CIM-PC
CIM-PC
US16934Q5053
Chimera Investment Corporation
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Company Profile

Chimera Investment Corporation operates as a real estate investment trust (REIT) in the United States. It operates in two segments, Investment Portfolio and Residential Origination. The company, through its subsidiaries, invests in, originates, and manages a portfolio of mortgage assets, including residential mortgage loans, non-agency mortgage-backed securities, agency mortgage-backed securities, business purpose loans, investor loans, mortgage servicing rights, and other real estate-related assets. It also invests in investment grade, non-investment grade, and non-rated securities. In addition, the company offers third-party advisory services. The company qualifies as a REIT for federal income tax purposes. As a REIT, it intends to distribute at least 90% of its taxable income as dividends to shareholders. Chimera Investment Corporation was incorporated in 2007 and is headquartered in New York, New York.

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Key Metrics & Overview

Detailed metrics & financial data of the company

Company Profile
5 Metrics

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

5/7 Elevated
5Y Volatility
18.1% p.a.
Max Drawdown (5Y)
-37.1%
Sharpe Ratio (5Y)
-0.34
Beta Factor
1.81
Notes & Warnings
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Critical leverage: Debt-to-Equity is at 557%.
High market risk: Beta of 1.81 indicates above-average volatility compared to the broader market.
Strong cyclicality: The business model is sensitive to economic downturns.
Structurally High Volatility: Above-average fluctuations persist across 5 to 10 years (18.1% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -71.3% in the extended horizon.
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