IMPORTANT DISCLAIMER: Blank Capital Research ("BCR") is a technology platform, not a registered investment advisor or broker-dealer. The algorithmically generated signals, scores, and rankings provided on this site ("God Mode" Signals) are for informational and research purposes only and do not constitute financial advice, investment recommendations, or an offer to sell or solicit an offer to buy any securities.
HYPOTHETICAL PERFORMANCE RESULTS: The "timing scores" and "regime signals" displayed are based on quantitative models. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity.
RISK OF LOSS: Trading in financial markets involves a high degree of risk and may result in the loss of your entire investment. Data provided by third-party sources (Intrinio, Snowflake) is believed to be reliable but is not guaranteed for accuracy or completeness. Past performance is not indicative of future results.
© 2026 Blank Capital Research. All rights reserved. System Version: Aegis V8 (God Mode).
Verdict
Quantitative factor alignment verified for current market regime.
Quant Score
Rank
#4009
Positioning
Market Dominance
Finance, Insurance, And Real Estate
Trading
$1.1B
Mohit Marria
Chimera Investment Corporation invests in a portfolio of mortgage assets. The company was incorporated in 2007 and is based in New York, New York. It invests in investment, non-investment grade, and non-rated classes.
Get full access to institutional-quality research tools with Blank Capital Pro.
Upgrade to ProStarting at $19.99/mo
Get full access to institutional-quality research tools with Blank Capital Pro.
Upgrade to ProStarting at $19.99/mo
Dates updated upon official exchange announcement.
Get full access to institutional-quality research tools with Blank Capital Pro.
Upgrade to ProStarting at $19.99/mo
Get full access to institutional-quality research tools with Blank Capital Pro.
Upgrade to ProStarting at $19.99/mo
Get full access to institutional-quality research tools with Blank Capital Pro.
Upgrade to ProStarting at $19.99/mo
X-AXIS: EV/EBITDA (LOWER = CHEAPER) | Y-AXIS: ROE (HIGHER = ELITE) | RED CIRCLE = CIM ANALYSIS TARGET
| Stock | Rating | Score▼ | Quality | Value | Momentum | P/E | EV/EBITDA | ROE | ROA | Gross Mgn | Op Mgn | Net Mgn | Rev Growth | Div Yield | D/E | Mkt Cap | AUDIT |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
$SII SPROTT INC. | 75 | 91 | 87 | 98 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$PUK PRUDENTIAL PLC | 73 | 88 | 97 | 80 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$NMR NOMURA HOLDINGS INC | 72 | 81 | 92 | 87 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$PSLV Sprott Physical Silver Trust | 69 | 82 | 80 | 98 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$UFCS UNITED FIRE GROUP INC | 68 | 81 | 93 | 76 | 5.0x | 3.5x | 13.2% | 4.1% | 99.9% | 14.7% | 11.1% | 9.2% | 2.1% | 16.0x | $775M | VS | |
$SLF SUN LIFE FINANCIAL INC | 68 | 83 | 95 | 63 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$CBOE Cboe Global Markets, Inc. | 68 | 75 | 63 | 77 | 21.3x | 15.7x | 24.0% | 13.7% | 41.7% | 32.4% | 26.4% | 8.2% | 1.1% | 30.0x | $25.7B | VS | |
$VTMX Vesta Real Estate Corporation, S.A.B. de C.V. | 67 | 69 | 77 | 80 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$PHYS Sprott Physical Gold Trust | 67 | 64 | 82 | 91 | - | - | - | - | - | - | - | - | - | - | $0 | VS | |
$GLDM World Gold Trust | 66 | 54 | 85 | 92 | 11.3x | 11.3x | - | 20.9% | 100.0% | 97.1% | 554.8% | -19.0% | 0.0% | - | $32.0B | VS | |
$CIM CHIMERA INVESTMENT CORP | 36 | 22 | 23 | 34 | 3.3x | 4.0x | 13.2% | 2.1% | 100.0% | 125.9% | 125.0% | -3.4% | 11.2% | 10.0x | $1.1B | ||
| SECTOR BENCH | - | - | - | - | - | 11.9x | 7.8x | 9.0% | 1.3% | 77.7% | 18.1% | 21.9% | 10.7% | 2.0% | 0.5x | - | REF |
CHIMERA INVESTMENT CORP (CIM) receives a "Avoid" rating with a composite score of 36.0/100. It ranks #4009 out of 7,333 stocks in our coverage universe and carries a 1-star rating. Ratings are driven by a 6-factor quantitative model measuring quality, value, momentum, investment, stability, and short interest.
