Build a Better Process
Stock Risk Measures for Pennymac Mortgage Investment
A quantitative factor review as of September 30, 2021.
- Company Info - Description, identity and sector data.
- Share Data - Stock earnings and key dates.
- Market Risk - Beta, size, liquidity and momentum measures.
- Financial Risk - Earnings and dividends.
Updated: October 05, 2021
See how we arrive at an overall risk score of
for PMT below.
An ad-free and cookie-free website.
PMT Risk Report
Our quantitative data points are meant to provide a high-level understanding of
factors in equity risk models for Pennymac Mortgage Investment. Portfolio managers use these
models to forecast risk, optimize portfolios and review performance.
We show how PMT stock compares to 2,000+ US-based stocks, and to
peers in the Finance and Insurance sector and Other Financial Vehicles industry.
Please do not consider this data as investment advice. Data is downloaded from
sources we deem reliable, but errors may occur.
PennyMac Mortgage Investment Trust is a mortgage real estate investment trust (REIT) that invests primarily in residential mortgage loans and mortgage-related assets. PMT is externally managed by PNMAC Capital Management, LLC, a wholly-owned subsidiary of PennyMac Financial Services, Inc.
- Symbol: PMT
- FactorPad FPID: f24zjm
- SEC CIK: 0001464423
- Share Class FIGI: BBG001T1MJR8
- Location: Westlake Village, California US
- Web: www.pennymacmortgageinvestmenttrust.com
Sector and Industry
- Sector: Finance and Insurance
- Industry: Other Financial Vehicles
- SIC Code: 6798
- Shares Outstanding: 97,872,349
Earnings and Dividends
- Trailing 12-month earnings: 2.72
- Next earnings date: 2021-11-04
- Dividend yield in last 12 months: 1.75%
- Ex-dividend date: 2021-07-14
Market Risk Measures
Many of the following risk metrics are standardized and transformed into
quantitative factors in institutional-level risk models.
Rankings below represent percentiles from 1 to 100, with 1 being the lowest
rating of risk.
Stocks with higher beta exhibit higher sensitivity to the ups and downs
in the market. (↑↑)
Beta: 0.93 |
Stocks with higher market capitalization often have lower risk. (↑↓)
Market Capitalization: $1,949,617,192 |
Higher average daily dollar volume over the past 30 days implies lower
liquidity risk. (↑↓)
Daily Dollar Volume: $14,059,394 |
Higher price momentum stocks, aka recent winners, equate to lower risk for many
Stock Price Change (1-Year): 30.91% |
Financial Risk Measures
Style risk factors often include measures of profitability and payout levels.
Companies with higher earnings generally provide lower risk. (↑↓)
Earnings Yield (E/P): 13.68% |
Companies with higher dividend yields, if sustaintable, are perceived to
have lower risk. (↑↓)
Dividend Yield (D/P): 8.78% |
PMT stock risk
PENNYMAC MORTGAGE INVESTMENT stock beta
PMT risk report
PMT risk analysis
PENNYMAC MORTGAGE INVESTMENT credit risk
PMT liquidity risk
PMT systematic risk
PMT specific risk
PENNYMAC MORTGAGE INVESTMENT volatility
PMT financial ratio
A newly-updated free resource. Connect and refer a friend today.