Chimera Investment Corp.(CIM)
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
CIM
$12.33
—
Snapshot
$12.33
- 52-Week Range
- $11.67 – $14.88
- YTD
- -3.22%
- IV Rank (30D)
- 39.81
- Straddle Price
- $0.82
- P/C Vol Ratio
- 0.91
- Market Cap
- $1.1B
Fair Value
MODEL: LONG
A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.
- DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
- Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
- DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
- P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
- Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
- Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
- Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
- Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
| 10-yr Treasury (rf) | 4.60% |
| Beta vs SPY | 1.00 |
| Cost of Equity (CAPM) | 10.10% (VRP-adj) |
| WACC | 6.54% |
| Volatility Risk Premium | +67.6pp (IV − HV30), ERP adj +50bps |
| Effective Tax Rate | 1.0% |
| Rev. Growth (YoY, DCF input) | +3.0% |
| DCF Horizon | 5 years explicit + fade |
| Forward Tilt (NTM/TTM) | ×1.03 (applied to P/E, EV/EBITDA, P/S) |
| Free Cash Flow (TTM) | $-0.2B |
| Return on Equity (TTM) | -2.7% |
| Book / Price | 247.0% — banking bias active (P/B is primary) |
| Gross Margin (TTM) | 100.0% |
| FCF Margin (TTM) | -947.9% |
| Debt / Equity | 2.74 |
| Quality Score | 1/6 — cyclical/struggling (5y DCF) |
| SMA 50 | $13.25 (Market Anchor value) |
| SMA 20 / Bollinger Mid | $13.13 |
| Bollinger Width / SMA20 | 68.9% (drives anchor stability) |
| Net Debt | $6.8B |
| Market Cap | $1B |
Peers used for multiples: AGNC, ARR, BXMT, LADR, MFA, NLY, RITM, STWD
Model Conviction
76%
20-Day Fair Value
≈ by Aug 21, 2026
$13.04
α +5.7%
rank 54%
40-Day Fair Value
≈ by Sep 21, 2026
$13.11
α +6.3%
rank 72%
60-Day Fair Value
≈ by Oct 20, 2026
$13.65
α +10.7%
rank 78%
| Method | Implied Price | Weight | Detail |
|---|---|---|---|
| DCF | n/a | 0% | |
| DDM (Gordon) | $23.79 | 44% | |
| Peer P/E | $17.49 | 13% | median 9.9× · 8 peers |
| Peer EV/EBITDA | n/a | 0% | median 103.1× · 4 peers |
| Peer P/B | $27.09 | 21% | median 0.9× · 8 peers |
| Peer P/S | $0.83 | 21% | median 2.5× · 6 peers |
| Market Anchor (SMA50) | $13.25 | 0% | stability 0% (BB-width) |
| Options Expected (B-L 30d) | n/a | 0% |
As of 2026-07-23 · updated
Info
- Industry (SIC)
- REAL ESTATE INVESTMENT TRUSTS (6798)
- Exchange
- XNYS
- Market Cap
- $1.1B
Chimera Investment Corporation is an internally managed REIT whose principal business objective is to provide attractive risk-adjusted returns and distributable income through investment performance linked to mortgage credit fundamentals. Through its mortgage lending, investment management, and advisory services platforms, the Company operates as a fully integrated mortgage business that originates, manages, and invests in a diversified range of mortgage assets. The Company invests, directly or indirectly, generally on a levered basis across a spectrum of mortgage assets, including residential…
Summary
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composite
—
No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Chart
Seasonality
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +2.61% | 22 |
| Feb | -1.23% | 22 |
| Mar | -4.06% | 21 |
| Apr | +0.15% | 21 |
| May | -1.33% | 21 |
| Jun | -1.07% | 21 |
| Jul | +1.25% | 21 |
