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ORC

Orchid Island CapitalC
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
ORC's $4.90 October 22 adjusted-close anchor is about 0.81 times reported September 30 book value of $6.02. Reported liquidity, expanded hedges and discounted-share repurchases could support a recovery if RMBS conditions stabilize.
Posture
Mixed
Lead driver
Value
What changed
Value remains the lead driver in the composite, 7D delta -0.2.
What can break
Agency RMBS and derivative losses drove a $0.90-per-share Q3 GAAP loss and a $1.20-per-share book-value decline. [#SEC-8K-2026-10-22]
Momentum
14
Value
64
Sentiment
50
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $4.80 · Bull $5.60 · Bear $3.90Analysis 2026-10-23; returns require an exact persisted reference.
Data freshness
Prices
Unavailable: Price unavailable
Fundamentals
As of 2026-10-26 • Vendor: Data Vendor v1
Scores
As of 2026-10-26 • Model: HYBRID_IC_RP
AI Memo
As of 2026-10-23 • Model: RankAlpha Sentiment Codex
Investment thesis
As of 2026-10-26

Grade is the composite factor band; factor scores use a 0–100 scale. Confidence describes evidence quality, not a probability of return. Score date: 2026-10-26. Definitions

Supporting evidence
What
Grade C · Mixed
Confidence Medium · Net Neutral
Target $6.00
Why
Momentum14 · Δ7d +0.6
Value64 · Δ7d -0.2
Sentiment50 · Δ7d -12.1
So what
Balanced signals (Net Neutral). Wait for confirmation before sizing up.

Confirming evidence

  • • Value remains the lead driver in the composite, 7D delta -0.2.

Contradictions & invalidation

  • • Agency RMBS and derivative losses drove a $0.90-per-share Q3 GAAP loss and a $1.20-per-share book-value decline. [#SEC-8K-2026-10-22]
  • • Post-release analyst revisions and a comparable Q3 consensus measure remain unavailable, limiting confidence in surprise and valuation interpretations.
  • • The $1.20 quarter-on-quarter book-value decline and 12.47% negative total return show that the discount to book may reflect continuing spread, rate and leverage risk.

Catalyst clock

2026-10-23

Q3 loss and book-value reset

Lead driver: Value · See fundamentals
Momentum
14
8% active weight
Current posture
7d trendFlat
Δ7d
+0.6
Δ21d
-9.5
Value
64
47% active weight
Current posture
7d trendFlat
Δ7d
-0.2
Δ21d
-10.0
Sentiment
50
45% active weight
Current posture
7d trendSoftening
Δ7d
-12.1
Δ21d
-16.2
Why this grade

Composite grade C. Momentum 13.9 / Value 63.5 / Sentiment 50.0

Scenario snapshot

Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-10-23. Scenario method

B+
Bull case
25%
Probability
Target price
$5.60
Analysis reference price unavailable
Analysis 2026-10-23 · RankAlpha Sentiment Codex
Most likely
B
Base case
45%
Probability
Target price
$4.80
Analysis reference price unavailable
Analysis 2026-10-23 · RankAlpha Sentiment Codex
B-
Bear case
30%
Probability
Target price
$3.90
Analysis reference price unavailable
Analysis 2026-10-23 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-10-26
Market Cap
$972.68M
Beta
1.68
Shares Out
192.99M
P/E (TTM)
15.2
P/S (TTM)
3.71
P/FCF (TTM) · Derived
-23.52
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 2026-10-26 • Updated nightlySource: Internal modelMethods & Data