(EFC) Ellington Financial - Ratings and Ratios
Mortgage,Mortgage,Mortgage,Securities,Loans
EFC EPS (Earnings per Share)
EFC Revenue
Description: EFC Ellington Financial
Ellington Financial Inc. (NYSE:EFC) is a Mortgage REIT operating in the United States, specializing in investing in mortgage-backed securities and other financial assets. As a Mortgage REIT, EFC generates income primarily through the collection of interest on its investments, making its performance closely tied to interest rates and the overall health of the mortgage market.
The companys financial performance is influenced by key economic drivers such as interest rates, mortgage spreads, and prepayment rates. As interest rates fluctuate, EFCs net interest income is affected, impacting its ability to distribute dividends to shareholders. The Mortgage REIT sector is also sensitive to changes in mortgage spreads, which can impact the value of EFCs investment portfolio.
To evaluate EFCs performance, key performance indicators (KPIs) such as the Price-to-Book (P/B) ratio, dividend yield, and the ratio of net interest income to average earning assets can be used. A lower P/E ratio of 10.64 compared to its peers may indicate that EFC is undervalued. Additionally, the companys Return on Equity (RoE) of 9.52% suggests a relatively stable return on shareholders equity.
EFCs market capitalization of $1.27 billion and average trading volume of 1.2 million shares indicate a moderate level of liquidity, making it accessible to a range of investors. The stocks beta of 0.994 suggests that its price movements are closely correlated with the overall market, implying a relatively neutral systematic risk profile.
EFC Stock Overview
| Market Cap in USD | 1,366m |
| Sub-Industry | Mortgage REITs |
| IPO / Inception | 2010-10-08 |
EFC Stock Ratings
| Growth Rating | 65.8% |
| Fundamental | 47.6% |
| Dividend Rating | 72.4% |
| Return 12m vs S&P 500 | -3.71% |
| Analyst Rating | 4.0 of 5 |
EFC Dividends
| Dividend Yield 12m | 13.21% |
| Yield on Cost 5y | 24.42% |
| Annual Growth 5y | 4.89% |
| Payout Consistency | 90.4% |
| Payout Ratio | 30.4% |
EFC Growth Ratios
| Growth Correlation 3m | 80.3% |
| Growth Correlation 12m | 83.6% |
| Growth Correlation 5y | 51.3% |
| CAGR 5y | 11.45% |
| CAGR/Max DD 3y | 0.51 |
| CAGR/Mean DD 3y | 2.20 |
| Sharpe Ratio 12m | 0.78 |
| Alpha | -2.31 |
| Beta | 0.761 |
| Volatility | 17.01% |
| Current Volume | 1075.4k |
| Average Volume 20d | 1259.8k |
| Stop Loss | 13 (-3.2%) |
| Signal | -0.65 |
Piotroski VR‑10 (Strict, 0-10) 1.0
| Net Income (141.8m TTM) > 0 and > 6% of Revenue (6% = 18.9m TTM) |
| FCFTA -0.03 (>2.0%) and ΔFCFTA -0.92pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 3878 % (prev 2488 %; Δ 1390 pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA -0.04 (>3.0%) and CFO -619.4m <= Net Income 141.8m (YES >=105%, WARN >=100%) |
| Net Debt (14.65b) to EBITDA (430.6m) ratio: 34.02 <= 3.0 (WARN <= 3.5) |
| Current Ratio 5.49 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (95.9m) change vs 12m ago 12.72% (target <= -2.0% for YES) |
| Gross Margin 56.67% (prev 82.46%; Δ -25.79pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 1.96% (prev 2.48%; Δ -0.51pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 1.50 (EBITDA TTM 430.6m / Interest Expense TTM 287.1m) >= 6 (WARN >= 3) |
Altman Z'' 4.79
| (A) 0.72 = (Total Current Assets 14.97b - Total Current Liabilities 2.73b) / Total Assets 17.07b |
| (B) -0.02 = Retained Earnings (Balance) -374.0m / Total Assets 17.07b |
| (C) 0.03 = EBIT TTM 430.6m / Avg Total Assets 16.08b |
| (D) -0.02 = Book Value of Equity -373.9m / Total Liabilities 15.38b |
| Total Rating: 4.79 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 47.59
| 1. Piotroski 1.0pt = -4.0 |
| 2. FCF Yield -2.81% = -1.41 |
| 3. FCF Margin data missing |
| 4. Debt/Equity 8.51 = -2.50 |
| 5. Debt/Ebitda 32.91 = -2.50 |
| 6. ROIC - WACC 1.51% = 1.88 |
| 7. RoE 8.78% = 0.73 |
| 8. Rev. Trend 42.28% = 2.11 |
| 9. Rev. CAGR 102.6% = 2.50 |
| 10. EPS Trend 30.83% = 0.77 |
| 11. EPS CAGR 0.0% = 0.0 |
What is the price of EFC shares?