Sign in to join the discussion.
Lagging peers — losers tend to keep underperforming
Expensive relative to fundamentals — limited margin of safety
Weak fundamentals — higher risk of value trap
Average volatility — neutral timing signal
Moderate investment profile
Below-average composite — caution warranted
Get full access to institutional-quality research tools with Blank Capital Pro.
Upgrade to ProStarting at $19.99/mo
Relative valuation derived from Finance, Insurance, And Real Estate sector benchmarks. Model weights: EV/EBITDA (40%), P/B (35%), P/S (25%). Re-calculated daily.
Projection based on user-defined inputs. Re-calculated daily against current market data.
Reverse DCF Framework — Mauboussin Methodology
Institutional-grade Reverse DCF analysis. This model identifies the growth hurdles embedded in current market prices. When implied growth is significantly lower than historical or projected rates, a margin of safety may exist. Re-audited daily.
No analyst ratings for CIM.
View All Ratings| Factor | Global | Sector | Tilt |
|---|---|---|---|
| PROFITABILITY | 22 | 4 | +18ALPHA |
| MOMENTUM | 34 | 30 | +4NEUTRAL |
| VALUATION | 23 | 6 | +17ALPHA |
| INVESTMENT | 38 | 71 | -33DRAG |
| STABILITY | 39 | 34 | +5NEUTRAL |
| SHORT INT | 35 | 27 | +8ALPHA |
Global = full universe. Sector = relative to industry peers. Positive tilt indicates idiosyncratic strength.
ROE proxy 13.2% (sector 9.0%)
GM 100% vs sector 78%, OM 126% vs sector 18%
Capital turnover N/A
Rev growth -3%, 10yr history
Interest coverage 1.6x, Net debt/EBITDA -1.0x
Composite assessment of profitability, capital efficiency, and financial strength. Top-tier entities demonstrate sustainable cash flow generation and elite competitive moats.
Profit generated per dollar of shareholder equity
Efficiency of asset utilization
Pricing power and cost efficiency
Core business profitability
Bottom-line profitability
The Quality factor evaluates the persistence and magnitude of realized cash flows. Companies with scores >70 exhibit superior pricing power and structural financial resilience through diverse economic regimes.
Our uncertainty rating tracks the predictability of future cash flows and potential for permanent capital loss. Moderate visibility with standard industry cyclicality.
We rate CHIMERA INVESTMENT CORP (CIM) as Avoid with a composite score of 36.0/100 at a current price of $13.29. The stock falls in the bottom quintile, and the multi-factor weakness suggests a high probability of continued underperformance.
CHIMERA INVESTMENT CORP holds a top-quartile position (#0 of 50) within the Finance, Insurance, And Real Estate sector, based on our composite quantitative scoring across quality, value, momentum, and stability factors. The composite score of 36.0/100 places it at rank #4009 in our full universe.
No Moat
Medium
Exemplary
Fair Value
Gross margins of 100% signal strong pricing power.
Stable competitive position in a defensive sector.
Weak momentum suggests persistent institutional selling pressure.
Below-average quality raises earnings sustainability concerns.
Vulnerability to macroeconomic shocks and interest rate volatility.
CHIMERA INVESTMENT CORP represents a avoid based on multi-factor quantitative performance.
Our quantitative model flags CHIMERA INVESTMENT CORP with an Avoid rating, assigning a composite score of 36.0/100 and 1 out of 5 stars. Ranked #4009 of 7,333 stocks, CIM falls in the bottom tier across key factors. Historically, stocks with this profile have faced elevated risk of underperformance and capital loss.
CHIMERA INVESTMENT CORP registers a weak quality score of just 22/100, indicating significant profitability challenges. The company reports a return on equity of 13.2% (sector avg: 9.0%), gross margins of 100.0% (sector avg: 77.7%), net margins of 125.0% (sector avg: 21.9%). Low quality scores are often associated with businesses in turnaround mode, early-stage growth, or structurally challenged industries.
