Chimera Investment Corp Dossier
Outlook & Key Dates
Estimates, guidance, catalysts, and upcoming events
Analyst Estimates Learn more →
5-Yr Fwd EPS Growth
4.2%projected annual EPS growth
Analyst Coverage
3analysts covering
FY Revenue (est.)
$307.1Mnext fiscal year
FY EPS (est.)
$2.04next fiscal year
Monitoring Framework
Key Performance Indicators
GAAP Book Value per Common Share Quarterly18.3Target: Maintain stability above $18.00
Earnings Available for Distribution (EAD) per Diluted Common Share Quarterly54.0%Target: Fully cover the $45 quarterly dividend (coverage ratio > 100x)%
Recourse Leverage Ratio Quarterly2.9xTarget: Manage within 2.5x to 3.5x range
HomeXpress Residential Origination Production Volume Quarterly884MTarget: Expand origination volume to support portfolio growth
Watch Items
- Federal Reserve Monetary Policy and Treasury Yield VolatilityTrigger: 10-Year Treasury Yield exceeding 4.75% or hawkish rate hike signalsAction: Increase interest rate swap hedges and adjust capital allocation toward Agency RMBS to mitigate book value compression.
- GAAP Book Value ErosionTrigger: Quarterly decline in GAAP Book Value exceeding 5% (excluding portfolio re-positioning)Action: Re-evaluate leverage levels, slow down non-QM loan originations, and optimize asset-liability duration matching.
Research as of 19 Jun 2026