MODEL VERDICT
Acadia Realty Trust (AKR) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
Each row records the model's monthly assessment. High Conviction = the model detected notable undervaluation vs peers. Neutral = no notable divergence was found. The return column shows the actual price change over 90 days for reference. This is a quantitative observation log — not investment advice.
| Date | Assessment | Score | Price | Status | 90d Fwd Return |
|---|---|---|---|---|---|
| Feb 28, 2026 | NEUTRAL | 0.23 | $20.92 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.23 | $20.28 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.27 | $20.59 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.25 | $21.43 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.27 | $20.97 | Below threshold | +0.1% |
Historical model observations for research purposes only. Past quantitative patterns do not predict future results. Not a recommendation to buy, sell, or hold any security.
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| EV/EBITDA 21 industry peers | $8.32 | -60.2% | 15% | A- | Peer Data |
| Dividend Yield 10 industry peers | $19.61 | -6.3% | 12% | B | Supplementary |
| Price / Book 21 industry peers | $35.42 | +69.3% | 8% | B | Model Driven |
| Industry Median P/E 20 industry peers | $2.34 | -88.8% | 5% | A | Peer Data |
| Forward P/E 20 analyst estimates | $9.54 | -54.4% | 5% | A- | Analyst Est. |
| EV To Revenue 21 industry peers | $18.17 | -13.1% | 3% | B | Data |
| Price / Sales 21 industry peers | $24.76 | +18.4% | 2% | B | Model Driven |
| Weighted Output Blended model output | $18.05 | -13.7% | 100% | 82 | SLIGHTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 175× | 192× | 209× (Current) | 226× | 243× |
|---|---|---|---|---|---|
| Bear Case (4%) | $18 | $20 | $22 | $24 | $25 |
| Conservative (7%) | $19 | $20 | $22 | $24 | $26 |
| Base Case (10.0%) | $19 | $21 | $23 | $25 | $27 |
| Bull Case (14%) | $20 | $22 | $24 | $26 | $28 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 121.04 | 103.72 | 83.96 | 205.40 | 50.33 |
| EV/EBIT | 171.09 | 42.77 | 39.32 | 734.36 | 256.58 |
| EV/EBITDA | 30.96 | 20.53 | 15.94 | 96.39 | 28.97 |
| P/FCF | 18.86 | 18.31 | 10.39 | 32.21 | 7.58 |
| P/FFO | 12.81 | 13.02 | 8.87 | 16.29 | 2.57 |
| P/TBV | 0.88 | 0.94 | 0.63 | 1.07 | 0.19 |
| P/AFFO | 22.44 | 19.91 | 9.30 | 36.81 | 10.42 |
| P/B Ratio | 0.84 | 0.89 | 0.60 | 1.03 | 0.19 |
| Div Yield | 0.04 | 0.04 | 0.02 | 0.05 | 0.01 |
| P/S Ratio | 5.95 | 6.43 | 4.16 | 7.56 | 1.33 |
Based on our peer multiples analysis with 21 valuation metrics, the model estimates AKR's fair value at $18.05 vs the current price of $20.92, implying -13.7% downside potential. Model verdict: Slightly Overvalued. Confidence: 82/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $18.05 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $14.61 (P10) to $23.49 (P90), with a median of $18.31.
AKR's current P/E of 209.2x compares to the industry median of 23.4x (20 peers in the group). This represents a +792.4% premium to the industry. The historical average P/E is 121.0x over 5 years. Signal: High Premium.
12 analysts cover AKR with a consensus rating of Buy. The consensus price target is $20.50 (range: $16.00 — $27.00), implying -2.0% upside from the current price. Grade breakdown: Strong Buy (0), Buy (7), Hold (5), Sell (0), Strong Sell (0).
The model confidence score is 82/100, based on: data completeness (26), peer quality (25), historical depth (20), earnings stability (4), and model agreement (7). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: AKR trades at the 9000th percentile of its historical P/E range. A reversion to median (121.0×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that AKR's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.3σ, meaning margins are 0.3 standard deviations above their historical average. If margins revert to the 5-year mean (2.0%), the model estimates fair value drops by 7360.0% to approximately $6. This isn't a prediction — it's a scenario analysis.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.