CIM Chimera Investment Corporation
$12.96
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Strong · Conviction

Undervalued

Trading 72.1% below fair value

You pay $12.96
Bear $38.58
Fair $46.47
Bull $54.37
Bear $38.58 +197.7% $2.84 FFO × 18x
Fair $46.47 +258.6% $2.84 FFO × 22x
Bull $54.37 +319.5% $2.84 FFO × 26x

Key Value Driver

FFO/share ($2.84) × default P/FFO multiple

Implied Market Multiple 4.6x

Summary

Our base-case estimate uses P/FFO × Default REIT Multiple. We then blend that result with the average analyst price target of $10.75 from 16 analysts, using a 25% weight on analyst consensus. That produces an estimated intrinsic value of $46.47 per share.

Warnings

Standard profit figures are misleading for real estate companies — large non-cash accounting charges make profits look artificially low. Dividend yield and funds from operations are better measures.
Dividend yield of 12.7% is unusually high — make sure the company generates enough cash to keep paying it.
Wall Street's average price target is $10.75 (from 16 analysts). Our estimate is 443% above the consensus -- consider that gap carefully.

Key Risks

  • P/E and EV/EBITDA are structurally wrong for REITs — use P/FFO and NAV
  • Interest rate sensitivity: REIT multiples compress when rates rise
  • FFO approximation (NI + D&A) may include gains on property sales — verify