- Volume is elevated versus the 13-week average, confirming attention.
CIM
NYSE
Week ended 09 Oct 2026
Weekly Investor Report
Chimera Investment Corporation · Real Estate · Reit - Mortgage
Latest close
8.96 USD
-3.2%
latest week
Weekly setup
Weak trend
The weekly trend is not active. Price is -24.8% below the Trend Line and sits at 3.0% of its 52-week range. The latest completed week returned -3.2%, after a -15.7% four-week move. The latest factor snapshot indicates quality ranks weakly versus its universe; growth ranks strongly; valuation is neither clearly cheap nor expensive. Options positioning is bearish with 41/100 conviction, while the latest news-sentiment score is 51/100. Near-term considerations: earnings are due in 23d.
Setup score
25
out of 100
Latest Close
8.96 USD
9 Oct 2026
1W Return
-3.2%
latest completed week
4W Return
-15.7%
short-term follow-through
12W Return
-21.1%
quarterly tape
Trend Breadth
36.5%
19 of 52 weeks active
Volume Ratio
1.5x
vs 13-week average
- The trend backdrop is inactive, so price action has not confirmed a constructive regime.
- Price is below the Trend Line, which keeps downside pressure in focus.
- Price is below Fair Value, so the market is still discounting the latest tape.
- Activity pressure is negative, which weakens the current setup.
- Trend Line remains the key weekly regime level.
- Activity pressure is the gauge to monitor for confirmation or fade.
- A volume ratio above 1.5x would show stronger participation in the next move.
Price follow-through
-3.2%
Latest completed week; four-week move -15.7%.
Indicator stack
20/33
Trend and activity pressure are weighted against the latest 12-week confirmation window.
Trend backdrop
Active
The trend backdrop defines the current weekly regime.
Patient Capital
Quiet
Activity-pressure buy-signal status for institutional accumulation timing.
Options pressure
Bearish
41/100 conviction; expected move 0.0%.
News sentiment
51/100
11 relevant articles in the latest sentiment read.
Event risk
23d
Next report is scheduled for 05 Nov 2026; event risk rises as the date approaches.
01 · Price action
Study the full chart
Where price is—and whether the trend supports it
The weekly trend is not active. Price is -24.8% below the Trend Line and sits at 3.0% of its 52-week range. The latest completed week returned -3.2%, after a -15.7% four-week move.
52-week price path
Price vs Trend Line and Fair Value
Price
Trend Line
Fair Value
02 · Volume and demand
Is real participation confirming the move?
Latest weekly volume is 1.5x the 13-week average. Participation is unusually strong and confirms that the move is attracting attention.
26-week volume confirmation
Bar height shows volume; colour shows the weekly price direction
17 Apr
24 Apr
1 May
8 May
15 May
22 May
29 May
5 Jun
12 Jun
19 Jun
26 Jun
3 Jul
10 Jul
17 Jul
24 Jul
31 Jul
7 Aug
14 Aug
21 Aug
28 Aug
4 Sep
11 Sep
18 Sep
25 Sep
2 Oct
9 Oct
Up week
Down week
Demand beneath price
Activity pressure and institutional-style signals
These indicators assess whether participation is improving beneath the headline price move. They are supporting evidence, not proof of institutional buying.
Activity pressure path
Latest 0.0612-week average 0.22
12-week confirmation
Trend active0/12Active trend-backdrop weeks in the latest 12-week window.
Positive pressure0/12Weeks with constructive activity pressure in the latest 12-week window.
Positive leadership0/12Weeks with positive relative leadership in the latest 12-week window.
Activity pressure0.06Current proprietary activity-pressure read.
Buy signals0Accumulation signal count in the latest 12 weeks.
Reversal markers0No reversal markers
No recent accumulation markers. No reversal markers.
03 · Momentum and leadership
Is performance persistent—and is the stock leading?
Performance is -15.7% over four weeks, -21.1% over 12 weeks, and -25.3% over one year. The current trend has remained active for 0 consecutive weeks.
Performance by holding period
Active trend streak0 weeks
Active weeks in one year19
Trend breadth36.5%
Activity pressure vs relative leadership
Activity pressureRelative leadership
Pressure-0.93Latest activity-pressure read.
Pressure change-6.5%Four-week change in activity pressure.
Leadership-32.59Latest relative-leadership reading.
RS change-57.8%Four-week change in relative leadership.
