TWO Stock Analysis: Two Harbors Investments | NYSE

REIT - Mortgage | NYSE, USA | Market Cap: 1.263m USD | 12M Return: 40% | US90187B8046 | Charts, Fundamentals & Technical Analysis

Mortgage Servicing, Mortgage Securities, Mortgage Finance, Asset Management
Total Rating 45
Safety 50
Buy Signal 0.41
REIT - Mortgage
Industry Rotation: +1.5
Market Cap: 1.26B
Avg Turnover: 33.4M
Risk 3d forecast
Volatility8.22%
VaR 5th Pctl1.38%
VaR vs Median1.80%
Reward TTM
Sharpe Ratio0.96
Rel. Str. IBD69.3
Rel. Str. Peer Group88.1
Character TTM
Beta0.484
Beta Downside0.557
Hurst Exponent0.563
Drawdowns 3y
Max DD36.81%
CAGR/Max DD0.28
CAGR/Mean DD0.89
EPS (Earnings per Share) EPS (Earnings per Share) of TWO over the last years for every Quarter: "2021-06": 0.76, "2021-09": 0.96, "2021-12": 0.88, "2022-03": 0.72, "2022-06": 0.88, "2022-09": 0.64, "2022-12": 0.26, "2023-03": 0.09, "2023-06": -0.04, "2023-09": -0.01, "2023-12": -0.11, "2024-03": 0.05, "2024-06": 0.17, "2024-09": 0.13, "2024-12": 0.2, "2025-03": 0.24, "2025-06": 0.28, "2025-09": 0.36, "2025-12": -0.02, "2026-03": 0.34, "2026-06": 0.27,
Last SUE: 0.65
Qual. Beats: 0
Revenue Revenue of TWO over the last years for every Quarter: 2021-06: 41.027, 2021-09: 18.869, 2021-12: 151.062, 2022-03: -146.479, 2022-06: 53.327, 2022-09: 192.051, 2022-12: -33.808, 2023-03: 14.32, 2023-06: 278.5, 2023-09: 342.451, 2023-12: 24.557, 2024-03: 292.021, 2024-06: 208.809, 2024-09: 126.483, 2024-12: 219.448, 2025-03: 211.992, 2025-06: 119.383, 2025-09: 247.571, 2025-12: 179.374, 2026-03: 218.793, 2026-06: 212.606,
Rev. CAGR: 4.81%
Rev. Trend: 31.2%
Last SUE: 0.72
Qual. Beats: 0

Warnings

No concerns identified

Tailwinds

Idiosyncratic Leader

Seasonality 10.5 years of data

Jan -0.5% 0
Feb -2.5% 14
Mar +2.4% 15
Apr +1.0% 12
May -4.1% 12
Jun +2.3% 26
Jul +2.5% 9
Aug +0.6% 8
Sep -3.2% 58
Oct -2.1% 21
Nov +1.2% 23
Dec -0.2% 8

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: TWO Two Harbors Investments

Two Harbors Investment Corp. (NYSE: TWO) is a mortgage-focused real estate investment trust (REIT) that invests in, finances, and manages mortgage servicing rights (MSRs), agency residential mortgage-backed securities (RMBS), and other financial assets in the United States. Its target assets include agency RMBS backed by fixed rate, adjustable rate, and hybrid mortgage loans, as well as non-agency securities and other mortgage-related assets. The company operates RoundPoint, a subsidiary involved in servicing mortgage loans, allowing Two Harbors to capture value across both the servicing and securitization components of the mortgage market. As a mortgage REIT, Two Harbors is required to distribute the majority of its taxable income to shareholders in order to maintain its federal income tax qualification.

Founded in 2009 and headquartered in Saint Louis Park, Minnesota, Two Harbors conducts its business primarily in agency RMBS, which are securities issued or guaranteed by U.S. government-sponsored enterprises such as Fannie Mae and Freddie Mac. The company also engages in non-hedging transactions related to financial and mortgage-related assets, giving it flexibility across different segments of the U.S. residential mortgage market.

Headlines to Watch Out For
  • Mortgage rate volatility drives MSR valuations and hedging costs
  • RMBS spreads and Fed policy compress net interest margins
  • RoundPoint origination volumes track mortgage application trends
Piotroski VR-10 (Strict) 1.0
Net Income: -21.7m TTM > 0 and > 6% of Revenue
FCF/TA: 0.01 > 0.02 and ΔFCF/TA 0.41 > 1.0
NWC/Revenue: -536.0% < 20% (prev -1.43k%; Δ 894.9% < -1%)
CFO/TA 0.01 > 3% & CFO 127.2m > Net Income -21.7m
Net Debt (884.2m) to EBITDA (427.4m): 2.07 < 3
Current Ratio: 0.18 > 1.5 & < 3
Outstanding Shares: last quarter (107.3m) vs 12m ago 3.13% < -2%
Gross Margin: 78.00% > 18% (prev 104.1%; Δ -26.06% > 0.5%)
Asset Turnover: 7.88% > 50% (prev 5.23%; Δ 2.65% > 0%)
Interest Coverage Ratio: 1.05 > 6 (EBIT TTM 427.4m / Interest Expense TTM 407.2m)
Altman Z'' -4.65
A: -0.52 (Total Current Assets 1.04b - Total Current Liabilities 5.64b) / Total Assets 8.83b
B: -0.54 (Retained Earnings -4.77b / Total Assets 8.83b)
C: 0.04 (EBIT TTM 427.4m / Avg Total Assets 10.9b)
D: 0.25 (Book Value of Equity 1.74b / Total Liabilities 7.09b)
Altman-Z'' = -4.65 = D
What is the price of TWO shares?

