B+
Bull case
25%
Probability
Target price
$12.40
Analysis reference price unavailable
Analysis 2026-08-03 · RankAlpha Sentiment Codex
PMT
PennyMac Mortgage Investment TrustBNYSE / Financial Services
Last Price
Quote time unavailable
Current thesis
The Q2 print showed sequential improvement in EPS and ROE, while the MSR sale and private-label securitization strategy could improve capital efficiency and earnings power. The reported median analyst target of $11.0417 implies meaningful upside from the $9.43 anchor, but the analyst count is unavailable.
Posture
Constructive
Lead driver
Sentiment
What changed
Sentiment remains the lead driver in the composite, 7D delta +1.6.
What can break
Analyst target revisions, consensus surprise data, and post-release price-reaction attribution are unavailable.
Momentum
19
Value
60
Sentiment
72
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $11.00 · Bull $12.40 · Bear $8.00Analysis 2026-08-03; 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 2026-08-03 • Model: RankAlpha Sentiment Codex
Investment thesisAs of 2026-09-09
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 $10.67
Why
Momentum19 · Δ7d +2.2
Value60 · Δ7d +0.0
Sentiment72 · Δ7d +1.6
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 +1.6.
Contradictions & invalidation
- • Analyst target revisions, consensus surprise data, and post-release price-reaction attribution are unavailable.
- • Higher short-term rates could raise financing costs for fixed-rate assets and subordinate bonds.
- • The pivot reduces some agency production and remains exposed to financing costs, market-driven valuation changes, securitization execution, and mortgage-credit conditions.
Catalyst clock
2026-08-14
Post-earnings digestion remains mixed
Lead driver: Sentiment · See AI snapshot
Momentum
19
9% active weight
Current posture
7d trendImproving
Δ7d
+2.2
Δ21d
+0.9
Value
60
28% active weight
Current posture
7d trendFlat
Δ7d
+0.0
Δ21d
+0.1
Sentiment
72
62% active weight
Current posture
7d trendImproving
Δ7d
+1.6
Δ21d
-0.7
Why this grade
Composite grade B. Momentum 18.6 / Value 60.1 / Sentiment 72.2
Scenario snapshot
Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-08-03. Scenario method
Most likely
B
Base case
50%
Probability
Target price
$11.00
Analysis reference price unavailable
Analysis 2026-08-03 · RankAlpha Sentiment Codex
B-
Bear case
25%
Probability
Target price
$8.00
Analysis reference price unavailable
Analysis 2026-08-03 · RankAlpha Sentiment Codex
Fundamentals (TTM)As of 2026-08-17
Fundamentals (TTM)
As of 2026-08-17
Market Cap
$838.89M
Beta
1.26
Shares Out
87.2M
P/E (TTM)
13.9
P/S (TTM)
0.98
P/FCF (TTM) · Derived
-0.08
Rev YoY
+17.3%
EPS YoY
-756.3%
Gross Margin
+92.5%
Op Margin
+81.9%
Net Debt
$18.63B
Current Ratio
0.04
As of 2026-09-09 • Updated nightlySource: Internal modelMethods & Data