MODEL VERDICT
AstraZeneca PLC (AZN) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
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 | MODERATE | 0.64 | $208.45 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.21 | $204.20 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.22 | $205.55 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.20 | $193.40 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.19 | $94.65 | Below threshold | +98.6% |
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 |
|---|---|---|---|---|---|
| Forward P/E 17 analyst estimates | $125.92 | -39.6% | 20% | A- | Analyst Est. |
| EV/EBITDA 16 industry peers | $70.03 | -66.4% | 20% | A- | Peer Data |
| Industry Median P/E 14 industry peers | $74.45 | -64.3% | 15% | A | Peer Data |
| Price / Free Cash Flow 13 industry peers | $66.37 | -68.2% | 15% | B+ | Peer Data |
| EV/EBIT 16 industry peers | $72.79 | -65.1% | 8% | B+ | Peer Data |
| EV/FCF 14 industry peers | $76.45 | -63.3% | 7% | B | Model Driven |
| Peg Ratio 5 industry peers | $89.44 | -57.1% | 5% | B | Data |
| EV To Revenue 17 industry peers | $69.32 | -66.7% | 4% | B | Data |
| Price / Sales 17 industry peers | $72.27 | -65.3% | 3% | B | Model Driven |
| Earnings Yield 15 industry peers | $76.64 | -63.2% | 2% | B | Data |
| FCF Yield 14 industry peers | $70.76 | -66.1% | 1% | B | Data |
| Weighted Output Blended model output | $264.20 | +26.7% | 100% | 81 | UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 54× | 59× | 64× (Current) | 69× | 74× |
|---|---|---|---|---|---|
| Bear Case (9%) | $192 | $210 | $228 | $245 | $263 |
| Conservative (14%) | $202 | $220 | $239 | $258 | $276 |
| Base Case (21.8%) | $215 | $235 | $255 | $275 | $295 |
| Bull Case (29%) | $228 | $250 | $271 | $292 | $313 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 505.84 | 115.04 | 53.67 | 2896.25 | 1055.09 |
| EV/EBIT | 107.05 | 53.54 | 40.60 | 351.13 | 111.39 |
| EV/EBITDA | 40.85 | 34.47 | 28.60 | 68.82 | 14.34 |
| P/FCF | 135.75 | 63.96 | 46.60 | 516.31 | 169.68 |
| P/FFO | 47.11 | 43.54 | 33.59 | 78.46 | 15.51 |
| P/AFFO | 76.67 | 71.18 | 39.94 | 164.17 | 44.45 |
| P/B Ratio | 12.40 | 11.25 | 8.42 | 18.01 | 3.63 |
| Div Yield | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |
| P/S Ratio | 9.31 | 9.33 | 7.52 | 10.78 | 1.01 |
Based on our peer multiples analysis with 28 valuation metrics, the model estimates AZN's fair value at $264.20 vs the current price of $208.45, implying +26.7% upside potential. Model verdict: Undervalued. Confidence: 81/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $264.20 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 $120.58 (P10) to $578.04 (P90), with a median of $261.98.
AZN's current P/E of 63.7x compares to the industry median of 22.8x (14 peers in the group). This represents a +180.0% premium to the industry. The historical average P/E is 505.8x over 7 years. Signal: High Premium.
41 analysts cover AZN with a consensus rating of Buy. The consensus price target is $105.50 (range: $103.00 — $108.00), implying -49.4% upside from the current price. Grade breakdown: Strong Buy (1), Buy (19), Hold (15), Sell (6), Strong Sell (0).
The model confidence score is 81/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Margin reversion: Current net margin of 17.4% is 8.5 percentage points above the 7-year average (8.9%), with a Z-score of +1.5σ. If margins normalize, fair value could drop to ~$846. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that AZN's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +1.5σ, meaning margins are 1.5 standard deviations above their historical average. If margins revert to the 7-year mean (8.9%), the model estimates fair value drops by 30570.0% to approximately $846. 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.