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CHMI

Cherry Hill Mortgage InvestmentC
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
The merger agreement creates the clearest near-term upside anchor, while the reported $3.16 book value per share and ongoing $0.10 dividend provide support relative to the $2.89 anchor price. The stated transaction premium is the primary bullish driver.
Posture
Mixed
Lead driver
Sentiment
What changed
Sentiment remains the lead driver in the composite.
What can break
Merger closing terms, timing, and conditions are not detailed in the supplied evidence.
Momentum
78
Value
40
Sentiment
66
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $3.10 · Bull $3.55 · Bear $2.45Analysis 2026-08-13; returns require an exact persisted reference.
Data freshness
Prices
Unavailable: Price unavailable
Fundamentals
As of 2026-08-17 • Vendor: Data Vendor v1
Scores
As of 2026-09-10 • Model: HYBRID_IC_RP
AI Memo
As of 2026-08-13 • Model: RankAlpha Sentiment Codex
Investment thesis
As of 2026-09-10

Grade is the composite factor band; factor scores use a 0–100 scale. Confidence describes evidence quality, not a probability of return. Score date: 2026-09-10. Definitions

Supporting evidence
What
Grade C · Mixed
Confidence Medium · Net Neutral
Target $3.10
Why
Momentum78 · Δ7d -
Value40 · Δ7d -0.1
Sentiment66 · Δ7d -
So what
Balanced signals (Net Neutral). Wait for confirmation before sizing up.

Confirming evidence

  • • Sentiment remains the lead driver in the composite.

Contradictions & invalidation

  • • Merger closing terms, timing, and conditions are not detailed in the supplied evidence.
  • • No reliable post-earnings analyst revisions, target changes, or market-reaction attribution are available.
  • • The transaction remains pending, forward commentary is limited because no call was held, and Q2 GAAP earnings reflected substantial derivative, RMBS, servicing-related asset, and credit-loss volatility.

Catalyst clock

2026-11-11

Definitive merger agreement provides a near-term valuation anchor

Lead driver: Sentiment · See AI snapshot
Momentum
78
9% active weight
Current posture
7d trendTrend unavailable
Trend unavailable
Δ7d
-
Δ21d
-
Value
40
28% active weight
Current posture
7d trendFlat
Δ7d
-0.1
Δ21d
-0.1
Sentiment
66
62% active weight
Current posture
7d trendTrend unavailable
Trend unavailable
Δ7d
-
Δ21d
-
Why this grade

Composite grade C. Momentum 77.9 / Value 40.0 / Sentiment 66.4

Scenario snapshot

Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-08-13. Scenario method

B+
Bull case
25%
Probability
Target price
$3.55
Analysis reference price unavailable
Analysis 2026-08-13 · RankAlpha Sentiment Codex
Most likely
B
Base case
50%
Probability
Target price
$3.10
Analysis reference price unavailable
Analysis 2026-08-13 · RankAlpha Sentiment Codex
B-
Bear case
25%
Probability
Target price
$2.45
Analysis reference price unavailable
Analysis 2026-08-13 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-08-17
Market Cap
$107.89M
Beta
1.12
Shares Out
36.95M
P/E (TTM)
135.1
P/S (TTM)
1.04
P/FCF (TTM) · Derived
-33.80
Rev YoY
-7.8%
EPS YoY
-229.1%
Gross Margin
+90.8%
Op Margin
+66.6%
Net Debt
$1.22B
Current Ratio
0.10
As of 2026-09-10 • Updated nightlySource: Internal modelMethods & Data