B+
Bull case
20%
Probability
Target price
$10.50
Analysis reference price unavailable
Analysis 2026-09-29 · RankAlpha Sentiment Codex
PMT
PennyMac Mortgage Investment TrustBNYSE / Financial Services
Last Price
Quote time unavailable
Current thesis
Reinvestment after the MSR sale could lift earnings power if PMT sustains private-label securitization volumes and earns the returns management anticipates. The Q2 release reported $120 million of new subordinate-bond investments.
Posture
Constructive
Lead driver
Value
What changed
Next scheduled catalyst: earnings 2026-10-29 · AMC.
What can break
Higher financing costs, interest-rate moves, prepayments, hedging results and credit losses can pressure earnings or book value. [#SEC-8K-2026-07-29]
Momentum
12
Value
61
Sentiment
64
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $8.10 · Bull $10.50 · Bear $5.80Analysis 2026-09-29; returns require an exact persisted reference.
Earnings
2026-10-29 · AMC
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 2026-09-29 • Model: RankAlpha Sentiment Codex
Investment thesisAs of 2026-10-23
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 $10.61
Why
Momentum12 · Δ7d -0.5
Value61 · Δ7d -0.2
Sentiment64 · Δ7d -1.1
So what
Strength-led posture (Net Neutral). Favor watchlist adds and disciplined entries.
Confirming evidence
- • Next scheduled catalyst: earnings 2026-10-29 · AMC.
- • Value remains the lead driver in the composite, 7D delta -0.2.
Contradictions & invalidation
- • Higher financing costs, interest-rate moves, prepayments, hedging results and credit losses can pressure earnings or book value. [#SEC-8K-2026-07-29]
- • PMT's external management and reliance on PennyMac affiliates create execution and potential conflict risks. Company results
- • Q2 common EPS of $0.23 remained below the $0.40 quarterly dividend, net investment income fell to $73 million from $82 million in Q1, and book value slipped to $14.83 from $14.98.
Catalyst clock
2026-10-29 · AMC
Declared common dividend payment
Lead driver: Value · See fundamentals
Momentum
12
8% active weight
Current posture
7d trendFlat
Δ7d
-0.5
Δ21d
-9.8
Value
61
47% active weight
Current posture
7d trendFlat
Δ7d
-0.2
Δ21d
+0.6
Sentiment
64
45% active weight
Current posture
7d trendSoftening
Δ7d
-1.1
Δ21d
+2.4
Why this grade
Composite grade B. Momentum 12.3 / Value 61.5 / Sentiment 64.1
Scenario snapshot
Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-09-29. Scenario method
Most likely
B
Base case
55%
Probability
Target price
$8.10
Analysis reference price unavailable
Analysis 2026-09-29 · RankAlpha Sentiment Codex
B-
Bear case
25%
Probability
Target price
$5.80
Analysis reference price unavailable
Analysis 2026-09-29 · RankAlpha Sentiment Codex
Fundamentals (TTM)As of 2026-10-23
Fundamentals (TTM)
As of 2026-10-23
Market Cap
$613.9M
Beta
1.26
Shares Out
87.2M
P/E (TTM)
13.9
P/S (TTM)
0.98
P/FCF (TTM) · Derived
-0.06
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 2026-10-23 • Updated nightlySource: Internal modelMethods & Data