Chimera Investment Corporation (CIM) Fair Value 2026

CIM · REIT - Mortgage ·

By CirclFi Research Team · Data from SEC EDGAR, FRED & GDELT

Quality Score

6.9 /10

32 fundamental signals · 5 models active

Value Trap Risk

SAFE (7/100)

Quick Summary — As of 2026-08-28, Chimera Investment Corporation (CIM) trades at $11.50, versus a $17.45 median fair value across its 5 active models — 51.8% above the current price. QOC: 6.9/10. Value Trap Risk: 7/100 (SAFE). 5/13 models active.

Key Facts

Ticker
CIM
Price
$11.50
Quality Score
6.9/10
Value Trap Risk
7/100
Models Active
5/13
Last Updated
Strength: CUCE Ensemble suggests +51.8% upside with 3% confidence
Risk: Limited model coverage (5/13) may reduce confidence

Is Chimera Investment Corporation (CIM) Undervalued or Overvalued in 2026?

According to CirclFi’s 5-model valuation engine, Chimera Investment Corporation (CIM) appears undervalued as of : the median of 5 independent fair value estimates is $17.45, 51.8% above the current price of $11.50. Estimates range from $2.71 to $21.42. CIM scores 6.9/10 on fundamental quality and 7/100 on value-trap risk.

For context, the median US equity CirclFi rates trades at an implied -23.4% versus its own 13-model consensus, across 3,809 rated companies as of 2026-08-28. CIM’s +51.8% gap is wider than that market norm, and the REIT - Mortgage sector median is +8.0%. Full market index →

This verdict compares price to intrinsic value only — it is not a buy or sell rating. For the decision case (bull vs bear arguments, risk factors, peers), read Should You Buy Chimera Investment Corporation Stock in 2026? →

What Fair Value Does Each Model Give CIM?

5 Intrinsic Value Models vs. Current Price ($11.50)

Core Models (Unlocked)
Model Fair Value Upside
Intrinsic · High Conviction
 $2.71 -76.4%
Ensemble · Low Conviction
 $17.45 +51.8%
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What Is CIM's Fair Value Range?

Spread across 5 independent models · $2.71 to $21.42

CirclFi's 5 active models place Chimera Investment Corporation (CIM) between $2.71 and $21.42 per share, a spread of 107% of the median. The median of that range — $17.45 — is the fair value CirclFi publishes for CIM, against a current price of $11.50.

Low · EPVHigh · Regime Cross
$2.71median $17.45$21.42
Where the range comes from
Most bearish modelEarnings Power Value (EPV)$2.71
Most bullish modelRegime Cross-Sectional$21.42
Model agreement4 bullish · 1 bearishwide

A band this wide is itself the finding. When independent methods land far apart, they are reading a business whose value depends heavily on which lens you apply — volatile earnings, heavy reinvestment, or an asset base that cash-flow and asset-based methods score differently. That disagreement is information: it says the choice of method matters more than usual for CIM. Treat the median as one reading among several and compare the individual models below before acting.

Every figure above is one model's standalone output on CIM, not a CirclFi price target. How each model works →

What Is Chimera Investment Corporation (CIM) Worth in 2026?

According to the CirclFi Deep Alpha Valuation Engine, Chimera Investment Corporation's intrinsic value is estimated at a median fair value of $17.45. At a current market price of $11.50, 4 of 5 active valuation models identify upside potential, projecting a median implied return of +51.8%. Notably, Regime Cross sees the most upside at +86.2% (fair value: $21.42), while EPV is the most conservative at -76.4% ($2.71). The spread between these extremes — +162.6% — reveals how different analytical frameworks can reach starkly different conclusions. Among models with highest confidence, EPV lean bearish — adding weight to the bearish side of the thesis.

What Do the Models Say About CIM?

5 of 13 models are currently active for CIM. Of these, 4 models suggest upside while 1 model suggests overvaluation. Taken together, their median fair value for CIM is $17.45 — the figure CirclFi publishes as this stock's fair value. See which stocks rank higher →

How Does CIM Rank in REIT - Mortgage?

Among 38 REIT - Mortgage stocks, CIM ranks #23 by Quality of Company score. CirclFi's QOC score of 6.9/10 evaluates 32 fundamental signals. A score of 6.9 indicates above-average quality.

Within the REIT - Mortgage space, Chimera Investment Corporation competes in an environment where funds from operations (FFO) often separates market leaders from laggards. Understanding these industry-specific dynamics is essential context for interpreting our model outputs.

Is CIM a Value Trap?

CirclFi's Value Trap algorithm assigns CIM a score of 7/100 (SAFE). This indicates minimal risk. Fundamentals are healthy. The score cross-references apparent undervaluation against fundamental deterioration signals. Browse lowest value-trap stocks →

Multi-Model Methodology

5 of 13 models are active for Chimera Investment Corporation. Limited activation may indicate insufficient history. Each model applies a fundamentally different valuation philosophy. See the complete methodology →

According to the CirclFi 32-factor quality framework, Chimera Investment Corporation's fundamental quality profile registers 6.9/10. This respectable score captures the company's profitability depth, growth consistency, balance sheet resilience, and shareholder return track record.

The gap between the most bullish and bearish model spans +162.6% — demonstrating why single-model analysis is dangerous. Browse all stocks with 13-model coverage →

Data Sources & Confidence

Every CIM valuation is built from SEC EDGAR XBRL filings — 700+ standardized financial tags. Macroeconomic context from FRED calibrates discount rates, while GDELT news sentiment feeds into our Sentiment SOTP model. All pipelines run daily. Read the complete data methodology →

Across CIM's 5 active models, average confidence is 35%. Lower confidence may reflect limited history or high volatility.

