PennyMac Competitors

Stocks . Germany . 
Stock . PennyMac Mortgage Investment
8PM Stock  EUR 12.60  0.10  0.80%   
PennyMac Mortgage competes with GPT, NMI Holdings, SIVERS SEMICONDUCTORS, Norsk Hydro, and Coca Cola; as well as few others. The company classifies itself under Real Estate sector and is part of REIT - Diversified industry. Analyzing PennyMac Mortgage competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of PennyMac Mortgage to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out PennyMac Mortgage Correlation with its peers.
You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of PennyMac Mortgage competition on your existing holdings.
  
Specify up to 10 symbols:
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PennyMac Mortgage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
10.9412.6014.26
Details
Intrinsic
Valuation
LowRealHigh
9.1310.7913.86
Details
Naive
Forecast
LowNextHigh
10.4112.0613.72
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.0413.1414.24
Details

PennyMac Mortgage Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between PennyMac Mortgage and its competitors represents the degree of relationship between the price movements of corresponding stocks. A correlation of about +1.0 implies that the price of PennyMac and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of PennyMac Mortgage does not affect the price movement of the other competitor.
Click cells to compare fundamentals   Check Volatility   Backtest Portfolio
High positive correlations   
NOH1
+ 0.8
6NM
VUSA
+ 0.76
RRU
VUSA
+ 0.74
6NM
RRU
+ 0.71
NOH1
VUSA
+ 0.71
NOH1
RRU
+ 0.67
6NM
  
High negative correlations   
RS6
- 0.63
6NM
RS6
- 0.6
NOH1
3RKU
- 0.42
CFS5
RS6
- 0.39
CFS5
NOH1
- 0.34
2DG
RS6
- 0.33
RRU

Risk-Adjusted Indicators

There is a big difference between PennyMac Stock performing well and PennyMac Mortgage Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze PennyMac Mortgage's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
46T  2.20  0.04  0.01  0.06  3.32 
(2.49)
 5.26 
(7.41)
 20.29 
951  0.00  0.00  0.00  0.00  0.00 
 0.00 
 0.00 
 0.00 
 0.00 
6NM  1.10  0.19  0.12  0.33  1.01 
(1.56)
 2.78 
(1.96)
 7.33 
2DG  4.70  0.23  0.03  0.36  5.69 
(6.71)
 13.04 
(7.55)
 47.58 
NOH1  2.90  1.48  0.74  336.27  0.92 
(3.81)
 5.42 
(3.17)
 62.47 
CFS5  8.37  2.84  0.20 (0.17) 9.59 
(13.41)
 6.21 
(4.57)
 254.77 
RRU  1.98  0.34  0.15  1.22  1.98 
(2.26)
 4.19 
(3.62)
 9.83 
RS6  1.04 (0.08) 0.00 (0.52) 0.00 
 0.00 
 2.01 
(2.58)
 12.72 
3RKU  1.72  0.02  0.01  0.12  2.06 
(2.01)
 3.52 
(4.35)
 12.24 
VUSA  0.46  0.03  0.05  0.12  0.44 
(0.50)
 1.04 
(0.83)
 2.61 

PennyMac Mortgage Competitive Analysis

The better you understand PennyMac Mortgage competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, PennyMac Mortgage's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across PennyMac Mortgage's competition over several years is one of the best ways to analyze its investment potential.
    
