MODEL VERDICT
Blue Ridge Bankshares, Inc. (BRBS)
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 | NEUTRAL | 0.24 | $3.42 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.23 | $3.58 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.20 | $3.57 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.20 | $3.51 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.21 | $4.18 | 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 |
|---|---|---|---|---|---|
| Industry Median P/E 4 industry peers | $1.66 | -51.5% | 30% | A | Peer Data |
| Price / Book 4 industry peers | $3.95 | +15.5% | 25% | B | Model Driven |
| Price / Tangible Book 4 bank peers | $5.00 | +46.2% | 20% | B+ | Bank Primary |
| Dividend Yield 3 industry peers | $6.95 | +103.2% | 10% | B | Supplementary |
| Earnings Yield 4 industry peers | $1.62 | -52.6% | 8% | B | Data |
| Weighted Output Blended model output | $3.15 | -7.8% | 100% | 83 | SLIGHTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 27× | 29× | 31× (Current) | 33× | 35× |
|---|---|---|---|---|---|
| Bear Case (2%) | $3 | $3 | $3 | $4 | $4 |
| Conservative (5%) | $3 | $3 | $4 | $4 | $4 |
| Base Case (-44.4%) | $2 | $2 | $2 | $2 | $2 |
| Bull Case (-60%) | $1 | $1 | $1 | $1 | $2 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 15.46 | 8.50 | 5.74 | 38.82 | 14.00 |
| EV/EBIT | 19.82 | 23.40 | 3.61 | 37.48 | 14.76 |
| EV/EBITDA | 17.58 | 20.21 | 3.42 | 34.38 | 13.13 |
| P/FCF | 32.60 | 4.02 | 1.33 | 121.01 | 58.97 |
| P/FFO | 15.16 | 11.38 | 5.26 | 37.91 | 13.42 |
| P/TBV | 1.07 | 1.27 | 0.37 | 1.41 | 0.44 |
| P/AFFO | 17.47 | 11.64 | 5.80 | 44.11 | 15.89 |
| P/B Ratio | 0.88 | 0.94 | 0.31 | 1.40 | 0.37 |
| Div Yield | 0.04 | 0.03 | 0.02 | 0.08 | 0.02 |
| P/S Ratio | 1.42 | 1.40 | 0.29 | 3.01 | 0.87 |
Based on our peer multiples analysis with 14 valuation metrics, the model estimates BRBS's fair value at $3.15 vs the current price of $3.42, implying -7.8% downside potential. Model verdict: Slightly Overvalued. Confidence: 83/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $3.15 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 $2.77 (P10) to $3.88 (P90), with a median of $3.26.
BRBS's current P/E of 31.1x compares to the industry median of 15.1x (4 peers in the group). This represents a +105.9% premium to the industry. The historical average P/E is 15.5x over 5 years. Signal: High Premium.
No analyst coverage data is available for BRBS.
The model confidence score is 83/100, based on: data completeness (30), peer quality (22), 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: BRBS trades at the 9750th percentile of its historical P/E range. A reversion to median (15.5×) 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 BRBS's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.1σ, meaning margins are 0.1 standard deviations above their historical average. If margins revert to the 5-year mean (6.1%), the model estimates fair value drops by 5760.0% to approximately $1. 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.