MODEL VERDICT
Brookfield BRP Holdings Canada 4.625% Perpetual Subordinated Notes (BEPH)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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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 |
|---|---|---|---|---|---|
| May 1, 2026 | MODERATE | 0.64 | $15.07 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.64 | $15.12 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.64 | $15.00 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.64 | $14.86 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.62 | $15.01 | CURRENT | — |
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 |
|---|---|---|---|---|---|
| Price / FFO 9 REIT peers | $28.59 | +89.7% | 30% | A | REIT Primary |
| EV/EBITDA 9 industry peers | $23.71 | +57.3% | 15% | A- | Peer Data |
| Dividend Yield 6 industry peers | $59.56 | +295.2% | 12% | B | Supplementary |
| Price / Book 9 industry peers | $115.63 | +667.3% | 8% | B | Model Driven |
| EV To Revenue 9 industry peers | $2.21 | -85.3% | 3% | B | Data |
| Price / Sales 9 industry peers | $39.62 | +162.9% | 2% | B | Model Driven |
| Weighted Output Blended model output | $32.95 | +118.7% | 100% | 64 | SIGNIFICANTLY UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| EV/EBIT | 21.84 | 20.92 | 15.58 | 29.96 | 5.97 |
| EV/EBITDA | 11.24 | 11.73 | 9.43 | 12.05 | 1.21 |
| P/FFO | 3.11 | 2.55 | 2.44 | 4.89 | 1.19 |
| P/TBV | 0.19 | 0.16 | 0.15 | 0.30 | 0.07 |
| P/B Ratio | 0.17 | 0.15 | 0.12 | 0.28 | 0.07 |
| Div Yield | 0.20 | 0.23 | 0.13 | 0.23 | 0.05 |
| P/S Ratio | 1.02 | 0.84 | 0.77 | 1.64 | 0.42 |
Based on our peer multiples analysis with 15 valuation metrics, the model estimates BEPH's fair value at $32.95 vs the current price of $15.07, implying +118.7% upside potential. Model verdict: Significantly Undervalued. Confidence: 64/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $32.95 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 $24.15 (P10) to $45.71 (P90), with a median of $33.83.
BEPH's current P/E of -16.9x compares to the industry median of 28.4x (6 peers in the group). This represents a -159.5% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Deep Discount.
No analyst coverage data is available for BEPH.
The model confidence score is 64/100, based on: data completeness (22), peer quality (25), historical depth (10), earnings stability (5), and model agreement (2). Cyclicality penalty: -0 points. The model shows moderate agreement across inputs.
The model flags several key risks: (1) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk data is not available for BEPH.
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.