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CIM

Chimera InvestmentB
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
Sustained $0.45 dividend coverage and profitable HomeXpress securitization could narrow the discount to June 30 GAAP book value of $17.75 per share [#SEC-8K-2026-08-05][#PR-EARNINGS-2026-09-17].
Posture
Constructive
Lead driver
Value
What changed
Value remains the lead driver in the composite, 7D delta +0.1.
What can break
Credit deterioration, refinancing costs, leverage, and liquidity could weaken distributable earnings.
Momentum
11
Value
63
Sentiment
65
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $10.00 · Bull $13.00 · Bear $7.50Analysis 2026-09-25; returns require an exact persisted reference.
Data freshness
Prices
Unavailable: Price unavailable
Fundamentals
As of 2026-10-23 • Vendor: Data Vendor v1
Scores
As of 2026-10-23 • Model: HYBRID_IC_RP
AI Memo
As of 2026-09-25 • Model: RankAlpha Sentiment Codex
Investment thesis
As of 2026-10-23

Grade is the composite factor band; factor scores use a 0–100 scale. Confidence describes evidence quality, not a probability of return. Score date: 2026-10-23. Definitions

Supporting evidence
What
Grade B · Constructive
Confidence Medium · Net Neutral
Target $13.00
Why
Momentum11 · Δ7d -3.0
Value63 · Δ7d +0.1
Sentiment65 · Δ7d -0.4
So what
Strength-led posture (Net Neutral). Favor watchlist adds and disciplined entries.

Confirming evidence

  • • Value remains the lead driver in the composite, 7D delta +0.1.

Contradictions & invalidation

  • • Credit deterioration, refinancing costs, leverage, and liquidity could weaken distributable earnings.
  • • EAD covered the second-quarter dividend by only $0.01 per share [#SEC-8K-2026-08-05].
  • • The second-quarter $0.01 per-share EAD cushion is thin, GAAP results were a loss, and book value declined.

Catalyst clock

2026-10-30

Third-quarter dividend record date and payment

Lead driver: Value · See fundamentals
Momentum
11
8% active weight
Current posture
7d trendSoftening
Δ7d
-3.0
Δ21d
-12.9
Value
63
47% active weight
Current posture
7d trendFlat
Δ7d
+0.1
Δ21d
-9.4
Sentiment
65
45% active weight
Current posture
7d trendFlat
Δ7d
-0.4
Δ21d
+3.9
Why this grade

Composite grade B. Momentum 10.8 / Value 63.2 / Sentiment 65.2

Scenario snapshot

Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-09-25. Scenario method

B+
Bull case
20%
Probability
Target price
$13.00
Analysis reference price unavailable
Analysis 2026-09-25 · RankAlpha Sentiment Codex
Most likely
B
Base case
45%
Probability
Target price
$10.00
Analysis reference price unavailable
Analysis 2026-09-25 · RankAlpha Sentiment Codex
B-
Bear case
35%
Probability
Target price
$7.50
Analysis reference price unavailable
Analysis 2026-09-25 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-10-23
Market Cap
$704.85M
Beta
1.91
Shares Out
83.71M
P/E (TTM)
9.6
P/S (TTM)
1.33
P/FCF (TTM) · Derived
-1.15
Rev YoY
+28.3%
EPS YoY
-128.2%
Gross Margin
+94.0%
Op Margin
+70.2%
Net Debt
$12.79B
Current Ratio
0.06
As of 2026-10-23 • Updated nightlySource: Internal modelMethods & Data