Profitability
Weight: 20%
F
13
Scored using FFO margin — REIT-archetype substitution.
- FFO Margin 7.3%
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 28.5 pillar composite — hard gates always win.
Capital Efficiency
Weight: 15%
C
54
- 5yr Avg ROE 4.8%
- 5yr Share-Count CAGR -2.6%
Growth Quality
Weight: 15%
A+
94
Scored using FFO/share — REIT-archetype substitution.
- 5yr FFO/Share CAGR 22.8%
- Positive-FFO Years (5) 4/5
Cash Generation
Weight: 15%
F
0
Scored using AFFO dividend coverage — REIT substitution.
- AFFO Dividend Coverage -39.81x
- 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
- Negative-Revenue Years (5) 3/5
- Piotroski F-Score 4
Guru Flow
Curated superinvestor sentiment — not part of the AlphaQuality grade.1 of 1 gurus held; 1 trimmed; 1 full exit.
- Holders
- 1
- Avg Δ position
- -52.5%
- New buys
- 0
- Full exits
- 1