PennyMac Mortgage Stock Forward View - Simple Regression
| PMT Stock | USD 13.51 0.03 0.22% |
PennyMac Stock outlook is based on your current time horizon.
The value of RSI of PennyMac Mortgage's stock price is slightly above 64 indicating that the stock is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling PennyMac, making its price go up or down. Momentum 64
Buy Extended
Oversold | Overbought |
Using PennyMac Mortgage hype-based prediction, you can estimate the value of PennyMac Mortgage Investment from the perspective of PennyMac Mortgage response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of PennyMac Mortgage Investment on the next trading day is expected to be 13.42 with a mean absolute deviation of 0.18 and the sum of the absolute errors of 10.75. PennyMac Mortgage after-hype prediction price | USD 13.51 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of PennyMac Mortgage to cross-verify your projections. PennyMac Mortgage Additional Predictive Modules
Most predictive techniques to examine PennyMac price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for PennyMac using various technical indicators. When you analyze PennyMac charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
PennyMac Mortgage Simple Regression Price Forecast For the 30th of January
Given 90 days horizon, the Simple Regression forecasted value of PennyMac Mortgage Investment on the next trading day is expected to be 13.42 with a mean absolute deviation of 0.18, mean absolute percentage error of 0.05, and the sum of the absolute errors of 10.75.Please note that although there have been many attempts to predict PennyMac Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that PennyMac Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
PennyMac Mortgage Stock Forecast Pattern
| Backtest PennyMac Mortgage | PennyMac Mortgage Price Prediction | Buy or Sell Advice |
PennyMac Mortgage Forecasted Value
In the context of forecasting PennyMac Mortgage's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. PennyMac Mortgage's downside and upside margins for the forecasting period are 12.24 and 14.59, respectively. We have considered PennyMac Mortgage's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of PennyMac Mortgage stock data series using in forecasting. Note that when a statistical model is used to represent PennyMac Mortgage stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 115.0334 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.1763 |
| MAPE | Mean absolute percentage error | 0.014 |
| SAE | Sum of the absolute errors | 10.7539 |
Predictive Modules for PennyMac Mortgage
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as PennyMac Mortgage. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.PennyMac Mortgage After-Hype Price Density Analysis
As far as predicting the price of PennyMac Mortgage at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in PennyMac Mortgage or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of PennyMac Mortgage, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
PennyMac Mortgage Estimiated After-Hype Price Volatility
In the context of predicting PennyMac Mortgage's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on PennyMac Mortgage's historical news coverage. PennyMac Mortgage's after-hype downside and upside margins for the prediction period are 12.33 and 14.69, respectively. We have considered PennyMac Mortgage's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
PennyMac Mortgage is very steady at this time. Analysis and calculation of next after-hype price of PennyMac Mortgage is based on 3 months time horizon.
PennyMac Mortgage Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as PennyMac Mortgage is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading PennyMac Mortgage backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with PennyMac Mortgage, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.25 | 1.18 | 0.00 | 0.00 | 0 Events / Month | 3 Events / Month | Within a week |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
13.51 | 13.51 | 0.00 |
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PennyMac Mortgage Hype Timeline
On the 29th of January PennyMac Mortgage is traded for 13.51. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. PennyMac is expected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is expected to be very small, whereas the daily expected return is at this time at 0.25%. %. The volatility of related hype on PennyMac Mortgage is about 8850.0%, with the expected price after the next announcement by competition of 13.51. About 71.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.88. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. PennyMac Mortgage has Price/Earnings To Growth (PEG) ratio of 2.12. The entity last dividend was issued on the 26th of December 2025. Considering the 90-day investment horizon the next expected press release will be within a week. Check out Historical Fundamental Analysis of PennyMac Mortgage to cross-verify your projections.PennyMac Mortgage Related Hype Analysis
Having access to credible news sources related to PennyMac Mortgage's direct competition is more important than ever and may enhance your ability to predict PennyMac Mortgage's future price movements. Getting to know how PennyMac Mortgage's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how PennyMac Mortgage may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| ARI | Apollo Commercial Real | (0.11) | 5 per month | 0.80 | 0.13 | 2.07 | (1.62) | 4.99 | |
| NYMT | NYMT Old | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| KREF | KKR Real Estate | 0.00 | 0 per month | 1.50 | 0.04 | 2.67 | (2.77) | 6.97 | |
| EARN | Ellington Residential Mortgage | (0.01) | 9 per month | 1.01 | 0.14 | 2.22 | (1.60) | 5.88 | |
| ACRE | Ares Commercial Real | (0.01) | 11 per month | 1.58 | 0.07 | 4.64 | (2.90) | 18.78 | |
| DX | Dynex Capital | 0.00 | 0 per month | 0.32 | 0.19 | 1.89 | (0.88) | 3.57 | |
| TWO | Two Harbors Investments | 0.27 | 10 per month | 1.26 | 0.18 | 5.62 | (2.57) | 17.70 | |
| EFC | Ellington Financial | (0.02) | 15 per month | 1.08 | (0) | 1.27 | (1.61) | 8.52 | |
| RWT | Redwood Trust | 0.00 | 0 per month | 1.36 | 0.1 | 3.26 | (2.55) | 8.72 |
Other Forecasting Options for PennyMac Mortgage
For every potential investor in PennyMac, whether a beginner or expert, PennyMac Mortgage's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. PennyMac Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in PennyMac. Basic forecasting techniques help filter out the noise by identifying PennyMac Mortgage's price trends.PennyMac Mortgage Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with PennyMac Mortgage stock to make a market-neutral strategy. Peer analysis of PennyMac Mortgage could also be used in its relative valuation, which is a method of valuing PennyMac Mortgage by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
PennyMac Mortgage Market Strength Events
Market strength indicators help investors to evaluate how PennyMac Mortgage stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PennyMac Mortgage shares will generate the highest return on investment. By undertsting and applying PennyMac Mortgage stock market strength indicators, traders can identify PennyMac Mortgage Investment entry and exit signals to maximize returns.
PennyMac Mortgage Risk Indicators
The analysis of PennyMac Mortgage's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in PennyMac Mortgage's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting pennymac stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.8286 | |||
| Semi Deviation | 0.8974 | |||
| Standard Deviation | 1.18 | |||
| Variance | 1.39 | |||
| Downside Variance | 1.53 | |||
| Semi Variance | 0.8054 | |||
| Expected Short fall | (0.96) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for PennyMac Mortgage
The number of cover stories for PennyMac Mortgage depends on current market conditions and PennyMac Mortgage's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that PennyMac Mortgage is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about PennyMac Mortgage's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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PennyMac Mortgage Short Properties
PennyMac Mortgage's future price predictability will typically decrease when PennyMac Mortgage's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of PennyMac Mortgage Investment often depends not only on the future outlook of the potential PennyMac Mortgage's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. PennyMac Mortgage's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 86.8 M | |
| Cash And Short Term Investments | 1.6 B |
Additional Tools for PennyMac Stock Analysis
When running PennyMac Mortgage's price analysis, check to measure PennyMac Mortgage's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PennyMac Mortgage is operating at the current time. Most of PennyMac Mortgage's value examination focuses on studying past and present price action to predict the probability of PennyMac Mortgage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PennyMac Mortgage's price. Additionally, you may evaluate how the addition of PennyMac Mortgage to your portfolios can decrease your overall portfolio volatility.