MODEL VERDICT
China Automotive Systems, Inc. (CAAS)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Forward P/E 35 analyst estimates | $7.92 | +77.6% | 20% | A- | Analyst Est. |
| EV/EBITDA 32 industry peers | $13.97 | +213.2% | 20% | A- | Peer Data |
| Industry Median P/E 25 industry peers | $16.97 | +280.5% | 15% | A | Peer Data |
| EV/EBIT 30 industry peers | $12.25 | +174.7% | 8% | B+ | Peer Data |
| Peg Ratio 13 industry peers | $41.37 | +827.6% | 5% | B | Data |
| EV To Revenue 37 industry peers | $19.00 | +326.0% | 4% | B | Data |
| Price / Sales 37 industry peers | $16.13 | +261.7% | 3% | B | Model Driven |
| Earnings Yield 25 industry peers | $16.97 | +280.5% | 2% | B | Data |
| Weighted Output Blended model output | $14.85 | +233.0% | 100% | 67 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× (Current) | 4× | 5× | 7× | 9× |
|---|---|---|---|---|---|
| Bear Case (14%) | $5 | $5 | $6 | $8 | $10 |
| Conservative (23%) | $5 | $5 | $6 | $9 | $11 |
| Base Case (35.1%) | $5 | $5 | $7 | $9 | $12 |
| Bull Case (47%) | $6 | $6 | $7 | $10 | $13 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 13.51 | 11.36 | 2.58 | 32.49 | 11.19 |
| EV/EBIT | 28.09 | 6.67 | 2.55 | 122.04 | 46.85 |
| EV/EBITDA | 4.52 | 3.75 | 2.16 | 10.15 | 2.80 |
| P/FCF | 5.23 | 4.75 | 4.50 | 6.45 | 1.06 |
| P/FFO | 4.16 | 3.56 | 1.73 | 11.36 | 3.29 |
| P/TBV | 0.38 | 0.32 | 0.25 | 0.63 | 0.16 |
| P/AFFO | 82.68 | 6.87 | 2.56 | 379.49 | 166.10 |
| P/B Ratio | 0.36 | 0.32 | 0.25 | 0.61 | 0.15 |
| P/S Ratio | 0.24 | 0.19 | 0.16 | 0.46 | 0.12 |
Based on our peer multiples analysis with 21 valuation metrics, the model estimates CAAS's fair value at $14.85 vs the current price of $4.46, implying +233.0% upside potential. Model verdict: Significantly Undervalued. Confidence: 67/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $14.85 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 $9.89 (P10) to $17.42 (P90), with a median of $13.08.
CAAS's current P/E of 4.5x compares to the industry median of 17.1x (25 peers in the group). This represents a -73.7% discount to the industry. The historical average P/E is 13.5x over 6 years. Signal: Deep Discount.
No analyst coverage data is available for CAAS.
The model confidence score is 67/100, based on: data completeness (21), peer quality (25), historical depth (20), earnings stability (4), and model agreement (7). Cyclicality penalty: --10 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 refers to the possibility that CAAS's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.8σ, meaning margins are 0.8 standard deviations above their historical average. If margins revert to the 6-year mean (3.0%), the model estimates fair value drops by 11430.0% to approximately $10. 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.