04 · Fundamentals and valuation
Open full factor analysis
What investors are paying for—and the quality behind it
The latest factor snapshot indicates quality ranks weakly versus its universe; growth ranks strongly; valuation is neither clearly cheap nor expensive.
Factor week 09 Oct 2026
Financial statements through 30 Jun 2026
Field coverage 97%
Model confidence 95%
Relative factor standing
Higher display scores are better. Each score is converted from the underlying universe rank, where rank 1 is best.
Overall factor strength6/100Blend of value, momentum, and quality. Underlying universe rank 95; rank 1 is best.
Value22/100Relative valuation strength. Underlying universe rank 79; rank 1 is best.
Quality9/100Profitability and accounting quality. Underlying universe rank 92; rank 1 is best.
Momentum15/100Medium-term price momentum. Underlying universe rank 86; rank 1 is best.
Growth92/100Revenue and earnings growth. Underlying universe rank 9; rank 1 is best.
Quality and valuation are separate questions
A strong company can still carry a demanding valuation. This report shows profitability, growth, balance-sheet strength, and the price paid for those characteristics separately.
Valuation
How much investors are paying for earnings, sales, and cash flow.
- P/E
- 619.4x Price divided by trailing earnings.
- Price / sales
- 1.1x Market value relative to trailing revenue.
- EV / EBITDA
- 82.6x Enterprise value relative to operating cash earnings.
- Free-cash-flow yield
- -1.6% Free cash flow as a share of enterprise value.
Business quality
Margins and the return generated on invested capital.
- Gross margin
- 52.1% Gross profit retained from each unit of revenue.
- Operating margin
- 21.8% Operating profit retained from revenue.
- Free-cash-flow margin
- -32.4% Free cash flow generated from revenue.
- Return on invested capital
- 0.7% Operating return generated on invested capital.
Growth and financial strength
Recent business growth and accounting strength.
- Revenue growth
- 62.2% Latest one-year revenue growth.
- EPS growth
- - Latest one-year earnings-per-share growth.
- Free-cash-flow growth
- -281.6% Latest one-year free-cash-flow growth.
- Piotroski F-score
- 4/9 Nine-point accounting-strength checklist.
Shareholder return and balance sheet
Cash returned to owners and financial leverage.
- Dividend yield
- 19.2% Cash dividends relative to market value.
- Buyback yield
- 0.0% Net share repurchases relative to market value.
- Shareholder yield
- 19.2% Dividend yield plus net buyback yield.
- Net debt / EBITDA
- 78.0x Balance-sheet debt relative to operating cash earnings.
05 · Ownership, options, and sentiment
What other market participants are doing
Options, insider transactions, market sentiment, and activity-pressure signals can confirm or challenge the price story. None should be used alone.
Options positioningBearish
CIM shows bearish options pressure with a 41/100 conviction score, put-call volume ratio of 1.88, expected move of n/a, and Sharemaestro trend signal inactive.
Conviction41/100
Expected move%
Put/call volume1.88
Insider activity6 / 0
6 acquisitions and 0 disposals in the latest 180-day insider tape.
Acquisitions / disposals over the latest 180 days. Insider activity is context, not a stand-alone signal.News sentiment51/100
Weighted news tone is neutral across 11 relevant articles.
3 positive · 7 neutral · 1 negativePatient CapitalQuiet
Activity-pressure buy-signal evidence highlights potential institutional accumulation windows.
No recent buy signal
06 · Catalysts and risk
What can move the shares—and how volatile the path has been
Event timing, options-implied movement, drawdown, and weekly return distribution frame the risk around the current setup.
Next earnings23dNext report is scheduled for 05 Nov 2026; event risk rises as the date approaches.
Options expected move%Nearest-chain priced movement where available.
52-week drawdown-34.7%Distance below the 52-week high.
13-week volatility4.8%Standard deviation of weekly returns.
Weekly gains and losses
Latest 26 completed weeksEach bar is one week. Gains rise above the zero line; losses fall below it. Taller bars mean a larger weekly move.
17 Apr
15 May
12 Jun
10 Jul
7 Aug
4 Sep
9 Oct
Weeks higher7 of 2619 weeks finished lower.
Best week+13.4%Week of 31 Jul.
Worst week-9.4%Week of 26 Jun.
Latest week-3.2%Week of 9 Oct.
Shape of recent returns
Strong gains1
Modest gains6
Flat weeks0
Modest losses12
Sharp losses7
Recent vol4.8%13-week weekly-return volatility.
Base vol4.1%52-week weekly-return volatility.
Up/down split20/32Count of positive and negative weeks in the 52-week window.
