PennyMac Mortgage Investment Trust logo PMT - PennyMac Mortgage Investment Trust

Price: -- -- | CONSENSUS: Hold DETAILS
STRONG
BUY 0
BUY 12
HOLD 14
SELL 0
STRONG
SELL 0
| PRICE TARGET: $10.50 DETAILS
HIGH: $12.00
LOW: $10.00
MEDIAN: $10.00
CONSENSUS: $10.50
UPSIDE: 12.30%
AlphaQuality

AlphaQuality

Quantitative six-pillar business-quality grade

Real Estate Investment Trust

AlphaQuality — archetype-weighted quantitative grade

F 28.5 / 100 pillar composite

Composite Grade

Composite of six pillars weighted for real estate investment trust businesses. Purely quantitative — the six pillars score only reported financials, no analyst input.

⚠ 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 because hard gates always win. Use the pillar breakdown below to see where the underlying numbers sit.

Profitability

Weight: 20%
F 12.8

Scored using FFO margin — REIT-archetype substitution.

  • FFO Margin 7.3% 13/100
Contributes 2.6 pts toward composite.

Capital Efficiency

Weight: 15%
C 54.3
  • 5yr Avg ROE 4.8% 34/100
  • 5yr Share-Count CAGR -2.6% 92/100
Contributes 8.2 pts toward composite.

Growth Quality

Weight: 15%
A+ 94.0

Scored using FFO/share — REIT-archetype substitution.

  • 5yr FFO/Share CAGR 22.8% 100/100
  • Positive-FFO Years (5) 4/5 80/100
Contributes 14.1 pts toward composite.

Cash Generation

Weight: 15%
F 0.0

Scored using AFFO dividend coverage — REIT substitution.

  • AFFO Dividend Coverage -39.81x 0/100
  • 5yr FCF/NI -28.96x 0/100
Contributes 0.0 pts toward composite.

Balance Sheet

Weight: 25%
F 0.5

Scored using Debt/Assets — REIT-archetype substitution.

  • Debt / Assets 89.4% 0/100
  • Interest Coverage (EBIT/Int) 0.11x 1/100
Contributes 0.1 pts toward composite.

Stability

Weight: 10%
D 35.0
  • EPS Volatility (σ/μ) 0.55 26/100
  • Negative-Revenue Years (5) 3/5 40/100
  • Piotroski F-Score 4 44/100
Contributes 3.5 pts toward composite.

Guru Flow

Curated superinvestor sentiment — not part of the AlphaQuality grade.
Dumping

1 of 1 gurus held; 1 trimmed; 1 full exit.

Holders
1
Avg Δ position
-52.5%
New buys
0
Full exits
1
As of Q2 2026
How this is calculated

AlphaQuality grades six pillars from 0-100 and weights each by archetype:

  • Profitability (20%) — FFO Margin
  • Capital Efficiency (15%) — 5yr Avg ROE, 5yr Share-Count CAGR
  • Growth Quality (15%) — 5yr FFO/Share CAGR, Positive-FFO Years (5)
  • Cash Generation (15%) — AFFO Dividend Coverage, 5yr FCF/NI
  • Balance Sheet (25%) — Debt / Assets, Interest Coverage (EBIT/Int)
  • Stability (10%) — EPS Volatility (σ/μ), Negative-Revenue Years (5), Piotroski F-Score

The six pillars read only reported financial-statement fields — no analyst targets or consensus ratings. The archetype that picks which pillar formulas apply is not fully price-free, though: it can route a company to the distressed/ungradable archetype based on price vs. its 52-week high, and beta affects one classification check. A minimum of 5 fiscal years of audited statements is required. Insurers and banks are graded on their own methodology — insurers on loss ratio, its trend and stability, and premiums-to-surplus; banks on the efficiency ratio, its trend and stability, and equity-to-assets — rather than on industrial margin/ROIC signals. Distressed, highly leveraged infrastructure, asset-manager, and other financial businesses are declared ungradable rather than forced into a numeric score.