Over the past week, the price has changed by -2.89%, over one month by +1.48%, over three months by +5.85% and over the past year by +14.63%.
Is Ellington Financial a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of EFC is around 15.32 USD . This means that EFC is currently undervalued and has a potential upside of +14.07% (Margin of Safety).
Is EFC a buy, sell or hold?
- Strong Buy: 2
- Buy: 4
- Hold: 2
- Sell: 0
- Strong Sell: 0
What are the forecasts/targets for the EFC price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 14.5 | 8.2% |
| Analysts Target Price | 14.5 | 8.2% |
| ValueRay Target Price | 16.2 | 20.3% |
Last update: 2025-09-05 04:40
EFC Fundamental Data Overview
CCE Cash And Equivalents = 230.6m USD (Cash And Short Term Investments, last quarter)
P/E Trailing = 11.2049
P/E Forward = 9.0744
P/S = 4.37
P/B = 1.024
P/EG = 0.86
Beta = 0.994
Revenue TTM = 315.7m USD
EBIT TTM = 430.6m USD
EBITDA TTM = 430.6m USD
Long Term Debt = 11.82b USD (from longTermDebt, last fiscal year)
Short Term Debt = 2.35b USD (from shortTermDebt, last quarter)
Debt = 14.17b USD (Calculated: Short Term 2.35b + Long Term 11.82b)
Net Debt = 14.65b USD (from netDebt column, last quarter)
Enterprise Value = 15.31b USD (1.37b + Debt 14.17b - CCE 230.6m)
Interest Coverage Ratio = 1.50 (Ebit TTM 430.6m / Interest Expense TTM 287.1m)
FCF Yield = -2.81% (FCF TTM -430.5m / Enterprise Value 15.31b)
FCF Margin = -136.4% (FCF TTM -430.5m / Revenue TTM 315.7m)
Net Margin = 44.90% (Net Income TTM 141.8m / Revenue TTM 315.7m)
Gross Margin = 56.67% ((Revenue TTM 315.7m - Cost of Revenue TTM 136.8m) / Revenue TTM)
Tobins Q-Ratio = -40.93 (set to none) (Enterprise Value 15.31b / Book Value Of Equity -373.9m)
Interest Expense / Debt = 0.51% (Interest Expense 72.1m / Debt 14.17b)
Taxrate = 0.41% (612.0k / 148.7m)
NOPAT = 428.8m (EBIT 430.6m * (1 - 0.41%))
Current Ratio = 5.49 (Total Current Assets 14.97b / Total Current Liabilities 2.73b)
Debt / Equity = 8.51 (Debt 14.17b / last Quarter total Stockholder Equity 1.67b)
Debt / EBITDA = 32.91 (Net Debt 14.65b / EBITDA 430.6m)
Debt / FCF = -32.91 (Debt 14.17b / FCF TTM -430.5m)
Total Stockholder Equity = 1.61b (last 4 quarters mean)
RoA = 0.83% (Net Income 141.8m, Total Assets 17.07b )
RoE = 8.78% (Net Income TTM 141.8m / Total Stockholder Equity 1.61b)
RoCE = 3.20% (Ebit 430.6m / (Equity 1.61b + L.T.Debt 11.82b))
RoIC = 2.74% (NOPAT 428.8m / Invested Capital 15.63b)
WACC = 1.24% (E(1.37b)/V(15.54b) * Re(8.82%)) + (D(14.17b)/V(15.54b) * Rd(0.51%) * (1-Tc(0.00)))
Shares Correlation 3-Years: 100.00 | Cagr: 4.32%
Discount Rate = 8.82% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow -430.5m)
Revenue Correlation: 42.28 | Revenue CAGR: 102.6%
Rev Growth-of-Growth: -80.36
EPS Correlation: 30.83 | EPS CAGR: 0.0%
EPS Growth-of-Growth: -50.55
Additional Sources for EFC Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle