MODEL VERDICT
CNH Industrial N.V. (CNH)
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
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 | 0.51 | $10.48 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.68 | $10.25 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.69 | $10.59 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $10.64 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.50 | $11.57 | 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 |
|---|---|---|---|---|---|
| Forward P/E 8 analyst estimates | $8.83 | -15.7% | 20% | A- | Analyst Est. |
| EV/EBITDA 8 industry peers | $5.99 | -42.8% | 20% | A- | Peer Data |
| Industry Median P/E 8 industry peers | $8.65 | -17.5% | 15% | A | Peer Data |
| Price / Free Cash Flow 8 industry peers | $28.75 | +174.3% | 15% | B+ | Peer Data |
| EV/EBIT 8 industry peers | $17.86 | +70.4% | 8% | B+ | Peer Data |
| EV/FCF 8 industry peers | $13.89 | +32.5% | 7% | B | Model Driven |
| EV To Revenue 8 industry peers | $5.46 | -47.9% | 4% | B | Data |
| Price / Sales 8 industry peers | $28.25 | +169.6% | 3% | B | Model Driven |
| Earnings Yield 8 industry peers | $8.24 | -21.4% | 2% | B | Data |
| FCF Yield 8 industry peers | $28.35 | +170.5% | 1% | B | Data |
| Weighted Output Blended model output | $12.13 | +15.7% | 100% | 86 | UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 22× | 24× | 26× (Current) | 28× | 30× |
|---|---|---|---|---|---|
| Bear Case (4%) | $9 | $10 | $11 | $12 | $13 |
| Conservative (7%) | $10 | $10 | $11 | $12 | $13 |
| Base Case (10.0%) | $10 | $11 | $12 | $13 | $14 |
| Bull Case (14%) | $10 | $11 | $12 | $13 | $14 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 12.95 | 11.11 | 7.21 | 22.49 | 5.34 |
| EV/EBIT | 26.20 | 13.79 | 9.82 | 97.39 | 31.61 |
| EV/EBITDA | 11.13 | 10.10 | 7.21 | 19.72 | 4.32 |
| P/FCF | 9.04 | 7.07 | 3.75 | 18.26 | 6.43 |
| P/FFO | 62.90 | 8.53 | 5.65 | 390.75 | 144.59 |
| P/TBV | 6.56 | 5.30 | 3.69 | 10.86 | 2.55 |
| P/AFFO | 17.77 | 19.56 | 10.00 | 22.07 | 4.76 |
| P/B Ratio | 2.61 | 2.42 | 1.47 | 3.86 | 0.90 |
| Div Yield | 0.02 | 0.02 | 0.00 | 0.04 | 0.01 |
| P/S Ratio | 0.86 | 0.72 | 0.53 | 1.36 | 0.31 |
Based on our peer multiples analysis with 24 valuation metrics, the model estimates CNH's fair value at $12.13 vs the current price of $10.48, implying +15.7% upside potential. Model verdict: Undervalued. Confidence: 86/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $12.13 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 $9.78 (P10) to $17.41 (P90), with a median of $13.20.
CNH's current P/E of 25.6x compares to the industry median of 21.1x (8 peers in the group). This represents a +21.1% premium to the industry. The historical average P/E is 12.9x over 6 years. Signal: Premium.
14 analysts cover CNH with a consensus rating of Buy. The consensus price target is $13.25 (range: $11.00 — $16.00), implying +26.4% upside from the current price. Grade breakdown: Strong Buy (0), Buy (9), Hold (5), Sell (0), Strong Sell (0).
The model confidence score is 86/100, based on: data completeness (27), peer quality (25), historical depth (20), earnings stability (4), and model agreement (10). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: CNH trades at the 4620th percentile of its historical P/E range. A reversion to median (12.9×) 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 CNH'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 below their historical average. If margins revert to the 6-year mean (12.2%), the model estimates fair value drops by 18330.0% to approximately $30. 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.