MODEL VERDICT
CNFinance Holdings Limited (CNF)
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 |
|---|---|---|---|---|---|
| Feb 28, 2026 | MODERATE | 0.67 | $5.23 | CURRENT | -48.8% |
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 |
|---|---|---|---|---|---|
| Industry Median P/E 9 industry peers | $129.69 | +2379.4% | 30% | A | Peer Data |
| Price / Book 9 industry peers | $1209.44 | +23022.0% | 25% | B | Model Driven |
| Price / Tangible Book 6 bank peers | $2340.94 | +44653.9% | 20% | B+ | Bank Primary |
| Earnings Yield 9 industry peers | $127.31 | +2333.9% | 8% | B | Data |
| Forward P/E 9 analyst estimates | $5.40 | +3.2% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $515.00 | +9745.7% | 100% | 75 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× (Current) | 4× | 4× | 5× | 7× |
|---|---|---|---|---|---|
| Bear Case (2%) | $45 | $45 | $45 | $56 | $79 |
| Conservative (5%) | $46 | $46 | $46 | $58 | $81 |
| Base Case (-40.2%) | $26 | $26 | $26 | $33 | $46 |
| Bull Case (-54%) | $20 | $20 | $20 | $25 | $35 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 0.70 | 0.28 | 0.05 | 2.15 | 0.79 |
| EV/EBIT | 37.16 | 31.54 | 8.14 | 87.63 | 28.61 |
| EV/EBITDA | 34.12 | 31.28 | 8.02 | 70.72 | 23.63 |
| P/FCF | 0.11 | 0.11 | 0.04 | 0.23 | 0.06 |
| P/FFO | 0.81 | 0.48 | 0.22 | 2.25 | 0.73 |
| P/TBV | 0.03 | 0.04 | 0.01 | 0.06 | 0.02 |
| P/AFFO | 1.14 | 1.36 | 0.22 | 2.39 | 0.77 |
| P/B Ratio | 0.03 | 0.04 | 0.01 | 0.06 | 0.02 |
| P/S Ratio | 0.06 | 0.04 | 0.02 | 0.11 | 0.03 |
Based on our peer multiples analysis with 14 valuation metrics, the model estimates CNF's fair value at $515.00 vs the current price of $5.23, implying +9745.7% upside potential. Model verdict: Significantly Undervalued. Confidence: 75/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $515.00 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 $333.26 (P10) to $709.45 (P90), with a median of $518.84.
CNF's current P/E of 3.3x compares to the industry median of 11.8x (9 peers in the group). This represents a -72.3% discount to the industry. The historical average P/E is 0.7x over 7 years. Signal: Deep Discount.
No analyst coverage data is available for CNF.
The model confidence score is 75/100, based on: data completeness (24), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: CNF trades at the 1110th percentile of its historical P/E range. A reversion to median (0.7×) 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 CNF'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 below their historical average. If margins revert to the 7-year mean (30.4%), the model estimates fair value drops by 180220.0% to approximately $100. 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.