Chimera Investment (LTS:0A7B) Cyclically Adjusted FCF per Share: $4.84 (As of Mar. 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

LTS:0A7B Chimera Investment Corp LTS:0A7B
35 GF Score
Price $12.36
Valuation Modestly Undervalued
! 5 Warning Signs
View Full Analysis

What is Chimera Investment Cyclically Adjusted FCF per Share?

Chimera Investment LTS:0A7B -2.18% 35 Cyclically Adjusted FCF per Share is $4.84 as of Mar. 2026. GuruFocus rates LTS:0A7B with a GF Score™ of 35/100 (Modestly Undervalued). The stock has 5 warning signs investors should review.

E10 is a concept invented by Prof. Robert Shiller, who uses E10 for his Shiller PE Ratio calculation. E10 is the average of the inflation adjusted earnings of a company over the past 10 years. The similar calculation is applied by GuruFocus to calculate the Cyclically Adjusted FCF per Share and the Cyclically Adjusted Price-to-FCF. The Cyclically Adjusted FCF per Share is the average of the inflation adjusted Free Cash Flow per Share of a company over the past 10 years.

Chimera Investment's adjusted free cash flow per share for the three months ended in Mar. 2026 was $2.908. Add all the adjusted free cash flow per share for the past 10 years together and divide the count will get our Cyclically Adjusted FCF per Share, which is $4.84 for the trailing ten years ended in Mar. 2026.

During the past 12 months, Chimera Investment's average Cyclically Adjusted FCF Growth Rate was -15.30% per year. During the past 3 years, the average Cyclically Adjusted FCF Growth Rate was -6.20% per year. During the past 5 years, the average Cyclically Adjusted FCF Growth Rate was -1.70% per year. Please click Growth Rate Calculation Example (GuruFocus) to see how GuruFocus calculates Wal-Mart Stores Inc (WMT)'s revenue growth rate. You can apply the same method to get the Cyclically Adjusted FCF Growth Rate using Cyclically Adjusted FCF per Share data.

During the past 13 years, the highest 3-Year average Cyclically Adjusted FCF Growth Rate of Chimera Investment was 1.60% per year. The lowest was -6.20% per year. And the median was -1.45% per year.

As of today (2026-08-01), Chimera Investment's current stock price is $12.36. Chimera Investment's Cyclically Adjusted FCF per Share for the quarter that ended in Mar. 2026 was $4.84. Chimera Investment's Cyclically Adjusted Price-to-FCF of today is 2.55.

During the past 13 years, the highest Cyclically Adjusted Price-to-FCF of Chimera Investment was 11.73. The lowest was 1.86. And the median was 4.88.


Chimera Investment  (LTS:0A7B) Cyclically Adjusted FCF per Share Explanation

If a company grows much fast than inflation, Cyclically Adjusted FCF per Share may underestimate the company's free cash flow. Cyclically Adjusted Price-to-FCF can seem to be too high even the actual Price-to-Free-Cash-Flow is low.

For the Cyclically Adjusted Price-to-FCF, the free cash flow per share of the past 10 years are inflation-adjusted and averaged. The result is used for P/FCF calculation. Since it looks at the average over the last 10 years, the Cyclically Adjusted Price-to-FCF is also called CAPFCF Ratio.

The Shiller PE Ratio was first used by professor Robert Shiller. He uses E10 for his Shiller PE Ratio calculation. E10 is the average of the inflation adjusted earnings per share of a company over the past 10 years. The similar calculation is applied by GuruFocus to calculate the Cyclically Adjusted Price-to-FCF. The Cyclically Adjusted FCF per Share is the average of the inflation adjusted free cash flow per share of a company over the past 10 years.

Chimera Investment's Cyclically Adjusted Price-to-FCF of today is calculated as

Cyclically Adjusted Price-to-FCF=Share Price/Cyclically Adjusted FCF per Share
=12.36/4.84
=2.55

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

During the past 13 years, the highest Cyclically Adjusted Price-to-FCF of Chimera Investment was 11.73. The lowest was 1.86. And the median was 4.88.


Be Aware

Cyclically Adjusted Price-to-FCF works better for cyclical companies. It gives you a better idea on the company's real free cash flow value.


