MODEL VERDICT
Chagee Holdings Limited American Depositary Shares (CHA) — 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 | $10.93 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.64 | $10.34 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.64 | $10.31 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.64 | $10.72 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.65 | $13.17 | Pending | -18.8% |
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 11 analyst estimates | $30.07 | +175.1% | 20% | A- | Analyst Est. |
| EV/EBITDA 13 industry peers | $203.27 | +1759.7% | 20% | A- | Peer Data |
| Industry Median P/E 13 industry peers | $367.14 | +3259.0% | 15% | A | Peer Data |
| Price / Free Cash Flow 11 industry peers | $363.02 | +3221.3% | 15% | B+ | Peer Data |
| EV/EBIT 13 industry peers | $351.47 | +3115.6% | 8% | B+ | Peer Data |
| EV/FCF 11 industry peers | $467.52 | +4177.4% | 7% | B | Model Driven |
| EV To Revenue 14 industry peers | $201.14 | +1740.3% | 4% | B | Data |
| Price / Sales 14 industry peers | $158.20 | +1347.4% | 3% | B | Model Driven |
| Earnings Yield 13 industry peers | $365.94 | +3248.0% | 2% | B | Data |
| FCF Yield 11 industry peers | $354.91 | +3147.1% | 1% | B | Data |
| Weighted Output Blended model output | $250.17 | +2188.8% | 100% | 65 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 4× | 5× (Current) | 7× | 9× |
|---|---|---|---|---|---|
| Bear Case (4%) | $57 | $57 | $71 | $100 | $128 |
| Conservative (7%) | $58 | $58 | $73 | $102 | $131 |
| Base Case (10.0%) | $60 | $60 | $75 | $106 | $136 |
| Bull Case (14%) | $62 | $62 | $78 | $109 | $140 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
Based on our peer multiples analysis with 21 valuation metrics, the model estimates CHA's fair value at $250.17 vs the current price of $10.93, implying +2188.8% upside potential. Model verdict: Significantly Undervalued. Confidence: 65/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $250.17 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 $214.52 (P10) to $295.68 (P90), with a median of $254.27.
CHA's current P/E of 5.5x compares to the industry median of 26.8x (13 peers in the group). This represents a -79.6% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Deep Discount.
15 analysts cover CHA with a consensus rating of Hold. The consensus price target is $16.50 (range: $14.00 — $19.00), implying +51.0% upside from the current price. Grade breakdown: Strong Buy (0), Buy (6), Hold (8), Sell (1), Strong Sell (0).
The model confidence score is 65/100, based on: data completeness (27), peer quality (25), historical depth (5), earnings stability (5), and model agreement (3). 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 refers to the possibility that CHA's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.4σ, meaning margins are 0.4 standard deviations above their historical average. If margins revert to the 7-year mean (2.7%), the model estimates fair value drops by 3540.0% 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.