CirclFi's output is a research starting point, not a buy/sell signal. All data updates daily. Read the full methodology →

This analysis is produced by the CirclFi Valuation Engine using quantitative models applied to SEC EDGAR filings, public market feeds, and FRED macroeconomic indicators. It is not financial advice.

Read the full investment analysis: Should You Buy Chimera Investment Corporation Stock in 2026? →

Bull case, bear case, risk factors & peer comparison — updated daily

Which Similar REIT - Mortgage Stocks Should You Also Analyze?

11 related REIT - Mortgage stocks with 13-model coverage

SACHSachem Capital Corp.QOC 6.9SEVNSeven Hills Realty TrustQOC 6.8STWDStarwood Property Trust, Inc.QOC 6.9NREFNexPoint Real Estate Finance, Inc.QOC 6.8LADRLadder Capital CorpQOC 7.2RITMRithm Capital Corp.QOC 6.7RWTRedwood Trust, Inc.QOC 5.7ADAMAdamas Trust, Inc.QOC 8.2LOANManhattan Bridge Capital, Inc.QOC 7.5ORCOrchid Island Capital, Inc.QOC 8.6FBRTFranklin BSP Realty Trust, Inc.QOC 8.2

Read investment analysis: SACH · SEVN · STWD · NREF · LADR · RITM · RWT · ADAM · LOAN · ORC · FBRT

Which Other Stocks Have a Similar Quality Score to CIM?

7 companies across all industries closest to CIM’s Quality of Company score of 6.9/10.

KHCThe Kraft Heinz CompanyQOC 6.9LSFLaird Superfood, Inc.QOC 6.9KMPRKemper CorporationQOC 6.9MNROMonro, Inc.QOC 6.9CLFDClearfield, Inc.QOC 6.9FHTXFoghorn Therapeutics Inc.QOC 6.9NVDANVIDIA CorporationQOC 10.0

Read investment analysis: KHC · LSF · KMPR · MNRO · CLFD · FHTX · NVDA

What Else Do Investors Ask About Chimera Investment Corporation’s Valuation?

What is Chimera Investment Corporation's intrinsic value in 2026?

CirclFi puts Chimera Investment Corporation (CIM)'s intrinsic value at $17.45 — the median of 5 independent model estimates as of 2026-08-28, ranging from $2.71 to $21.42. The Quality of Company score is 6.9/10 across 32 fundamental signals. All models use SEC EDGAR filings updated daily. See our methodology page for how each model works.

Is CIM overvalued or undervalued right now?

At $11.50, 4 of 5 active models suggest CIM may be undervalued, while 1 indicate potential overvaluation. The median of all 5 fair value estimates is $17.45, 51.8% above the current price of $11.50 — a consensus view that CIM is undervalued. The assessment depends on which methodology best fits Chimera Investment Corporation's business model in REIT - Mortgage.

What does a Quality of Company score of 6.9 mean for CIM?

Chimera Investment Corporation's QOC of 6.9/10 reflects 32 fundamental signals: profitability margins, revenue growth consistency, balance sheet leverage, free cash flow generation, and capital allocation efficiency. Scores between 5-7 reflect moderate fundamentals with areas for improvement.

How many valuation models does CirclFi run on CIM?

CirclFi analyzes CIM with 13 institutional-grade models daily: Bayesian DCF (Monte Carlo + jump-diffusion), EPV (Greenwald zero-growth), EROIC Spread (McKinsey reinvestment), First Chicago (3-scenario), Markov DDM (regime-switching), ML-RIV (machine learning residual income), Dynamic NAV (asset-based), PWERM (option-theoretic), Regime Cross-Sectional (relative), Sentiment SOTP (hybrid), CUCE Ensemble (meta-model), FTNN Topology (neural network), and RCMH-DCF (conditional regime). Currently 5 of 13 are active for this stock. Read the full methodology →

Which valuation models are most bullish and most bearish on CIM?

Of the 5 models currently active on CIM, Regime Cross-Sectional is the most bullish at $21.42 per share, and Earnings Power Value (EPV) is the most bearish at $2.71. CirclFi's published fair value for CIM is the median of that range, $17.45, not either extreme. The gap between the two ends equals 107% of the median — a wide spread, meaning the methods genuinely disagree and the median should carry less weight. Browse stocks by value-trap risk →

Is CIM a value trap in 2026?

Chimera Investment Corporation's Value Trap score is 7/100 (SAFE). This low score indicates the current valuation is not artificially depressed by fundamental deterioration, suggesting genuine opportunity rather than a trap.

Cite this analysis — “According to CirclFi’s 5-model valuation engine, Chimera Investment Corporation (CIM) has a median fair value of $17.45 — 51.8% above the current price of $11.50 — as of 2026-08-28.” Source: circlfi.com/stock/CIM/ · Methodology
Primary sources for this CIM valuation
  • Financial statements: Chimera Investment Corporation 10-K and 10-Q filings on SEC EDGAR (CIK 0001409493) — 700+ standardized XBRL tags, published by the U.S. Securities and Exchange Commission.
  • Discount-rate inputs: FRED, Federal Reserve Bank of St. Louis — risk-free rates, VIX, yield curve, inflation.
  • News sentiment: The GDELT Project — global media tone, input to the Sentiment SOTP model.
  • Model definitions: CirclFi methodology — the published specification for all 13 models, including the academic sources each one implements.

Market data for CIM as of ; valuations recomputed .

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