Average skew3.3% / -2.9%Average positive week versus average negative week.
07 · Sector and peer context
Is this stock leading—or simply moving with its group?
Sector and industry breadth distinguish company-specific strength from a broad group move.
SectorUS Real Estate
4-week rank- / 100
Group average-4.8%
Trend breadth17.0%
Trend17.0%active weekly trend signals
MD7.0%positive activity pressure
RS5.0%positive relative leadership
Four-week leaders
IndustryUS Reit - Mortgage
4-week rank29 / 40
Group average-13.4%
Trend breadth12.5%
Trend12.5%active weekly trend signals
MD5.0%positive activity pressure
RS0.0%positive relative leadership
Four-week leaders
08 · Evidence and weekly data
The underlying research record
Every top-level statement above should be traceable to a stored market, fundamental, event, or positioning observation.
Weekly tape28/100
Trend, activity pressure, participation, and risk combine to a 28/100 tape read.
Indicator analysis9/100Latest 12-week confirmation: trend 0/12, activity pressure 0/12, relative leadership 0/12.
Activity pressure 0.06; No reversal markers Factors11/100O'Shaughnessy factor stack blends value, quality, momentum, and confidence.
Buyback Yield rank 66; Small Cap Core rank 39 Patient CapitalQuietActivity-pressure buy-signal evidence highlights potential institutional accumulation windows.
No recent buy signal Options57/100Put activity leads. Options balance and the saved weekly stock trend agree.
2026-10-12 · Use with limits · Priced move Unavailable Sentiment51/100Weighted news tone is neutral across 11 relevant articles.
Chimera Investment stock keeps its USD 0.45 dividend in Q3 Insiders6 / 06 acquisitions and 0 disposals in the latest 180-day insider tape.
Earnings23dNext report is scheduled for 05 Nov 2026; event risk rises as the date approaches.
| Week | Close | Return | Trend Line | Fair Value | Pressure | Leadership | Volume | Trend |
|---|---|---|---|---|---|---|---|---|
| 9 Oct 2026 | 8.96 USD | -3.2% | 11.92 USD | 11.85 USD | -0.93 | -32.59 | 7.8M | Off |
| 2 Oct 2026 | 9.26 USD | -6.2% | 12.04 USD | 11.87 USD | -0.92 | -30.08 | 9.5M | Off |
| 25 Sep 2026 | 9.87 USD | -4.9% | 12.17 USD | 11.89 USD | -0.93 | -26.18 | 7.3M | Off |
| 18 Sep 2026 | 10.38 USD | -2.3% | 12.28 USD | 11.90 USD | -0.91 | -21.94 | 7.2M | Off |
| 11 Sep 2026 | 10.63 USD | -4.4% | 12.37 USD | 11.92 USD | -0.87 | -20.66 | 5.0M | Off |
| 4 Sep 2026 | 11.12 USD | 1.2% | 12.47 USD | 11.94 USD | -0.79 | -18.19 | 3.9M | Off |
| 28 Aug 2026 | 10.98 USD | -4.7% | 12.50 USD | 11.95 USD | -0.63 | -19.65 | 3.8M | Off |
| 21 Aug 2026 | 11.52 USD | -2.4% | 12.53 USD | 11.97 USD | -0.51 | -15.85 | 3.1M | Off |
| 14 Aug 2026 | 11.80 USD | -1.4% | 12.56 USD | 11.97 USD | -0.70 | -15.45 | 3.8M | Off |
| 7 Aug 2026 | 11.97 USD | -4.1% | 12.60 USD | 11.98 USD | -0.90 | -14.50 | 5.3M | Off |
| 31 Jul 2026 | 12.48 USD | 13.4% | 12.62 USD | 11.98 USD | -1.19 | -8.11 | 3.4M | Off |
| 24 Jul 2026 | 11.01 USD | -3.1% | 12.61 USD | 11.99 USD | -1.42 | -18.36 | 2.8M | Off |
| 17 Jul 2026 | 11.36 USD | -1.8% | 12.65 USD | 12.01 USD | -1.30 | -16.72 | 3.2M | Off |
| 10 Jul 2026 | 11.56 USD | 0.1% | 12.67 USD | 12.02 USD | -0.98 | -16.98 | 2.9M | Off |
How to use this report
This is a completed-week research summary. It explains the available evidence and its conflicts; it does not predict a guaranteed outcome or replace your own risk assessment. Fundamental figures may refer to an earlier financial reporting period, which is shown above.