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ORC

Orchid Island CapitalC
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
Q1 operating data were constructive on carry: portfolio interest income increased, average Agency RMBS balances grew, the yield on average Agency RMBS rose to 5.75% from 5.57%, and liquidity remained high at $759.0 million. If mortgage spreads stabilize, that could support dividend capacity and a steadier book-value path, but the packet does not provide a primary-source forward catalyst proving that stabilization.
Posture
Mixed
Lead driver
Sentiment
What changed
Sentiment remains the lead driver in the composite, 7D delta +5.8.
What can break
Book value can keep eroding if mortgage spreads widen or hedges lag the move.
Momentum
43
Value
63
Sentiment
61
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $6.25 · Bull $7.45 · Bear $5.85Analysis 2026-06-02; 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 2026-06-02 • 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 C · Mixed
Confidence Medium · Net Neutral
Target $7.50
Why
Momentum43 · Δ7d -3.4
Value63 · Δ7d -10.0
Sentiment61 · Δ7d +5.8
So what
Balanced signals (Net Neutral). Wait for confirmation before sizing up.

Confirming evidence

  • • Sentiment remains the lead driver in the composite, 7D delta +5.8.

Contradictions & invalidation

  • • Book value can keep eroding if mortgage spreads widen or hedges lag the move.
  • • Leverage, repo funding levels and spreads, prepayment speeds, and Agency RMBS supply-demand conditions can compress returns quickly.
  • • The same quarter still produced a -1.3% economic return and book-value pressure from widening mortgages, which matters more for ORC than headline income.

Catalyst clock

2026-04-23

Q1 2026 update showed better carry but weaker book-value economics

Lead driver: Sentiment · See AI snapshot
Momentum
43
9% active weight
Current posture
7d trendImproving
Δ7d
-3.4
Δ21d
+12.7
Value
63
28% active weight
Current posture
7d trendSoftening
Δ7d
-10.0
Δ21d
-0.0
Sentiment
61
62% active weight
Current posture
7d trendImproving
Δ7d
+5.8
Δ21d
+4.5
Why this grade

Composite grade C. Momentum 42.9 / Value 63.4 / Sentiment 61.1

Scenario snapshot

Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-06-02. Scenario method

B+
Bull case
20%
Probability
Target price
$7.45
Analysis reference price unavailable
Analysis 2026-06-02 · RankAlpha Sentiment Codex
Most likely
B
Base case
42%
Probability
Target price
$6.25
Analysis reference price unavailable
Analysis 2026-06-02 · RankAlpha Sentiment Codex
B-
Bear case
38%
Probability
Target price
$5.85
Analysis reference price unavailable
Analysis 2026-06-02 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-08-17
Market Cap
$1.33B
Beta
1.68
Shares Out
199.6M
P/E (TTM)
15.2
P/S (TTM)
3.71
P/FCF (TTM) · Derived
-31.12
Rev YoY
+95.8%
EPS YoY
-251.3%
Gross Margin
+97.0%
Op Margin
+110.3%
Net Debt
$9.38B
Current Ratio
0.09
As of 2026-09-09 • Updated nightlySource: Internal modelMethods & Data