MODEL VERDICT
California Resources Corporation (CRC) — 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 | NEUTRAL | 0.16 | $58.84 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.22 | $59.22 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.22 | $56.92 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.23 | $54.80 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.30 | $45.54 | Below threshold | +22.6% |
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 | $17.48 | -70.3% | 20% | A- | Analyst Est. |
| EV/EBITDA 49 industry peers | $74.87 | +27.2% | 20% | A- | Peer Data |
| Industry Median P/E 43 industry peers | $65.94 | +12.1% | 15% | A | Peer Data |
| Price / Free Cash Flow 37 industry peers | $38.18 | -35.1% | 15% | B+ | Peer Data |
| EV/EBIT 42 industry peers | $74.77 | +27.1% | 8% | B+ | Peer Data |
| EV/FCF 38 industry peers | $35.89 | -39.0% | 7% | B | Model Driven |
| EV To Revenue 48 industry peers | $94.18 | +60.1% | 4% | B | Data |
| Price / Sales 48 industry peers | $83.91 | +42.6% | 3% | B | Model Driven |
| Earnings Yield 43 industry peers | $65.94 | +12.1% | 2% | B | Data |
| FCF Yield 37 industry peers | $39.38 | -33.1% | 1% | B | Data |
| Weighted Output Blended model output | $50.35 | -14.4% | 100% | 62 | SLIGHTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (4%) | $43 | $53 | $62 | $72 | $82 |
| Conservative (7%) | $44 | $54 | $64 | $74 | $84 |
| Base Case (10.0%) | $46 | $56 | $66 | $76 | $86 |
| Bull Case (14%) | $47 | $58 | $68 | $79 | $89 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 5.68 | 6.12 | 1.04 | 11.23 | 3.60 |
| EV/EBIT | 7.40 | 7.48 | 1.23 | 13.70 | 4.23 |
| EV/EBITDA | 4.04 | 3.59 | 2.34 | 6.98 | 1.46 |
| P/FCF | 12.41 | 9.74 | 2.01 | 33.31 | 10.82 |
| P/FFO | 2.98 | 4.05 | 0.88 | 4.96 | 1.97 |
| P/TBV | 1.57 | 1.66 | 0.88 | 2.10 | 0.41 |
| P/AFFO | 6.68 | 6.10 | 0.89 | 14.33 | 4.17 |
| P/B Ratio | 1.57 | 1.66 | 0.88 | 2.10 | 0.41 |
| Div Yield | 0.02 | 0.02 | 0.00 | 0.03 | 0.01 |
| P/S Ratio | 0.99 | 1.22 | 0.17 | 1.43 | 0.55 |
Based on our peer multiples analysis with 26 valuation metrics, the model estimates CRC's fair value at $50.35 vs the current price of $58.84, implying -14.4% downside potential. Model verdict: Slightly Overvalued. Confidence: 62/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $50.35 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 $25.11 (P10) to $42.04 (P90), with a median of $33.34.
CRC's current P/E of 12.7x compares to the industry median of 14.3x (43 peers in the group). This represents a -10.8% discount to the industry. The historical average P/E is 5.7x over 6 years. Signal: Slightly Cheap.
23 analysts cover CRC with a consensus rating of Buy. The consensus price target is $65.71 (range: $56.00 — $72.00), implying +11.7% upside from the current price. Grade breakdown: Strong Buy (0), Buy (16), Hold (6), Sell (1), Strong Sell (0).
The model confidence score is 62/100, based on: data completeness (9), peer quality (25), historical depth (20), earnings stability (4), and model agreement (4). Cyclicality penalty: -0 points. The model shows moderate agreement across inputs.
The model flags several key risks: (1) Multiple compression: CRC trades at the 4190th percentile of its historical P/E range. A reversion to median (5.7×) 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 CRC'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 below their historical average. If margins revert to the 6-year mean (37.0%), the model estimates fair value drops by 5170.0% to approximately $89. 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.