(PMT) PennyMac Mortgage - Overview

Sector: Real Estate | Industry: REIT - Mortgage | Exchange: NYSE (USA) | Market Cap: 916m USD | Total Return: -3.9% in 12m

Mortgage Loans, Servicing Rights, Asset-Backed Securities, Risk Transfers
Total Rating 20
Safety 40
Buy Signal -0.91
REIT - Mortgage
Industry Rotation: -5.9
Market Cap: 916M
Avg Turnover: 10.5M
Risk 3d forecast
Volatility25.5%
VaR 5th Pctl4.17%
VaR vs Median-0.61%
Reward TTM
Sharpe Ratio-0.18
Rel. Str. IBD17.7
Rel. Str. Peer Group16.7
Character TTM
Beta0.518
Beta Downside0.675
Hurst Exponent0.512
Drawdowns 3y
Max DD24.23%
CAGR/Max DD0.38
CAGR/Mean DD1.14
EPS (Earnings per Share) EPS (Earnings per Share) of PMT over the last years for every Quarter: "2021-03": 0.67, "2021-06": 0.32, "2021-09": -0.45, "2021-12": -0.28, "2022-03": -0.32, "2022-06": -0.88, "2022-09": 0.01, "2022-12": -0.07, "2023-03": 0.5, "2023-06": 0.16, "2023-09": 0.51, "2023-12": 0.44, "2024-03": 0.39, "2024-06": 0.17, "2024-09": 0.36, "2024-12": 0.41, "2025-03": -0.01, "2025-06": -0.04, "2025-09": 0.55, "2025-12": 0.48, "2026-03": 0.16,
EPS CAGR: -4.14%
EPS Trend: -12.3%
Last SUE: -0.94
Qual. Beats: -1
Revenue Revenue of PMT over the last years for every Quarter: 2021-03: -76.885, 2021-06: 421.064, 2021-09: 192.095, 2021-12: 221.209, 2022-03: -221.882, 2022-06: -112.279, 2022-09: 84.091, 2022-12: 104.406, 2023-03: 227.81, 2023-06: 178.449, 2023-09: 2.503, 2023-12: 317.105, 2024-03: 102.407, 2024-06: 121.754, 2024-09: 265.781999, 2024-12: 14.66, 2025-03: 189.219, 2025-06: 237.183, 2025-09: 290.541, 2025-12: 425.889, 2026-03: 451.249,
Rev. CAGR: 27.40%
Rev. Trend: 69.2%
Last SUE: 1.71
Qual. Beats: 5

Warnings

Below Avwap Earnings

Tailwinds

No distinct edge detected

Description: PMT PennyMac Mortgage

PennyMac Mortgage Investment Trust (PMT) is a specialty finance company operating as a Real Estate Investment Trust (REIT) focused on the U.S. residential mortgage market. The company manages a diversified portfolio through three primary segments: Credit Sensitive Strategies, Interest Rate Sensitive Strategies, and Correspondent Production. Its business model involves acquiring and managing mortgage-related assets, including mortgage servicing rights (MSRs) and credit risk transfer agreements, while also purchasing and reselling prime credit quality loans.

As a mortgage REIT (mREIT), PMT typically utilizes leverage to finance the acquisition of mortgage-backed securities, earning a profit from the spread between the interest income on its assets and its borrowing costs. The company is required by law to distribute at least 90% of its taxable income to shareholders to maintain its REIT status and avoid federal corporate income tax. Investors may find it useful to examine ValueRay for deeper insights into these distribution trends. Headquartered in Westlake Village, California, the firm has been an active participant in the secondary mortgage market since 2009.

Headlines to Watch Out For
  • Mortgage servicing rights valuation fluctuations driven by long-term interest rate volatility
  • Federal Reserve monetary policy shifts impact net interest margin and book value
  • Correspondent production volume sensitive to residential mortgage origination and refinancing demand
  • Credit risk transfer performance tied to national home price appreciation and delinquency rates
  • Dividend yield sustainability influenced by REIT taxable income distribution requirements
Piotroski VR-10 (Strict) 2.0
Net Income: 142.8m TTM > 0 and > 6% of Revenue
FCF/TA: -0.41 > 0.02 and ΔFCF/TA -20.77 > 1.0
NWC/Revenue: -433.0% < 20% (prev -816.2%; Δ 383.2% < -1%)
CFO/TA -0.41 > 3% & CFO -9.15b > Net Income 142.8m
Net Debt (18.9b) to EBITDA (724.5m): 26.11 < 3
Current Ratio: 0.20 > 1.5 & < 3
Outstanding Shares: last quarter (87.1m) vs 12m ago 0.20% < -2%
Gross Margin: 64.12% > 18% (prev 0.53%; Δ 6.36k% > 0.5%)
Asset Turnover: 7.52% > 50% (prev 3.98%; Δ 3.54% > 0%)
Interest Coverage Ratio: 0.75 > 6 (EBITDA TTM 724.5m / Interest Expense TTM 968.0m)
Altman Z'' -1.63
A: -0.27 (Total Current Assets 1.54b - Total Current Liabilities 7.62b) / Total Assets 22.5b
B: -0.03 (Retained Earnings -603.6m / Total Assets 22.5b)
C: 0.04 (EBIT TTM 722.8m / Avg Total Assets 18.7b)
D: -0.03 (Book Value of Equity -602.7m / Total Liabilities 20.6b)
Altman-Z'' = -1.63 = D
What is the price of PMT shares?