As of August 27, 2026, the stock is trading at USD 12.18 with a total of 19,390,300 shares traded. Over the past week, the price has changed by +1.42%, over one month by +0.50%, over three months by -0.12% and over the past year by +40.04%.

Current recommended Stop Loss: 12.00 (which is 1.5% or 3.6 ATR below the current price).

Is TWO a buy, sell or hold?

Two Harbors Investments has received a consensus analysts rating of 3.80. Therefore, it is recommended to hold TWO.

  • StrongBuy: 3
  • Buy: 2
  • Hold: 5
  • Sell: 0
  • StrongSell: 0

What are the forecasts/targets for the TWO price?
Analysts Target Price 11.9 -2.2%
Two Harbors Investments (TWO) - Fundamental Data Overview as of 21 August 2026
Market Cap USD = 1.26b (1.26b USD * 1.0 USD.USD)
P/E Forward = 10.6157
P/S = 1.9723
P/B = 1.1025
P/EG = 2.7643
Revenue TTM = 858.3m USD
EBIT TTM = 427.4m USD
EBITDA TTM = 427.4m USD
Long Term Debt = 111.3m USD (from longTermDebt, last quarter)
Short Term Debt = 6.51b USD (from shortTermDebt, last quarter)
Debt = 6.62b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 884.2m USD (calculated: Debt 6.62b - CCE 5.73b)
Enterprise Value = 2.15b USD (1.26b + Debt 6.62b - CCE 5.73b)
Interest Coverage Ratio = 1.05 (Ebit TTM 427.4m / Interest Expense TTM 407.2m)
EV/FCF = 18.93x (Enterprise Value 2.15b / FCF TTM 113.4m)
FCF Yield = 5.28% (FCF TTM 113.4m / Enterprise Value 2.15b)
FCF Margin = 13.21% (FCF TTM 113.4m / Revenue TTM 858.3m)
Net Margin = -2.53% (Net Income TTM -21.7m / Revenue TTM 858.3m)
Gross Margin = 78.00% ((Revenue TTM 858.3m - Cost of Revenue TTM 188.8m) / Revenue TTM)
Gross Margin QoQ = 56.37% (prev 55.66%)
Tobins Q-Ratio = 0.24 (Enterprise Value 2.15b / Total Assets 8.83b)
Interest Expense / Debt = 6.15% (Interest Expense 407.2m / Debt 6.62b)
Taxrate = 8.73% (5.95m / 68.2m)
NOPAT = 390.1m (EBIT 427.4m * (1 - 8.73%))
Current Ratio = 0.18 (Total Current Assets 1.04b / Total Current Liabilities 5.64b)
Debt / Equity = 3.79 (Debt 6.62b / totalStockholderEquity, last quarter 1.74b)
Debt / EBITDA = 2.07 (Net Debt 884.2m / EBITDA 427.4m)
Debt / FCF = 7.80 (Net Debt 884.2m / FCF TTM 113.4m)
Total Stockholder Equity = 1.76b (last 4 quarters mean from totalStockholderEquity)
RoA = -0.20% (Net Income -21.7m / Total Assets 8.83b)
RoE = -1.23% (Net Income TTM -21.7m / Total Stockholder Equity 1.76b)
RoCE = 22.85% (EBIT 427.4m / Capital Employed (Equity 1.76b + L.T.Debt 111.3m))
RoIC = 4.04% (NOPAT 390.1m / Invested Capital 9.65b)
WACC = 5.95% (E(1.26b)/V(7.88b) * Re(7.69%) + D(6.62b)/V(7.88b) * Rd(6.15%) * (1-Tc(0.09)))
Discount Rate = 7.69% (= CAPM, Blume Beta Adj.)
Shares (quarterly) Correlation: -20.47 | Cagr: -2.25%
[DCF] Terminal Value 75.44% ; FCFF base≈113.4m ; Y1≈113.9m ; Y5≈120.6m
[DCF] Fair Price = 9.43 (EV 1.88b - Net Debt 884.2m = Equity 991.1m / Shares 105.1m; r=8.35% [WACC [floored]]; 5y FCF grow -0.02% → 2.50% )
EPS Correlation: N/A | EPS CAGR: N/A | SUE: 0.65 | # QB: 0
Revenue Correlation: 31.22 | Revenue CAGR: 4.81% | SUE: 0.72 | # QB: 0
EPS current Quarter (2026-09-30): EPS=0.30 | Chg30d=-3.65% | Revisions=+0% | Analysts=5
EPS current Year (2026-12-31): EPS=1.20 | Chg30d=-5.82% | Revisions=+0% | GrowthEPS=+5.1% | GrowthRev=+72.0%
EPS next Year (2027-12-31): EPS=1.18 | Chg30d=+1.61% | Revisions=+40% | GrowthEPS=-1.7% | GrowthRev=+103.2%
[Analyst] Revisions Ratio: +40% (up=2, down=0)