QualityDipStocks / Finance · Real Estate
Ellington Financial EFC
Outside our quality screen, so we don’t track its dips. It’s 18% below its 52-week high.
Outside our quality screen. No fair value estimate for now: its free cash flow is negative.
- Fair value est.
- n/a
- Market Value
- $11.81price −2%
- Off 52-wk high
- −18%
- Risk vs market
- Lowbeta 0.44
52-week range 9% of the way from its 52-week low to its high
Price $11.54Market Value $11.81
3 bullish · 5 bearish See why
Priced in
How much growth the market assumed at the 52-week high, the low and today (a reverse DCF).
52-wk high: P/E 11.9×; 52-wk low: P/E 11.9×; now: P/E 7.7×.
| High | Low | Now | |
|---|---|---|---|
| Price | $14.01Jan 16 | $11.30Mar 20 | $11.54 |
| Implied growth | n/a | n/a | n/a |
| P/E | 11.9× | 11.9× | 7.7× |
What this means: a lower P/E than at the high means you pay less for each dollar of profit than buyers did then.
How it’s computed
Reverse DCF: the same 10-year free-cash-flow model as our fair value estimate (9.5% discount rate, growth for years 1–5 fading to 3% by year 10, 3% after), solved for the growth that makes it equal the market value at each price. For the high and the low we use only the filings that were public on that day, so nothing from a later report leaks back. Market value = that close × diluted shares. P/E = market value / 12-month net income; Price / FCF = market value / 12-month free cash flow; EV / Sales = (market value + debt − cash) / 12-month revenue. Hidden when the share count moved over 20% (split, merger), free cash flow is negative, or the company reports in another currency.
Valuation
What we estimate it's worth, and how it ranks on value vs every stock we cover.
Fair value estimate
No estimate for EFC: negative free cash flow. We’d rather show nothing than a made-up number.
Risk vs market
How risk vs market is measured
One year of daily returns (Oct 31 to Nov 2, 252 sessions). Beta = how much EFC moved for each 1% move in the S&P 500 (SPY); 1.0 moves with the market. Volatility is the yearly standard deviation of daily returns. Past behavior, not a forecast.
Moves much less than the market, but its own price swings are 1.5× the S&P 500’s (it moves on its own news).
- Beta vs S&P 500
- 0.44
- Volatility
- 19% vs 13% SPY
- Correlation SPY
- 0.30
- Correlation QQQ
- 0.19
Valuation details
MV $11.81
Fundamentals
The business itself: sales, profits, cash and debt, from SEC filings.
Bull vs bear
Rule-based from the data on this page, strongest first. Not advice.
Top bullish points 3 of 5
ValuationP/E of 7.7× vs a 13.3× median for the 364 Finance companies we cover.
Cash returnsDividend yield of 13.7% ($205M paid over 12 months).
ValuationPrice / book of 0.8×, below the 1.6× median for the 368 Finance companies we cover.
Top bearish points 5 of 5
ValuationFree cash flow is negative (−$618M over the last 12 months), so there’s no cash-flow value under the price.
Cash returnsPays out more in dividends than it earns: $205M paid vs $194M of net income.
GrowthDiluted EPS fell 12% to $1.19 in FY2025.
ValuationFree-cash-flow yield of −41%, below the 4.6% median for the 84 Finance companies we cover.
QualityDoesn’t pass our quality screen: no positive free cash flow; debt load unclear or high.
All fundamentals
P/E 7.7 · FCF yield -41.2% · ROE 11%
Valuation
- P/E
- 7.7×Finance median 13.3×
- Price / FCF
- n/anegative free cash flow
- FCF yield
- −41.2%
- EV / EBITDA
- n/aD&A or debt not tagged in SEC data
- Price / sales
- n/anot reported in its SEC filings
- Price / book
- 0.76×
- Market cap
- $1.5Blisted
- Enterprise value
- n/anot reported in its SEC filings
Growth
- Revenue, 12 months
- n/anot reported in its SEC filings
- Sales growth, 12 months
- n/ano year-ago 12-month revenue
- Sales growth, 3 yrs
- n/anot reported in its SEC filings
- Diluted EPS, 12 months
- $1.60
- EPS growth, last FY
- −12.5%
- Net income, 12 months
- $194M
- Net income growth
- +72%12 months vs before
Profitability
- Gross margin
- n/agross profit isn't reported (common for service and financial companies)
- Operating margin
- n/anot reported in its SEC filings
- Net margin
- n/anot reported in its SEC filings
- FCF margin
- n/anot reported in its SEC filings
- Return on equity
- 11%
- Return on invested capital
- n/aoperating income, debt, equity or cash not tagged
Balance sheet
- Cash & short-term inv.
- $247M
- Total debt
- n/anot reported in its SEC filings
- Net cash
- n/acash or debt not tagged in SEC data
- Debt / equity
- n/adebt or equity not tagged in SEC data
- Interest coverage
- n/ainterest expense not tagged in SEC data
Cash flow & returns
- Free cash flow, 12 months
- −$618M
- FCF growth, 12 months
- n/anot reported in its SEC filings
- Dividend yield
- 13.68%$205M paid
- Payout ratio
- 106%
- Buybacks, 12 months
- n/anot reported in its SEC filings
- Share count, 1 year
- n/ano quarterly diluted share count
- Stock-based comp
- $5M
Trailing 12 months to Jun 30, 2026; balance sheet at Jun 30, 2026. From Ellington Financial’s SEC filings. Sparklines show up to six fiscal years. n/a means we don’t hold that number, with the reason. How each is computed.
The business
FCF $-0.6B · Sales +34%
- Free cash flow, 12 months−$0.6B
- Free-cash-flow yield-41.2%
- Gross margin100%
- Operating margin56%
- Return on invested capital1%
- Return on equity12%
- Sales growth (latest quarter vs year-ago quarter)+34%
Chart & levels
Where the price is vs its key levels and trends.
Key levels
Every level vs today’s $11.54
- 52-wk lowlowest close, 1 year$11.30−2.1%
- PriceMon Nov 2 close$11.54you are here
- Market Valueavg paid since Sep 17$11.81+2.3%
- 52-wk highhighest close, 1 year$14.01+21.4%
Momentum & 52-week range
RSI 41 · 5 days −1.5%
Signals
Reversal signal setups, the public ledger and the next earnings date.
Setup & signals
No setup armed
No setup armed, so there’s no trigger or stop to track yet. Reversal signal rules only run on companies that pass our quality screen.
Next report
Nov 4
- DateWed Nov 4, after the close
- Consensus EPS$0.47
- Year-ago EPS$0.53
- QuarterSep/2026
From Nasdaq’s earnings calendar. A report resets Market Value.
EFC is outside our quality screen
One text when a published rule fires on one of the 332 quality companies we track: the ticker, the price, the stop and a link to the numbers. Nothing else.
Voices & buzz
Who is talking about it, and how it compares with peers.
Who’s talking about it
Notable investors, executives, analysts and public figures on Ellington Financial in the last 48 hours. Headlines as published, each linked. Their words, not ours.
No notable mentions in the last 48 hours. Checked Nov 3, 5:14 PM ET.
Compare with peers
Closest in size in Real Estate
Information only, not investment advice. Fair value estimates and talking points are rule-based model output from public data and can be wrong; stop levels are reference points, not orders. How every number is computed.