MODEL VERDICT
Banco Santander-Chile (BSAC)
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 | 0.70 | $31.33 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.68 | $33.94 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.68 | $36.07 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $35.54 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.68 | $35.20 | 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 10 industry peers | $25920.16 | +82632.7% | 30% | A | Peer Data |
| Price / Book 10 industry peers | $17830.54 | +56812.0% | 25% | B | Model Driven |
| Price / Tangible Book 10 bank peers | $1436.24 | +4484.2% | 20% | B+ | Bank Primary |
| Dividend Yield 9 industry peers | $21566.35 | +68736.1% | 10% | B | Supplementary |
| Earnings Yield 10 industry peers | $25909.47 | +82598.6% | 8% | B | Data |
| Forward P/E 10 analyst estimates | $1799.04 | +5642.2% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $11121.80 | +35398.9% | 100% | 85 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (6%) | $21247 | $25968 | $30690 | $35411 | $40133 |
| Conservative (9%) | $21948 | $26826 | $31703 | $36581 | $41458 |
| Base Case (13.9%) | $22921 | $28015 | $33108 | $38202 | $43296 |
| Bull Case (19%) | $23907 | $29220 | $34533 | $39846 | $45158 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
| EV/EBIT | 9.52 | 9.29 | 4.77 | 15.59 | 3.56 |
| EV/EBITDA | 8.19 | 7.88 | 4.28 | 13.47 | 3.06 |
| P/FCF | 0.02 | 0.02 | 0.01 | 0.02 | 0.01 |
| P/FFO | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |
| P/TBV | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| P/AFFO | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
| P/B Ratio | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Div Yield | 43.34 | 39.11 | 32.68 | 62.31 | 10.40 |
| P/S Ratio | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates BSAC's fair value at $11121.80 vs the current price of $31.33, implying +35398.9% upside potential. Model verdict: Significantly Undervalued. Confidence: 85/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $11121.80 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 $8953.71 (P10) to $12000.04 (P90), with a median of $10420.11.
BSAC's current P/E of 12.6x compares to the industry median of 11.6x (10 peers in the group). This represents a +8.8% premium to the industry. The historical average P/E is 0.0x over 7 years. Signal: Fair Value.
12 analysts cover BSAC with a consensus rating of Hold. The consensus price target is $33.50 (range: $29.00 — $38.00), implying +6.9% upside from the current price. Grade breakdown: Strong Buy (0), Buy (4), Hold (6), Sell (2), Strong Sell (0).
The model confidence score is 85/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (8), 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 45.7% is 23.3 percentage points above the 7-year average (22.4%), with a Z-score of +2.0σ. If margins normalize, fair value could drop to ~$15. (2) Multiple compression: BSAC trades at the 4620th percentile of its historical P/E range. A reversion to median (0.0×) would imply significant downside. (3) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that BSAC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +2.0σ, meaning margins are 2.0 standard deviations above their historical average. If margins revert to the 7-year mean (22.4%), the model estimates fair value drops by 5230.0% to approximately $15. 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.