| Aug | -0.11% | 20 |
| Sep | -4.13% | 20 |
| Oct | -1.53% | 20 |
| Nov | +2.57% | 21 |
| Dec | -1.04% | 21 |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $13.08
SMA 50: $13.22
SMA 200: $13.03
Current: $12.33
EMA 12: $12.84
EMA 26: $13.03
MACD: -0.1936 | Signal: -0.0691
BEARISH
ADX (14): 37.36
TREND
+DI: 6.74
−DI: 34.18
Momentum Oscillators
RSI (14): 30.90
NEUTRAL
Stoch %K: 7.78
Stoch %D: 10.02
Williams %R: -94.95
Volume & Volatility
BB Upper: $13.74
BB Lower: $12.41
OVERSOLD
OBV: -1,546,063
Vol SMA 20: 711,591
Vol ROC: 43.45%
ATR: $0.25
True Range: $0.33
HV 20: 19.9%
HV 30: 19.9%
HV 60: 19.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-07-25T00:00:00 – 2026-07-23T00:00:00
AI Analysis
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
News
Earnings History
5 of 8 under expected move
| Earnings Date | Timing | Expected Move | Actual Move | Ratio | Outcome |
|---|---|---|---|---|---|
| 2024-08-07 | After-Close | 6.42% | 1.46% | 0.23x | Within |
| 2024-11-06 | Pre-Market | 6.86% | 2.61% | 0.38x | Within |
| 2025-02-12 | Pre-Market | 4.62% | 7.27% | 1.57x | Exceeded |
| 2025-05-08 | Pre-Market | 5.60% | 5.70% | 1.02x | Exceeded |
| 2025-08-06 | Pre-Market | 5.71% | 2.58% | 0.45x | Within |
| 2025-11-06 | After-Close | 5.12% | 4.01% | 0.78x | Within |
| 2026-02-11 | Pre-Market | 6.11% | 6.66% | 1.09x | Exceeded |
| 2026-05-07 | Pre-Market | 5.50% | 0.66% | 0.12x | Within |
Options Activity
- IV Rank (30D)
- 39.81
- IV Rank (7D)
- 39.81
- Avg IV
- 90.6%
- Straddle (30D)
- $0.82
- Straddle (7D)
- $0.82
- P/C Volume
- 0.91
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
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pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
- Beta (1Y vs SPY)
- 0.64
- Correlation (SPY)
- 31.7%
- R²
- 0.10
- Ann. Volatility
- 25.6%
- SPY Volatility
- 12.7%
Low volatility - stock moves less than market
Beta & Alpha Over Time
Institutional Ownership (13F)
Latest filings — 2026-06-30
? 13F Guide
Diluted shares outstanding: 82,611,130 (as of 2025-12-31)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
6 filers$9.35M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian | $5.43M | 58.08% | 2026-03-31 |
| 2 | JANE STREET GROUP, LLC Custodian | $1.40M | 15.01% | 2026-03-31 |
| 3 | CITADEL ADVISORS LLC Custodian | $1.05M | 11.25% | 2026-03-31 |
| 4 | Centiva Capital, LP | $730.41K | 7.81% | 2026-03-31 |
| 5 | WOLVERINE TRADING, LLC Custodian | $587.25K | 6.28% | 2025-09-30 |
| 6 | Walleye Trading LLC | $146.84K | 1.57% | 2026-03-31 |
9 filers$10.69M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | CITADEL ADVISORS LLC Custodian | $5.10M | 47.70% | 2026-03-31 |
| 2 | Centiva Capital, LP | $2.51M | 23.49% | 2026-03-31 |
| 3 | SUSQUEHANNA INTERNATIONAL GROUP, LLP Custodian | $1.95M | 18.29% | 2026-03-31 |
| 4 | WOLVERINE TRADING, LLC Custodian | $415.80K | 3.89% | 2025-09-30 |
| 5 | JANE STREET GROUP, LLC Custodian | $401.60K | 3.76% | 2026-03-31 |
| 6 | IMC-Chicago, LLC Custodian | $279.87K | 2.62% | 2026-03-31 |
| 7 | Walleye Trading LLC | $12.55K | 0.12% | 2026-03-31 |
| 8 | SIMPLEX TRADING, LLC Custodian | $8.79K | 0.08% | 2026-03-31 |
| 9 | GROUP ONE TRADING LLC Custodian | $6.28K | 0.06% | 2026-03-31 |
Insider Activity
Latest: 2026-06-15
Form 4 filings — insider beneficial-ownership changes by officers, directors, and 10%+ holders. Filed within 2 business days of transaction.