 Better Than Average     
    
 Worse Than Peers    View Performance Chart
8PM 46T 951 6NM 2DG NOH1 CFS5 RRU RS6 3RKU
 0.80 
 12.60 
PennyMac
 7.41 
 2.50 
GPT
 0.00 
 0.03 
CITIUS
 1.32 
 30.60 
NMI
 2.70 
 0.38 
SIVERS
 3.68 
 6.02 
Norsk
 4.24 
 7.90 
Coca
 4.22 
 5.43 
Rolls
 0.55 
 276.60 
Reliance
 1.36 
 14.50 
RYOHIN
Market Volatility
(90 Days Market Risk)
Not too volatile
Very risky
Very steady
Very steady
Out of control
Unstable
Abnormally volatile
Slightly risky
Very steady
Not too volatile
Market Performance
(90 Days Performance)
Weak
Weak
Very Weak
OK
Insignificant
Good
Modest
Good
Very Weak
Weak
Odds of Financial Distress
(Probability Of Bankruptcy)
Quite High
Low
Unknown
Low
Quite High
Low
Low
Below Average
Low
Quite High
Current Valuation
(Equity Enterprise Value)
Over Valued
Over Valued
Over Valued
Under Valued
Over Valued
Under Valued
Over Valued
Over Valued
Over Valued
Over Valued
Buy or Sell Advice
(Average Analysts Consensus)
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Not Available
Trade Advice
(90 Days Macroaxis Advice)
Strong Sell
Strong Sell
Strong Sell
Strong Buy
Strong Sell
Buy
Strong Sell
Strong Hold
Cautious Hold
Strong Sell
Current Ratio
9.6
0.24
0.77
3.67
1.77
1.56
1.07
4.06
4.01
Net Asset
13.92 B
17.29 B
2.52 B
N/A
198.62 B
278 B
29.45 B
10.33 B
N/A
Profit Margin
N/A
N/A
0.56
-0.89
0.12
0.084
-0.0939
0.11
-1.73
EBITDA
N/A
360.84 M
420.22 M
N/A
42.55 B
32.67 B
(207 M)
2.73 B
38.5 B
Operating Margin
-0.43
N/A
0.78
N/A
0.24
0.14
0.0582
0.15
4.15
Current Valuation
12.79 B
N/A
1.85 B
N/A
13.26 B
14.91 B
14.94 B
12.83 B
(9.36 B)
Price To Book
0.86
N/A
1.09
N/A
1.48
2.28
N/A
1.78
0.02
Five Year Return
10.16
4.84
N/A
N/A
3.02
N/A
N/A
1.9
N/A
One Year Return
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Beta
1.35
0.25
1.28
0.86
1.4
0.79
1.7
0.89
1.01
Number Of Employees
23
N/A
242
130
32.01 K
80 K
10
10
9.05 K
Equity Positions Weight
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Shares Outstanding
88.89 M
N/A
83.66 M
210.89 M
2.04 B
1.58 B
8.37 B
58.79 M
263.03 M
Three Year Return
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
N/A
Cash Flow From Operations
1.78 B
364.24 M
313.39 M
N/A
29.39 B
32.72 B
1.85 B
2.12 B
(3.52 B)
Annual Yield
0.12
0.0436
N/A
N/A
0.0738
0.0379
0.0398
0.0163
N/A
Total Debt
4.77 B
4.35 B
396.05 M
N/A
1.78 B
70.15 B
4.11 B
1.14 B
110.72 B
Return On Equity
-0.0339
N/A
0.18
-0.18
0.25
0.15
N/A
0.28
N/A
Z Score
N/A
0.6
2.4
N/A
5.8
N/A
1.8
8.2
N/A
Return On Asset
-0.0053
N/A
0.1
-0.11
0.17
0.0697
0.0169
0.16
N/A
Book Value Per Share
15.99
3.94
19.32
0.24
50.16
596.73
-0.72
120.56
773.43
Total Asset
13.92 B
17.29 B
2.52 B
N/A
198.62 B
278 B
29.45 B
10.33 B
N/A
Debt To Equity
328.9
41.9
19.0
0.088
31.3
0.72
580.9
49.0
0.52
Target Price
20.89
N/A
31.4
N/A
N/A
N/A
N/A
181.17
N/A
Last Dividend Paid
1.81
0.25
N/A
N/A
5.65
N/A
N/A
3.5
0.19
Shares Owned By Institutions
70.98
N/A
99.61
25.26
43.18
18.6
64.39
83.58
0.16
Market Capitalization
1.09 B
6.92 B
1.88 B
146.56 M
14.57 B
16.35 B
13.99 B
13.85 B
4.38 B
Price To Earning
8.46
6.99
11.65
N/A
5.51
2.16
5.69
8.86
N/A
Price To Earnings To Growth
N/A
N/A
N/A
N/A
0.52
19.99
0.23
N/A
N/A
Price To Sales
33.07
N/A
3.05
N/A
0.0646
0.06
0.75
0.65
0.01
Net Income
(73.29 M)
920.06 M
292.9 M
N/A
24.15 B
19.03 B
(1.27 B)
1.84 B
(6.93 B)
Earnings Per Share
-1.37
N/A
3.27
-0.082
1.09
0.46
-0.33
28.2
-0.2
Shares Owned By Insiders
0.95
N/A
1.28
31.21
35.49
N/A
0.1
0.86
N/A
Revenue
103.11 M
N/A
524.46 M
N/A
207.93 B
226.74 B
13.52 B
17.02 B
401.65 B
Cash And Equivalents
257.25 M
35.4 M
86.67 M
N/A
986.39 M
47.73 B
5.81 B
133.6 M
126.74 B
Cash Per Share
3.76
0.02
1.28
N/A
0.48
227.21
3.14
1.99
481.84
Gross Profit
(321.2 M)
N/A
411.45 M
116.46 M
78.56 B
100.3 B
2.76 B
5.26 B
190.92 B
Day Typical Price
12.6
2.5
0.031
30.6
0.38
6.09
7.9
5.43
276.6
14.5
Accumulation Distribution
N/A
N/A
N/A
N/A
N/A
438.84
N/A
0.0236
N/A
N/A
Market Facilitation Index
N/A
N/A
N/A
N/A
N/A
0.0
N/A
0.13
N/A
N/A
Daily Balance Of Power
9.2 T
(9,223,372,036,855)
0.0
9.2 T
9.2 T
(0.96)
(9,223,372,036,855)
1.692308
9.2 T
(9,223,372,036,855)
Period Momentum Indicator
0.1
(0.20)
N/A
0.4
0.01
(0.23)
(0.35)
0.22
1.5
(0.20)
Rate Of Daily Change
1.01
0.93
1.0
1.01
1.03
0.96
0.96
1.04
1.01
0.99
Day Median Price
12.6
2.5
0.031
30.6
0.38
6.13
7.9
5.44
276.6
14.5
Price Action Indicator
0.05
(0.10)
N/A
0.2
0.005
(0.23)
(0.17)
0.1
0.75
(0.10)
Relative Strength Index
46.03
48.99
N/A
57.96
45.82
72.25
43.54
60.21
47.34
52.33
Coefficient Of Variation
2937.31
6523.95
N/A
726.91
2886.74
523.43
1231.79
675.81
(2,539)
6219.97
Mean Deviation
1.07
2.2
N/A
1.1
4.7
2.9
8.37
1.98
1.04
1.72
Jensen Alpha
0.0466
0.0362
N/A
0.1851
0.2288
1.48
2.84
0.3405
(0.08)
0.0246
Total Risk Alpha
0.0214
(0.01)
N/A
0.1685
0.128
1.36
2.19
0.307
(0.11)
(0.01)
Sortino Ratio
0.0155
0.0092
N/A
0.1223
0.0314
0.7424
0.1952
0.1453
N/A
0.0076
Downside Variance
5.71
13.56
N/A
2.19
51.49
3.92
188.43
5.27
N/A
5.18
Standard Deviation
1.66
3.48
N/A
1.46
7.07
7.8
33.24
2.39
1.77
2.28
Kurtosis
8.22
3.17
N/A
0.6519
3.91
51.38
52.84
(0.69)
15.66
1.29
Potential Upside
2.42
5.26
N/A
2.78
13.04
5.42
6.21
4.19
2.01
3.52
Treynor Ratio
(8.03)
0.0577
N/A
0.3282
0.3607
336.27
(0.17)
1.22
(0.52)
0.1181
Maximum Drawdown
11.18
20.29
N/A
7.33
47.58
62.47
254.77
9.83
12.72
12.24
Variance
2.76
12.09
N/A
2.12
50.01
60.79
1105.05
5.7
3.14
5.21
Market Risk Adjusted Performance
(8.02)
0.0677
N/A
0.3382
0.3707
336.28
(0.16)
1.23
(0.51)
0.1281
Risk Adjusted Performance
0.0275
0.0178
N/A
0.0916
0.0307
0.1285
0.0605
0.0998
(0.02)
0.0173
Skewness
(1.89)
(0.07)
N/A
0.4777
0.3952
6.87
6.81
(0.09)
(2.73)
0.317
Semi Deviation
1.85
3.32
N/A
1.01
5.69
0.9183
9.59
1.98
N/A
2.06
Information Ratio
0.0223
0.0097
N/A
0.1242
0.0319
0.1886
0.0806
0.1398
(0.05)
0.0076
Value At Risk
(1.98)
(7.41)
N/A
(1.96)
(7.55)
(3.17)
(4.57)
(3.62)
(2.58)
(4.35)
Expected Short fall
(1.16)
(2.49)
N/A
(1.56)
(6.71)
(3.81)
(13.41)
(2.26)
N/A
(2.01)
Downside Deviation
2.39
3.68
N/A
1.48
7.18
1.98
13.73
2.3
N/A
2.28
Semi Variance
3.4
11.04
N/A
1.01
32.4
0.8434
91.88
3.92
N/A
4.23

