2026, the stock is trading at USD 13.51 with a total of 516,748 shares traded.
Over the past week, the price has changed by +3.92%, over one month by -1.31%, over three months by +2.93% and over the past year by +15.84%.

Is CIM a buy, sell or hold?

Chimera Investment has received a consensus analysts rating of 3.60. Therefore, it is recommended to hold CIM.

  • StrongBuy: 1
  • Buy: 1
  • Hold: 3
  • Sell: 0
  • StrongSell: 0

What are the forecasts/targets for the CIM price?
Analysts Target Price 14.8 9.8%
Chimera Investment (CIM) - Fundamental Data Overview as of 26 May 2026
Market Cap USD = 1.11b (1.11b USD * 1.0 USD.USD)
P/E Forward = 6.4809
P/S = 5.1612
P/B = 0.4513
P/EG = 3.3319
Revenue TTM = 709.5m USD
EBIT TTM = 595.6m USD
EBITDA TTM = 611.4m USD
Long Term Debt = 12.7b USD (from longTermDebt, last quarter)
Short Term Debt = 7.69b USD (from shortTermDebt, last quarter)
Debt = 12.7b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 12.3b USD (calculated: Debt 12.7b - CCE 476.2m)
Enterprise Value = 13.4b USD (1.11b + Debt 12.7b - CCE 476.2m)
Interest Coverage Ratio = 1.03 (Ebit TTM 595.6m / Interest Expense TTM 577.8m)
EV/FCF = -245.9x (Enterprise Value 13.4b / FCF TTM -54.4m)
FCF Yield = -0.41% (FCF TTM -54.4m / Enterprise Value 13.4b)
FCF Margin = -7.66% (FCF TTM -54.4m / Revenue TTM 709.5m)
Net Margin = 2.72% (Net Income TTM 19.3m / Revenue TTM 709.5m)
Gross Margin = 90.56% ((Revenue TTM 709.5m - Cost of Revenue TTM 67.0m) / Revenue TTM)
Gross Margin QoQ = 88.20% (prev 92.99%)
Tobins Q-Ratio = 0.84 (Enterprise Value 13.4b / Total Assets 16.0b)
Interest Expense / Debt = 4.54% (Interest Expense 577.8m / Debt 12.7b)
Taxrate = 0.97% (2.27m / 232.8m)
NOPAT = 589.8m (EBIT 595.6m * (1 - 0.97%))
Current Ratio = 0.08 (Total Current Assets 592.4m / Total Current Liabilities 7.69b)
Debt / Equity = 5.17 (Debt 12.7b / totalStockholderEquity, last quarter 2.46b)
Debt / EBITDA = 20.05 (Net Debt 12.3b / EBITDA 611.4m)
 Debt / FCF = -225.5 (out of range, set to none) (Net Debt 12.3b / FCF TTM -54.4m)
 Total Stockholder Equity = 2.56b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.13% (Net Income 19.3m / Total Assets 16.0b)
RoE = 0.41% (Net Income TTM 19.3m / Total Stockholder Equity 4.67b)
RoCE = 3.42% (EBIT 595.6m / Capital Employed (Equity 4.67b + L.T.Debt 12.7b))
RoIC = 3.76% (NOPAT 589.8m / Invested Capital 15.7b)
WACC = 4.84% (E(1.11b)/V(13.8b) * Re(8.84%) + D(12.7b)/V(13.8b) * Rd(4.54%) * (1-Tc(0.01)))
Discount Rate = 8.84% (= CAPM, Blume Beta Adj.)
Shares (quarterly) Correlation: 64.44 | Cagr: 3.44%
 [DCF] Fair Price = unknown (Cash Flow -54.4m)
 EPS Correlation: 93.91 | EPS CAGR: 72.42% | SUE: 1.09 | # QB: 1
Revenue Correlation: 82.05 | Revenue CAGR: 61.58% | SUE: 0.70 | # QB: 0
EPS current Quarter (2026-06-30): EPS=0.50 | Chg30d=-6.51% | Revisions=-20% | Analysts=1
EPS next Quarter (2026-09-30): EPS=0.53 | Chg30d=-1.74% | Revisions=-20% | Analysts=1
EPS current Year (2026-12-31): EPS=2.15 | Chg30d=+1.67% | Revisions=-20% | GrowthEPS=+28.0% | GrowthRev=+18.3%
EPS next Year (2027-12-31): EPS=2.24 | Chg30d=-0.69% | Revisions=-20% | GrowthEPS=+4.4% | GrowthRev=+22.8%
[Analyst] Revisions Ratio: -20%