Chimera Investment Stock Market Value
| CIM Stock | USD 11.63 0.29 2.43% |
| Symbol | Chimera |
Chimera Investment Price To Book Ratio
Is Mortgage Real Estate Investment Trusts (REITs) space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Chimera Investment. If investors know Chimera will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Chimera Investment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.682 | Dividend Share 1.74 | Earnings Share 1.53 | Revenue Per Share 3.76 | Quarterly Revenue Growth 0.766 |
The market value of Chimera Investment is measured differently than its book value, which is the value of Chimera that is recorded on the company's balance sheet. Investors also form their own opinion of Chimera Investment's value that differs from its market value or its book value, called intrinsic value, which is Chimera Investment's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Chimera Investment's market value can be influenced by many factors that don't directly affect Chimera Investment's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Chimera Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chimera Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chimera Investment's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Chimera Investment 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Chimera Investment's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Chimera Investment.
| 05/10/2024 |
| 06/09/2024 |
If you would invest 0.00 in Chimera Investment on May 10, 2024 and sell it all today you would earn a total of 0.00 from holding Chimera Investment or generate 0.0% return on investment in Chimera Investment over 30 days. Chimera Investment is related to or competes with Ellington Residential, Ellington Financial, Cherry Hill, Two Harbors, Ready Capital, and Invesco Mortgage. Chimera Investment Corporation operates as a real estate investment trust in the United States More
Chimera Investment Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Chimera Investment's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Chimera Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 21.95 | |||
| Value At Risk | (3.96) | |||
| Potential Upside | 2.75 |
Chimera Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Chimera Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Chimera Investment's standard deviation. In reality, there are many statistical measures that can use Chimera Investment historical prices to predict the future Chimera Investment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Chimera Investment's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Chimera Investment Backtested Returns
Chimera Investment secures Sharpe Ratio (or Efficiency) of -0.0594, which signifies that the company had a -0.0594% return per unit of risk over the last 3 months. Chimera Investment exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Chimera Investment's Standard Deviation of 2.71, risk adjusted performance of (0.02), and Mean Deviation of 1.82 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.54, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Chimera Investment will likely underperform. At this point, Chimera Investment has a negative expected return of -0.16%. Please make sure to confirm Chimera Investment's skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Chimera Investment performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Chimera Investment has modest predictability. Overlapping area represents the amount of predictability between Chimera Investment time series from 10th of May 2024 to 25th of May 2024 and 25th of May 2024 to 9th of June 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Chimera Investment price movement. The serial correlation of 0.5 indicates that about 50.0% of current Chimera Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Chimera Investment lagged returns against current returns
Autocorrelation, which is Chimera Investment stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Chimera Investment's stock expected returns. We can calculate the autocorrelation of Chimera Investment returns to help us make a trade decision. For example, suppose you find that Chimera Investment has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Chimera Investment regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Chimera Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Chimera Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Chimera Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Chimera Investment Lagged Returns
When evaluating Chimera Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Chimera Investment stock have on its future price. Chimera Investment autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Chimera Investment autocorrelation shows the relationship between Chimera Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Chimera Investment.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Chimera Stock
When determining whether Chimera Investment offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Chimera Investment's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Chimera Investment Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Chimera Investment Stock:Check out Chimera Investment Correlation, Chimera Investment Volatility and Chimera Investment Alpha and Beta module to complement your research on Chimera Investment. To learn how to invest in Chimera Stock, please use our How to Invest in Chimera Investment guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Chimera Investment technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.