PennyMac Mortgage Competition Performance Charts

Five steps to successful analysis of PennyMac Mortgage Competition

PennyMac Mortgage's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by PennyMac Mortgage in relation to its competition. PennyMac Mortgage's competition analysis typically involves several steps, including:
  • Identifying the key players in the market: This involves identifying the major competitors of PennyMac Mortgage in the market, both direct and indirect, as well as new entrants and disruptive technologies.
  • Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
  • Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact PennyMac Mortgage's competitive landscape.
  • Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to PennyMac Mortgage, and developing a strategy to address them.
  • Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your PennyMac Mortgage position

In addition to having PennyMac Mortgage in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

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Apparel
Apparel Theme
Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Apparel theme has 50 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Apparel Theme or any other thematic opportunities.
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Additional Information and Resources on Investing in PennyMac Stock

When determining whether PennyMac Mortgage is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if PennyMac Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Pennymac Mortgage Investment Stock. Highlighted below are key reports to facilitate an investment decision about Pennymac Mortgage Investment Stock:
How To Invest In PennyMac
Details
Is PennyMac Stock a good investment?
Details
What is PennyMac Mortgage's Net Worth?
Details
Largest Trading Companies
View
Top Sectors
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Check out PennyMac Mortgage Correlation with its peers.
You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Altman
Z Score
Details
Intrinsic
Valuation
Details
Financial
Analysis
Details
Buy or Sell
Advice
Details
Technical
Analysis
Details
Please note, there is a significant difference between PennyMac Mortgage's value and its price as these two are different measures arrived at by different means. Investors typically determine if PennyMac Mortgage is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PennyMac Mortgage's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
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