As of May 28, 2026, the stock is trading at USD 10.48 with a total of 609,293 shares traded.
Over the past week, the price has changed by +1.85%, over one month by -13.39%, over three months by -11.57% and over the past year by -3.91%.

Is PMT a buy, sell or hold?

PennyMac Mortgage has received a consensus analysts rating of 3.22. Therefore, it is recommended to hold PMT.

  • StrongBuy: 0
  • Buy: 2
  • Hold: 7
  • Sell: 0
  • StrongSell: 0

What are the forecasts/targets for the PMT price?
Analysts Target Price 12.6 20.3%
PennyMac Mortgage (PMT) - Fundamental Data Overview as of 26 May 2026
Market Cap USD = 915.6m (915.6m USD * 1.0 USD.USD)
P/E Trailing = 9.0517
P/E Forward = 7.0373
P/S = 1.3554
P/B = 0.691
P/EG = 0.7576
Revenue TTM = 1.40b USD
EBIT TTM = 722.8m USD
EBITDA TTM = 724.5m USD
Long Term Debt = 13.0b USD (from longTermDebt, last quarter)
Short Term Debt = 7.30b USD (from shortTermDebt, last quarter)
Debt = 20.3b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 18.9b USD (calculated: Debt 20.3b - CCE 1.37b)
Enterprise Value = 19.8b USD (915.6m + Debt 20.3b - CCE 1.37b)
Interest Coverage Ratio = 0.75 (Ebit TTM 722.8m / Interest Expense TTM 968.0m)
EV/FCF = -2.17x (Enterprise Value 19.8b / FCF TTM -9.15b)
FCF Yield = -46.13% (FCF TTM -9.15b / Enterprise Value 19.8b)
 FCF Margin = -651.2% (FCF TTM -9.15b / Revenue TTM 1.40b)
 Net Margin = 10.17% (Net Income TTM 142.8m / Revenue TTM 1.40b)
Gross Margin = 64.12% ((Revenue TTM 1.40b - Cost of Revenue TTM 504.1m) / Revenue TTM)
Gross Margin QoQ = 92.34% (prev 91.55%)
Tobins Q-Ratio = 0.88 (Enterprise Value 19.8b / Total Assets 22.5b)
Interest Expense / Debt = 4.77% (Interest Expense 968.0m / Debt 20.3b)
Taxrate = 8.47% (2.28m / 26.9m)
NOPAT = 661.5m (EBIT 722.8m * (1 - 8.47%))
Current Ratio = 0.20 (Total Current Assets 1.54b / Total Current Liabilities 7.62b)
Debt / Equity = 10.87 (Debt 20.3b / totalStockholderEquity, last quarter 1.87b)
Debt / EBITDA = 26.11 (Net Debt 18.9b / EBITDA 724.5m)
 Debt / FCF = -2.07 (negative FCF - burning cash) (Net Debt 18.9b / FCF TTM -9.15b)
 Total Stockholder Equity = 1.87b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.76% (Net Income 142.8m / Total Assets 22.5b)
RoE = 5.76% (Net Income TTM 142.8m / Total Stockholder Equity 2.48b)
RoCE = 4.67% (EBIT 722.8m / Capital Employed (Equity 2.48b + L.T.Debt 13.0b))
RoIC = 2.98% (NOPAT 661.5m / Invested Capital 22.2b)
WACC = 4.52% (E(915.6m)/V(21.2b) * Re(7.81%) + D(20.3b)/V(21.2b) * Rd(4.77%) * (1-Tc(0.08)))
Discount Rate = 7.81% (= CAPM, Blume Beta Adj.)
Shares (quarterly) Correlation: 17.98 | Cagr: -10.22%
 [DCF] Fair Price = unknown (Cash Flow -9.15b)
 EPS Correlation: -12.34 | EPS CAGR: -4.14% | SUE: -0.94 | # QB: -1
Revenue Correlation: 69.19 | Revenue CAGR: 27.40% | SUE: 1.71 | # QB: 5
EPS current Quarter (2026-06-30): EPS=0.31 | Chg30d=-22.50% | Revisions=N/A | Analysts=3
EPS next Quarter (2026-09-30): EPS=0.33 | Chg30d=-17.91% | Revisions=N/A | Analysts=3
EPS current Year (2026-12-31): EPS=1.23 | Chg30d=-24.23% | Revisions=-20% | GrowthEPS=+24.2% | GrowthRev=+29.9%
EPS next Year (2027-12-31): EPS=1.59 | Chg30d=-3.86% | Revisions=-33% | GrowthEPS=+29.6% | GrowthRev=+0.9%
[Analyst] Revisions Ratio: -33%