REITWAVE.COM Institutional Equity Tear Sheet Generator
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REITWAVE.COM | INSTITUTIONAL REAL ESTATE RESEARCH
AS OF: OCTOBER 24, 2026  |  10Y TREASURY: 4.99%  |  SIC 6798

CIM REAL ESTATE FINANCE TRUST, INC. ($CMRF)

Sector: Diversified REIT  •  Exchange / CIK: OTC / 0001498547  •  Properties: 150 Assets
Trading at a 8.2% discount to NAV
Safety Score: 80/100 (Safe)  |  Credit: BBB

Live Share Price

$2.35
52W Range: $2.00 - $3.60

Valuation Multiples

13.8x P/AFFO
P/FFO: 13.1x  |  FFO/sh: $0.18

Net Asset Value (NAV)

$2.56
Prem/Disc: -8.2%  |  Cap: 6.54%

Dividend Cash Flow

5.11% Yield
$0.12/yr (Quarterly)  |  Payout: 70.6%
Balance Sheet & Debt Maturity Sentry
Net Debt to EBITDAre stands at 5.4x. Portfolio leased occupancy is 95.0% with a weighted average lease term (WALT) of 6.5 years. Senior credit rating of BBB provides institutional capital markets access for debt refinancing.
Recent Dividend Payment History (Last 6 Declarations)
Ex-Dividend Date Record / Pay Date Cash Distribution Status / Corporate Action
2026-09-30 2026-10-15 $0.0300 Regular Distribution
Representative Commercial Asset Concentrations (From SEC Form 10-K Item 2)
Commercial Asset / Property Name Location Rentable Sq Ft Occupancy Implied Asset Valuation
CIM REAL ESTATE FINANCE TRUST, INC. Flagship Commercial Portfolio United States Nationwide 18,750,000 sq ft (implied) 95.0% $384,000,000
Quantitative Risk & Benchmark Performance (QuantStats • VNQ)
Empirical 252-day trading window compared to Vanguard Real Estate ETF (VNQ) benchmark
METHODOLOGY: QUANTSTATS / CAPM
Beta vs VNQ
423.67
High Beta (Aggressive Leverage)
Annualized Alpha (α)
+241434.30%
Outperforming VNQ
Sharpe Ratio (vs VNQ)
1.08 vs 0.38
+0.70 Spread
Max Drawdown (1-Yr)
-27.2% vs -11.4%
-15.8% vs VNQ
CMRF vs VNQ QuantStats Performance & Underwater Drawdown
Quantitative Risk & Return Metric CMRF VNQ (Benchmark) Institutional Delta / Spread
Beta (β) vs VNQ
Covariance sensitivity to US REIT market
 423.67 1.00 +422.67 (High Beta (Aggressive Leverage))
Annualized Alpha (α)
Excess CAPM risk-adjusted performance
 +241434.30% 0.00% (Baseline) Outperforming VNQ
Sharpe Ratio (Rf = 4.5%)
Annualized excess return per unit of volatility
 1.08 0.38 +0.70
Sortino Ratio
Downside semi-variance risk-adjusted return
 1532.96 0.38 +1532.58
Annualized Volatility (σ)
Standard deviation of daily price returns × √252
 228363.3% 13.9% +228349.4% (Higher Volatility)
Maximum Drawdown (1-Year)
Peak-to-trough capital decline over trailing 12M
 -27.2% -11.4% -15.8% vs VNQ
1-Year Trailing Return (CAGR)
Compounded annual growth rate
 728388.1% 9.2% +728378.9% Spread
R-Squared (R²) & Correlation
Statistical correlation coefficient against VNQ
 R² 0.0 Corr: 0.03 0% variance explained by VNQ
Trading Session Win Rate
Percentage of positive daily closing sessions
 14.7% 51.8% -37.1% vs Benchmark
QuantStats Analytical Synthesis: CMRF displays a Beta of 423.67 relative to VNQ with 0.00 R² correlation. Annualized volatility is 228363.3% (228349.4% higher than VNQ at 13.9%). Trailing 12-month Alpha stands at +241434.30% (Outperforming VNQ) with a Sharpe ratio of 1.08 against 0.38 for VNQ, and a maximum drawdown of -27.2%.
SEC CIK: 0001498547  |  Principal Executive Officer: Executive Leadership / CIM Corp  |  Total PEO Compensation: Reported in DEF 14A (N/A)
Official SEC Accession: 0001498547-26-000001
CONFIDENTIAL INSTITUTIONAL TEAR SHEET • REITWAVE.COM (v1.0.0) • Data Sources: SEC EDGAR Form 10-K / DEF 14A, PR Newswire, Bloomberg/CBRE Comps. For institutional and accredited investor due diligence. Not a solicitation or investment recommendation.