MODEL VERDICT
ConocoPhillips (COP)
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 |
|---|---|---|---|---|---|
| May 1, 2026 | MODERATE | 0.70 | $123.19 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.70 | $121.76 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.70 | $116.04 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.70 | $118.92 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.70 | $122.55 | 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 10 analyst estimates | $98.39 | -20.1% | 20% | A- | Analyst Est. |
| EV/EBITDA 10 industry peers | $88.62 | -28.1% | 20% | A- | Peer Data |
| Industry Median P/E 10 industry peers | $117.09 | -5.0% | 15% | A | Peer Data |
| Price / Free Cash Flow 10 industry peers | $169.81 | +37.8% | 15% | B+ | Peer Data |
| EV/EBIT 10 industry peers | $101.65 | -17.5% | 8% | B+ | Peer Data |
| EV/FCF 10 industry peers | $178.41 | +44.8% | 7% | B | Model Driven |
| EV To Revenue 9 industry peers | $93.37 | -24.2% | 4% | B | Data |
| Price / Sales 9 industry peers | $93.85 | -23.8% | 3% | B | Model Driven |
| Earnings Yield 10 industry peers | $116.61 | -5.3% | 2% | B | Data |
| FCF Yield 10 industry peers | $167.74 | +36.2% | 1% | B | Data |
| Weighted Output Blended model output | $171.64 | +39.3% | 100% | 86 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 15× | 17× | 19× (Current) | 21× | 23× |
|---|---|---|---|---|---|
| Bear Case (4%) | $99 | $112 | $125 | $139 | $152 |
| Conservative (7%) | $101 | $115 | $128 | $142 | $156 |
| Base Case (10.0%) | $105 | $119 | $133 | $147 | $161 |
| Bull Case (14%) | $108 | $123 | $137 | $151 | $166 |
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 | 14.74 | 2.32 |
| EV/EBIT | 8.54 | 8.44 | 5.52 | 11.68 | 2.02 |
| EV/EBITDA | 6.68 | 6.10 | 4.82 | 11.62 | 2.25 |
| P/FCF | 80.87 | 14.63 | 7.00 | 495.52 | 182.89 |
| P/FFO | 6.82 | 6.21 | 5.33 | 11.05 | 1.95 |
| P/TBV | 2.18 | 2.08 | 1.44 | 3.14 | 0.60 |
| P/AFFO | 13.38 | 13.42 | 9.25 | 17.36 | 4.03 |
| P/B Ratio | 2.18 | 2.08 | 1.44 | 3.14 | 0.60 |
| Div Yield | 0.03 | 0.03 | 0.02 | 0.04 | 0.01 |
| P/S Ratio | 2.17 | 2.14 | 1.92 | 2.50 | 0.20 |
Based on our peer multiples analysis with 26 valuation metrics, the model estimates COP's fair value at $171.64 vs the current price of $123.19, implying +39.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 86/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $171.64 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 $98.64 (P10) to $404.25 (P90), with a median of $178.52.
COP's current P/E of 19.4x compares to the industry median of 18.4x (10 peers in the group). This represents a +5.2% premium to the industry. The historical average P/E is 11.7x over 6 years. Signal: Fair Value.
52 analysts cover COP with a consensus rating of Buy. The consensus price target is $127.07 (range: $98.00 — $183.00), implying +3.1% upside from the current price. Grade breakdown: Strong Buy (1), Buy (37), Hold (11), 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 6590th 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 (23.8%), the model estimates fair value drops by 1460.0% to approximately $141. 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.