MODEL VERDICT
ConocoPhillips (COP) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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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 | 0.70 | $113.46 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.70 | $110.53 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.70 | $111.43 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.70 | $107.50 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.69 | $97.51 | Pending | +11.5% |
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 44 analyst estimates | $66.24 | -41.6% | 20% | A- | Analyst Est. |
| EV/EBITDA 49 industry peers | $82.81 | -27.0% | 20% | A- | Peer Data |
| Industry Median P/E 43 industry peers | $88.37 | -22.1% | 15% | A | Peer Data |
| Price / Free Cash Flow 37 industry peers | $128.50 | +13.3% | 15% | B+ | Peer Data |
| EV/EBIT 42 industry peers | $90.50 | -20.2% | 8% | B+ | Peer Data |
| EV/FCF 38 industry peers | $138.57 | +22.1% | 7% | B | Model Driven |
| EV To Revenue 48 industry peers | $106.09 | -6.5% | 4% | B | Data |
| Price / Sales 48 industry peers | $87.21 | -23.1% | 3% | B | Model Driven |
| Earnings Yield 43 industry peers | $88.32 | -22.2% | 2% | B | Data |
| FCF Yield 37 industry peers | $132.59 | +16.9% | 1% | B | Data |
| Weighted Output Blended model output | $159.09 | +40.2% | 100% | 86 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 14× | 16× | 18× (Current) | 20× | 22× |
|---|---|---|---|---|---|
| Bear Case (4%) | $92 | $105 | $119 | $132 | $145 |
| Conservative (7%) | $95 | $108 | $122 | $135 | $149 |
| Base Case (10.0%) | $98 | $112 | $126 | $139 | $153 |
| Bull Case (14%) | $101 | $115 | $130 | $144 | $158 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 11.73 | 12.28 | 8.10 | 14.77 | 2.32 |
| EV/EBIT | 8.16 | 8.44 | 5.52 | 9.44 | 1.45 |
| EV/EBITDA | 6.64 | 6.10 | 4.82 | 11.62 | 2.27 |
| P/FCF | 80.82 | 14.63 | 6.68 | 495.52 | 182.91 |
| P/FFO | 6.80 | 6.21 | 5.33 | 11.05 | 1.97 |
| P/TBV | 2.17 | 2.08 | 1.44 | 3.14 | 0.61 |
| P/AFFO | 11.78 | 9.96 | 6.87 | 17.36 | 4.44 |
| P/B Ratio | 2.17 | 2.08 | 1.44 | 3.14 | 0.61 |
| Div Yield | 0.03 | 0.04 | 0.02 | 0.04 | 0.01 |
| P/S Ratio | 2.15 | 2.14 | 1.88 | 2.49 | 0.22 |
Based on our peer multiples analysis with 16 valuation metrics, the model estimates COP's fair value at $159.09 vs the current price of $113.46, implying +40.2% upside potential. Model verdict: Significantly Undervalued. Confidence: 86/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $159.09 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 $81.55 (P10) to $400.52 (P90), with a median of $165.34.
COP's current P/E of 17.9x compares to the industry median of 13.9x (43 peers in the group). This represents a +28.4% premium to the industry. The historical average P/E is 11.7x over 6 years. Signal: Premium.
52 analysts cover COP with a consensus rating of Buy. The consensus price target is $116.79 (range: $98.00 — $133.00), implying +2.9% upside from the current price. Grade breakdown: Strong Buy (1), Buy (38), Hold (10), Sell (3), Strong Sell (0).
The model confidence score is 86/100, based on: data completeness (27), peer quality (25), historical depth (20), earnings stability (12), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: COP trades at the 6510th percentile of its historical P/E range. A reversion to median (11.7×) 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 COP's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.3σ, meaning margins are 0.3 standard deviations below their historical average. If margins revert to the 6-year mean (24.3%), the model estimates fair value drops by 1970.0% to approximately $136. 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.