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-06-15 | GERARD CREAGH | Director | Award (A) | +11,263 | — | EDGAR | |
| 2026-06-15 | DEBRA STILL | Director | Award (A) | +11,263 | — | EDGAR | |
| 2026-06-15 | Brian Patrick Reilly | Director | Award (A) | +11,263 | — | EDGAR | |
| 2026-06-15 | Susan Mills | Director | Award (A) | +11,263 | — | EDGAR | |
| 2026-06-15 | Cynthia B Walsh | Director | Award (A) | +11,263 | — | EDGAR | |
| 2026-06-15 | Kevin Gerald Chavers | Director | Award (A) | +11,263 | — | EDGAR | |
| 2026-02-19 | Phillip John II Kardis | President and CEO | Tax (F) | −127,168 | $13.70 | -$1.74M | EDGAR |
| 2026-02-19 | Jack Lee Jr Macdowell | Chief Investment Officer | Tax (F) | −12,200 | $13.70 | -$167.1K | EDGAR |
| 2026-02-19 | Miyun Sung | Chief Legal Officer & Secy. | Tax (F) | −8,165 | $13.70 | -$111.9K | EDGAR |
| 2026-02-19 | Subramaniam Viswanathan | Chief Financial Officer | Tax (F) | −51,800 | $13.70 | -$709.7K | EDGAR |
| 2026-01-21 | Subramaniam Viswanathan | Chief Financial Officer | Award (A) | +54,537 | — | EDGAR | |
| 2026-01-21 | Phillip John II Kardis | President and CEO | Award (A) | +194,774 | — | EDGAR | |
| 2026-01-21 | Miyun Sung | Chief Legal Officer & Secy. | Award (A) | +31,164 | — | EDGAR | |
| 2026-01-21 | Jack Lee Jr Macdowell | Chief Investment Officer | Award (A) | +85,701 | — | EDGAR | |
| 2025-12-22 | Subramaniam Viswanathan | Chief Financial Officer | Award (A) | +47,251 | — | EDGAR |
Codes: P = open-market purchase · S = open-market sale · A = grant/award · M = option exercise · F = tax withholding at vest · G = bona-fide gift · D = disposition to issuer · J = other (described in filing footnote — typically 401(k), trust, inheritance) · W = will/inheritance. Only P / S codes carry directional signal.
Insider Holdings
29 insiders · @ $12.33
Officers, directors, and 10%+ owners ranked by current disclosed exposure (shares × today's price). Shares are direct + indirect (via trusts / LLCs / spouse). Excludes unvested RSU and option grants — those aren't beneficially owned until vest.
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | Choudhary Yarlagadda | Pres. COO, Co-CIO | 829,784 | $10.23M | $503.9K | 22 | 2024-02-26 |
| 2 | Phillip John II Kardis | President and CEO | 579,085 | $7.14M | $24.3K | 25 | 2026-02-19 |
| 3 | MOHIT MARRIA | CEO & Chief Investment Officer | 384,322 | $4.74M | $921.4K | 24 | 2022-02-08 |
| 4 | MATTHEW LAMBIASE | CEO, President and Director | 325,492 | $4.01M | $2.72M | 23 | 2020-03-24 |
| 5 | Jack Lee Jr Macdowell | Chief Investment Officer | 302,421 | $3.73M | $2.48M | 5 | 2026-02-19 |
| 6 | ValueAct Holdings GP, LLC | 10%+ Owner | 285,029 | $3.51M | $15.31M | 3 | 2008-11-17 |
| 7 | ValueAct Holdings, L.P. | 10%+ Owner | 278,362 | $3.43M | $12.48M | 3 | 2008-11-21 |
| 8 | Subramaniam Viswanathan | Chief Financial Officer | 200,507 | $2.47M | $0 | 14 | 2026-02-19 |
| 9 | GERARD CREAGH | Director | 188,015 | $2.32M | $1.07M | 24 | 2026-06-15 |
| 10 | Sudhanshu Thakkar | Chief Credit & Risk Officer | 117,905 | $1.45M | $0 | 10 | 2025-02-25 |
Lifetime OM Net = signed sum of open-market buys (P) and sells (S) over their career; excludes grants, tax withholdings, and dispositions to issuer. A large negative number is normal for long-tenured executives — they've sold compensation grants over many years.
ETF Holders
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
| P/E Ratio | 7.2 |
| P/B Ratio | 0.4 |
| P/S Ratio | 60.9 |
| EV/EBITDA | -83.6 |
| TTM Revenue | $0.0B |
| TTM Net Income | $0.1B |
| TTM EPS | $1.72 |
| ROE | -2.7% |
| Dividend Yield | 19.93% |
| Debt/Equity | 5.42 |