Chimera Investment Cyclically Adjusted FCF per Share Related Terms


Chimera Investment Cyclically Adjusted FCF per Share Historical Data

* Premium members only.

The historical data trend for Chimera Investment's Cyclically Adjusted FCF per Share can be seen below:

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

Chimera Investment Cyclically Adjusted FCF per Share Chart

Chimera Investment Annual Data
Trend Dec16 Dec17 Dec18 Dec19 Dec20 Dec21 Dec22 Dec23 Dec24 Dec25
Cyclically Adjusted FCF per Share
Get a 7-Day Free Trial Premium Member Only Premium Member Only 5.61 9.26 10.01 5.63 4.72

Chimera Investment Quarterly Data
Jun21 Sep21 Dec21 Mar22 Jun22 Sep22 Dec22 Mar23 Jun23 Sep23 Dec23 Mar24 Jun24 Sep24 Dec24 Mar25 Jun25 Sep25 Dec25 Mar26
Cyclically Adjusted FCF per Share Get a 7-Day Free Trial Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only 5.76 5.48 5.21 4.72 4.84

LTS:0A7B vs ABR, MFA, ARI: Cyclically Adjusted FCF per Share Comparison

For the REIT - Mortgage subindustry, Chimera Investment's Cyclically Adjusted Price-to-FCF, along with its competitors' market caps and Cyclically Adjusted Price-to-FCF data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Chimera Investment Cyclically Adjusted Price-to-FCF vs REITs Industry

For the REITs industry and Real Estate sector, Chimera Investment's Cyclically Adjusted Price-to-FCF distribution charts can be found below:

* The bar in red indicates where Chimera Investment's Cyclically Adjusted Price-to-FCF falls into.


LTS:0A7B
35GF Score
Chimera Investment Corp LTS:0A7B
Cyclically Adjusted FCF per Share is just one metric. See GF Score™, valuation, warning signs, and more.
View Full Analysis

Chimera Investment Cyclically Adjusted FCF per Share Calculation

E10 is a concept invented by Prof. Robert Shiller, who uses E10 for his Shiller PE Ratio calculation. E10 is the average of the inflation adjusted earnings of a company over the past 10 years. The similar calculation is applied by GuruFocus to calculate the Cyclically Adjusted FCF per Share and the Cyclically Adjusted Price-to-FCF. The Cyclically Adjusted FCF per Share is the average of the inflation adjusted Free Cash Flow per Share of a company over the past 10 years.

What is Cyclically Adjusted FCF per Share? How do we calculate Cyclically Adjusted FCF per Share?

Cyclically Adjusted FCF per Share is the average of the inflation adjusted Free Cash Flow per Share of a company over the past 10 years. Let's use an example to explain.

If we want to calculate the Cyclically Adjusted FCF per Share of Wal-Mart (WMT) for Dec. 31, 2010, we need to have the inflation data and the free cash flow per share from 2001 through 2010.

We adjusted the 2001 free cash flow per share data with the total inflation from 2001 through 2010 to the equivalent free cash flow in 2010. If the total inflation from 2001 to 2010 is 40%, and Wal-Mart's free cash flow is $1 a share in 2001, then the 2001's equivalent free cash flow in 2010 is $1.4 a share. If Wal-Mart's free cash flow is $1 again in 2002, and the total inflation from 2002 through 2010 is 35%, then the equivalent 2002 free cash flow in 2010 is $1.35. So on and so forth, you get the equivalent free cash flow per share of past 10 years. Then you add them together and divided the sum by the count to get Cyclically Adjusted FCF per Share.

Please note that we use the CPI data of the country/region where the company is headquartered. If the CPI data for that country/region is not available, then we will use the CPI data of the United States as default.

For example, Chimera Investment's adjusted Free Cash Flow per Share data for the three months ended in Mar. 2026 was:

Adj_FreeCashFlowPerShare= Free Cash Flow per Share /CPI of Mar. 2026 (Change)*Current CPI (Mar. 2026)
=2.908/330.2130*330.2130
=2.908

Current CPI (Mar. 2026) = 330.2130.

