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EFC

Ellington FinancialB
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
Q2 results strengthened the constructive thesis: $0.60 ADE per share, $13.61 book value, a 20% first-half annualized economic return, dividend coverage, strong credit performance, and continued securitization and Longbridge execution.
Posture
Constructive
Lead driver
Sentiment
What changed
Sentiment remains the lead driver in the composite, 7D delta +5.6.
What can break
Credit performance or mortgage-market spreads could reverse and reduce book value or distributable earnings.
Momentum
39
Value
59
Sentiment
70
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $14.80 · Bull $16.00 · Bear $12.00Analysis 2026-08-08; 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 2026-09-09 • Model: HYBRID_IC_RP
AI Memo
As of 2026-08-08 • Model: RankAlpha Sentiment Codex
Investment thesis
As of 2026-09-09

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

Supporting evidence
What
Grade B · Constructive
Confidence Medium · Net Neutral
Target $14.86
Why
Momentum39 · Δ7d +3.1
Value59 · Δ7d -9.8
Sentiment70 · Δ7d +5.6
So what
Strength-led posture (Net Neutral). Favor watchlist adds and disciplined entries.

Confirming evidence

  • • Sentiment remains the lead driver in the composite, 7D delta +5.6.

Contradictions & invalidation

  • • Credit performance or mortgage-market spreads could reverse and reduce book value or distributable earnings.
  • • Dividend coverage could narrow if securitization execution, Longbridge performance, loan originations, or portfolio yields weaken.
  • • The model remains exposed to mortgage-credit losses, spread and rate volatility, repo refinancing, leverage, and execution risk.

Catalyst clock

2026-08-06

Q2 ADE beat the pre-print consensus context while book value held

Lead driver: Sentiment · See AI snapshot
Momentum
39
9% active weight
Current posture
7d trendImproving
Δ7d
+3.1
Δ21d
-1.4
Value
59
28% active weight
Current posture
7d trendSoftening
Δ7d
-9.8
Δ21d
+0.1
Sentiment
70
62% active weight
Current posture
7d trendImproving
Δ7d
+5.6
Δ21d
+4.3
Why this grade

Composite grade B. Momentum 38.9 / Value 59.0 / Sentiment 70.1

Scenario snapshot

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

B+
Bull case
25%
Probability
Target price
$16.00
Analysis reference price unavailable
Analysis 2026-08-08 · RankAlpha Sentiment Codex
Most likely
B
Base case
55%
Probability
Target price
$14.80
Analysis reference price unavailable
Analysis 2026-08-08 · RankAlpha Sentiment Codex
B-
Bear case
20%
Probability
Target price
$12.00
Analysis reference price unavailable
Analysis 2026-08-08 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-08-17
Market Cap
$1.75B
Beta
0.95
Shares Out
128.89M
P/E (TTM)
10.2
P/S (TTM)
3.13
P/FCF (TTM) · Derived
2.08
Rev YoY
+31.7%
EPS YoY
-2.1%
Gross Margin
+82.5%
Op Margin
+81.2%
Net Debt
$16.63B
Current Ratio
0.21
As of 2026-09-09 • Updated nightlySource: Internal modelMethods & Data