CIM registers a value score of just 23/100, suggesting the stock trades at a significant premium to its fundamental metrics. Key valuation metrics include a P/E ratio of 3.32x, an EV/EBITDA of 4.01x, a P/B ratio of 0.44x. High-premium valuations like this require strong future execution to avoid multiple compression, and downside risk is elevated if growth disappoints.
CHIMERA INVESTMENT CORP's investment score of 38/100 suggests limited reinvestment activity. Key growth metrics include revenue growth of -3.4% vs. a sector average of 10.7% and a return on assets of 2.1% (sector: 1.3%). While this can be positive for mature, cash-generative businesses returning capital to shareholders, it may also signal a lack of growth opportunities or management conservatism.
CIM is currently showing below-average momentum at 34/100, which may indicate weakening institutional interest or negative sentiment shifts. Revenue growth stands at -3.4% year-over-year, while a beta of 0.84 reflects its sensitivity to broader market moves. Investors should note that declining momentum can precede further price weakness, though contrarian opportunities sometimes emerge at these levels.
CIM's stability score of 39/100 signals elevated volatility and/or leverage concerns. Key stability metrics include a beta of 0.84 and a debt-to-equity ratio of 10.00x (sector avg: 0.5x). Investors should be prepared for wider-than-average price swings and consider position sizing accordingly to manage portfolio risk.
CHIMERA INVESTMENT CORP's short interest score of 35/100 reveals significant bearish positioning, suggesting institutional investors are actively betting against the stock. Specific risk factors include elevated leverage (D/E: 10.00x), small-cap liquidity risk. At $1.1B (small-cap), CIM carries meaningful risk and is best suited for investors with high risk tolerance who have thoroughly evaluated the bear thesis.
CHIMERA INVESTMENT CORP offers an attractive dividend yield of 11.2%, placing it among the higher-yielding stocks in its peer group. This compares to a sector average dividend yield of 2.0%. A yield this high can provide meaningful income, but investors should verify the payout is sustainable by examining the payout ratio, free cash flow coverage, and any history of dividend cuts.
CHIMERA INVESTMENT CORP is a small-cap company in the Finance, Insurance, And Real Estate sector, ranked #0 of 50 in its sector (100th percentile) and #4009 of 7,333 overall (45th percentile). Key comparisons include ROE of 13.2% exceeding the 9.0% sector median and operating margins of 125.9% above the 18.1% sector average. This top-quartile standing reflects exceptional competitive strength relative to Finance, Insurance, And Real Estate peers.
While CIM currently exhibits a AVOID profile, superior opportunities exist within the FINANCE, INSURANCE, AND REAL ESTATE sector. Our model identifies several "Strong Buy" candidates with higher quality scores and more attractive valuations among direct industry competitors.
View Top Finance, Insurance, And Real Estate Alpha →Quant Factor Profile
Upgrade catalyst
Improvement in Quality (22) would have the largest impact on the composite score.
EV/EBITDA 48% BELOW SECTOR MEDIAN (FAVORABLE)
ROE 46% ABOVE SECTOR MEDIAN (FAVORABLE)
Gross Margin 29% ABOVE SECTOR MEDIAN (FAVORABLE)
Dividend hike, acquisition, and Q4 profit put Chimera in focus Chimera Investment (CIM) is back on income investors radar after a 22% increase to its common dividend, the Home Express Mortgage acquisition, and a profitable fourth quarter update. See our latest analysis for Chimera Investment. Those updates have come alongside a 6.42% 1 day share price return and a 4.72% 7 day share price return, while the 1 year total shareholder return of 5.30% contrasts with weaker 3 and 5 year total...
Chimera Investment (NYSE:CIM) executives used the company’s fourth-quarter 2025 earnings call to highlight a year of portfolio repositioning and the addition of a new operating business through the acquisition of HomeXpress Mortgage, as management continued to frame the company’s strategy as a shift

Investors need to pay close attention to Chimera Investment (CIM) stock based on the movements in the options market lately.

Chimera (CIM) might move higher on growing optimism about its earnings prospects, which is reflected by its upgrade to a Zacks Rank #1 (Strong Buy).

Altisource Portfolio (ASPS) delivered earnings and revenue surprises of 23.08% and 11.72%, respectively, for the quarter ended March 2024. Do the numbers hold clues to what lies ahead for the stock?
Above 50MA
37.18%
Net New Highs
+51081