Chimera Investment Quarterly Data

Free Cash Flow per Share CPI Adj_FreeCashFlowPerShare
201606 0.106 241.018 0.145
201609 2.389 241.428 3.268
201612 4.603 241.432 6.296
201703 0.975 243.801 1.321
201706 1.947 244.955 2.625
201709 2.008 246.819 2.686
201712 2.833 246.524 3.795
201803 3.164 249.554 4.187
201806 1.721 251.989 2.255
201809 2.938 252.439 3.843
201812 -3.068 251.233 -4.032
201903 -0.991 254.202 -1.287
201906 -1.352 256.143 -1.743
201909 0.036 256.759 0.046
201912 3.337 256.974 4.288
202003 -6.729 258.115 -8.609
202006 6.587 257.797 8.437
202009 1.837 260.280 2.331
202012 0.808 260.474 1.024
202103 1.402 264.877 1.748
202106 1.704 271.696 2.071
202109 1.880 274.310 2.263
202112 1.364 278.802 1.616
202203 1.720 287.504 1.976
202206 1.565 296.311 1.744
202209 0.526 296.808 0.585
202212 0.342 296.797 0.381
202303 0.388 301.836 0.424
202306 1.370 305.109 1.483
202309 0.591 307.789 0.634
202312 0.402 306.746 0.433
202403 0.701 312.332 0.741
202406 0.839 314.175 0.882
202409 0.506 315.301 0.530
202412 0.455 315.605 0.476
202503 0.592 319.799 0.611
202506 -0.090 322.561 -0.092
202509 -1.687 324.800 -1.715
202512 -1.742 324.054 -1.775
202603 2.908 330.213 2.908

Add all the adjusted free cash flow per share together and divide 10 will get our Cyclically Adjusted FCF per Share.

What does a Cyclically Adjusted FCF per Share of $4.84 mean?
Chimera Investment (LTS:0A7B) has a Cyclically Adjusted FCF per Share of $4.84 as of Mar. 2026. Cyclically Adjusted FCF per Share represents the company's inflation-adjusted FCF per share over a 10-year period. View historical data on Chimera Investment and its competitors.
Is Chimera Investment's Cyclically Adjusted FCF per Share too high?
Chimera Investment's current Cyclically Adjusted FCF per Share is $4.84. Overall, Chimera Investment has a GF Score™ of 35/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Chimera Investment's Cyclically Adjusted FCF per Share compare to ABR and MFA?
Chimera Investment's Cyclically Adjusted FCF per Share of $4.84 can be compared against companies in the REITs industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Cyclically Adjusted FCF per Share for a REITs company?
A good Cyclically Adjusted FCF per Share depends on the REITs industry context. However, Cyclically Adjusted FCF per Share should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Cyclically Adjusted FCF per Share mean?
A high Cyclically Adjusted FCF per Share can signal that a stock is expensive relative to its fundamentals. Cyclically Adjusted FCF per Share represents the company's inflation-adjusted FCF per share over a 10-year period. View historical data on Chimera Investment and its competitors. Chimera Investment's current Cyclically Adjusted FCF per Share is $4.84. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Chimera Investment stock overvalued right now?
Based on GuruFocus' analysis, Chimera Investment (LTS:0A7B) is currently considered Modestly Undervalued. The current Cyclically Adjusted FCF per Share is $4.84. Chimera Investment's overall GF Score™ is 35/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Cyclically Adjusted FCF per Share calculated?
Cyclically Adjusted FCF per Share is calculated from a company's financial statements. For Chimera Investment (LTS:0A7B), the current Cyclically Adjusted FCF per Share is $4.84 as of Mar. 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Chimera Investment Business Description

Industry Real EstateREITs
Address 630 Fifth Avenue, Suite 2400, New York, NY, USA, 10111
Chimera Investment Corporation is an internally managed REIT whose principal business objective is to provide attractive risk-adjusted returns and distributable income through investment performance linked to mortgage credit fundamentals. Through its mortgage lending, investment management, and advisory services platforms, the Company operates as a fully integrated mortgage business that originates, manages, and invests in a diversified range of mortgage assets. The Company invests, directly or indirectly, generally on a levered basis across a spectrum of mortgage assets, including residential mortgage loans, Non-Agency RMBS, Agency RMBS, Agency CMBS, MSRs, business purpose and investor loans, including RTLs, and other real estate-related assets.
35GF Score

Get the complete analysis for LTS:0A7B

Cyclically Adjusted FCF per Share is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$12.36
Price