Profitability
Weight: 20%
F
22
Scored using FFO margin — REIT-archetype substitution.
- FFO Margin 12.4%
PMT
PennyMac Mortgage Investment Trust
AlphaQuality composite grade, weighted for real estate investment trust businesses.
⚠ Negative tangible book value combined with negative free cash flow — balance sheet is impaired and operating cash generation cannot rebuild it.
Grade overrides the 30.0 pillar composite — hard gates always win.
Capital Efficiency
Weight: 15%
C
56
- 5yr Avg ROE 5.0%
- 5yr Share-Count CAGR -2.8%
Growth Quality
Weight: 15%
A+
94
Scored using FFO/share — REIT-archetype substitution.
- 5yr FFO/Share CAGR 26.0%
- Positive-FFO Years (5) 4/5
Cash Generation
Weight: 15%
F
0
Scored using AFFO dividend coverage — REIT substitution.
- AFFO Dividend Coverage 0.00x
- 5yr FCF/NI -28.96x
Balance Sheet
Weight: 25%
F
0
Scored using Debt/Assets — REIT-archetype substitution.
- Debt / Assets 89.4%
- Interest Coverage (EBIT/Int) 0.11x
Stability
Weight: 10%
D
35
- EPS Volatility (σ/μ) 0.55
- Piotroski F-Score 4
- Negative-Revenue Years (5) 3/5
Guru Flow
Curated superinvestor sentiment — not part of the AlphaQuality grade.Not enough curated-guru data to call a flow.