CIM
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Chimera Investment Corporation (CIM) closed at $12.48 as of 2026-07-31, trading 6.4% above its 200-week moving average of $11.73. The stock is currently moving closer to the line, down from 6.7% last week. The 14-week RSI sits at 41, indicating neutral momentum.
Trading volume is running at 1.3x of its 14-week average, which is in the normal range. The balance between buying and selling volume (0.89 ratio) is neutral — neither side is clearly dominating.
Over the past 926 weeks of data, CIM has crossed below its 200-week moving average 8 times. On average, these episodes lasted 58 weeks. Historically, investors who bought CIM at the start of these episodes saw an average one-year return of +21.3%.
With a market cap of $1044 million, CIM is a small-cap stock. Return on equity stands at 0.8%. The stock trades at 0.4x book value.
Share count has increased 7.9% over three years, indicating dilution.
Over the past 17.8 years, a hypothetical investment of $100 in CIM would have grown to $272, compared to $1146 for the S&P 500. CIM has returned 5.8% annualized vs 14.7% for the index, underperforming the broader market over this period.
Free cash flow has been declining at a -100% compound annual rate. A deteriorating cash flow trend warrants extra scrutiny — the stock may be cheap for a reason.
Business Health
Annual financials — how the underlying business has performed over the past several years.
Cash Flow Free cash flow & net income ($M)
Revenue Annual revenue ($M) — business growth proxy
Total Debt Balance sheet debt ($M)
ROIC Return on invested capital (%)
FCF Yield Free cash flow / market cap (%) — Yartseva signal
Gross Margin Pricing power & competitive moat (%)
Shares Outstanding Buybacks vs dilution (millions)
Growth of $100: CIM vs S&P 500
Monthly data normalized to $100 at start. Vertical dashed lines mark 200-week MA touches.
What Happens After CIM Crosses Below the Line?
Across 8 historical episodes, buying CIM when it crossed below its 200-week moving average produced an average return of +26.0% after 12 months (median +26.0%), compared to +21.6% for the S&P 500 over the same periods. 71% of those episodes were profitable after one year. After 24 months, the average return was +41.9% vs +42.3% for the index.
Each line shows $100 invested at the moment CIM crossed below its 200-week MA. Bold blue = stock average. Gray dashed = S&P 500 average over same periods.
Bean Score Experimental
The Bean Score measures how far a stock's free cash flow yield has deviated from its own quarterly baseline, normalized by the stock's historical behavior. CIM currently has negative free cash flow, so price-based dislocation levels are not available. The score still tracks yield deviation from baseline.
Quarterly FCF & Yield Trailing twelve-month free cash flow and yield at each quarter end
Signal Accuracy Collecting Data
The Bean Score system is accumulating weekly data to validate signal accuracy. After 13+ weeks of history, this section will display win rates and average returns for each σ threshold crossing — answering the question: "When this score says cheap or expensive, does the price subsequently move in the expected direction?"
Theoretical framework — not backtested or forward-tested. The Bean Score uses trailing twelve-month free cash flow yield as a dislocation identifier. It measures whether the market has pushed a stock's yield unusually far from its own baseline behavior. These levels are reference points for identifying potential swing trade opportunities, not buy/sell signals. FCF values update quarterly with earnings; between reports, all movement is price-driven.
Dislocation Scores Experimental
Each score measures deviation from CIM's own historical baseline — the same idea as the Bean Score, applied to different fundamentals. Positive means cheaper or more dislocated than this stock's norm. Scores marked σ are normalized by the stock's own variability; pp values are simple deltas from its recent baseline.
Theoretical framework — not backtested. These scores describe how unusual today's readings are for this specific company. They are starting points for research, not buy or sell signals. Annual-statement scores (buyback, accruals, FCF vs history) rest on only ~4 yearly data points and are deltas, not sigmas.
Historical Touches
CIM has crossed below its 200-week MA 8 times with an average 1-year return of +21.3% after recovery.
| Crossed Below | Recovered | Weeks | Max Depth | 1-Year Return | Return Since Touch |
|---|---|---|---|---|---|
| Nov 2008 | Apr 2012 | 181 | 75.9% | +43.6% | +190.4% |
| May 2012 | Jun 2012 | 3 | 1.8% | +38.7% | +82.0% |
| Jun 2012 | Sep 2012 | 11 | 16.7% | +32.1% | +96.4% |
| Nov 2012 | Nov 2012 | 1 | 0.5% | +33.8% | +81.2% |
| Mar 2020 | Mar 2021 | 54 | 51.6% | +51.6% | -5.3% |
| Apr 2021 | Apr 2021 | 1 | 0.6% | -12.1% | -39.3% |
| Feb 2022 | Feb 2026 | 207 | 52.6% | -38.3% | -40.9% |
| Mar 2026 | Mar 2026 | 2 | 3.5% | N/A | +5.9% |
| Average | 58 | — | +21.3% | — |
Frequently Asked Questions
Is CIM below its 200-week moving average?
No. Chimera Investment Corporation (CIM) is currently 6.4% above its 200-week moving average of $11.73. It would need to fall to $11.73 to cross below the line.
What is CIM's 200-week moving average price?
Chimera Investment Corporation's 200-week moving average is $11.73 as of 2026-07-31. This is the average weekly closing price over roughly the last 4 years, and it acts as a long-term trend line. When a stock drops below this level, it can signal that the price has fallen far enough from the long-term trend to attract value-oriented investors.
What happens when CIM drops below its 200-week moving average?
CIM has crossed below its 200-week moving average 8 times in our data. On average, buying at that moment produced a one-year return of +21.3%. These dips have historically been decent entry points. These episodes lasted 58 weeks on average.
Is CIM a good value right now?
Here's what our data says about CIM as of 2026-07-31: The stock is above its 200-week moving average, so it doesn't currently meet our primary signal. The 14-week RSI is 41. Return on equity is 0.8%. Price-to-book is 0.4x. This is not a buy or sell recommendation — always do your own research.
How does CIM compare to the S&P 500?
Over the past 17.8 years, $100 invested in CIM would have grown to $272, compared to $1146 for the S&P 500. That's 5.8% annualized vs 14.7% for the index. CIM has underperformed the broader market over this period.
Does CIM pay a dividend?
Yes. Chimera Investment Corporation currently pays a dividend yield of 1295.00%.
Not financial advice. This is an educational tool. Past performance does not guarantee future results. Do your own research before making investment decisions.
Data as of week of 2026-07-31