MODEL VERDICT
The Walt Disney Company (DIS)
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 | 0.68 | $103.08 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.68 | $102.60 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.68 | $106.28 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $103.05 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.68 | $99.16 | 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 7 analyst estimates | $164.10 | +59.2% | 20% | A- | Analyst Est. |
| EV/EBITDA 8 industry peers | $99.37 | -3.6% | 20% | A- | Peer Data |
| Industry Median P/E 7 industry peers | $192.91 | +87.1% | 15% | A | Peer Data |
| Price / Free Cash Flow 7 industry peers | $87.56 | -15.1% | 15% | B+ | Peer Data |
| EV/EBIT 7 industry peers | $153.89 | +49.3% | 8% | B+ | Peer Data |
| EV/FCF 7 industry peers | $105.85 | +2.7% | 7% | B | Model Driven |
| EV To Revenue 8 industry peers | $148.38 | +43.9% | 4% | B | Data |
| Price / Sales 8 industry peers | $141.91 | +37.7% | 3% | B | Model Driven |
| Earnings Yield 7 industry peers | $186.29 | +80.7% | 2% | B | Data |
| FCF Yield 8 industry peers | $114.23 | +10.8% | 1% | B | Data |
| Weighted Output Blended model output | $181.57 | +76.1% | 100% | 78 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 11× | 13× | 15× (Current) | 17× | 19× |
|---|---|---|---|---|---|
| Bear Case (4%) | $78 | $93 | $107 | $121 | $135 |
| Conservative (7%) | $80 | $95 | $109 | $124 | $139 |
| Base Case (10.0%) | $83 | $98 | $113 | $128 | $143 |
| Bull Case (14%) | $86 | $101 | $117 | $132 | $148 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 56.99 | 45.72 | 16.61 | 142.10 | 46.01 |
| EV/EBIT | 33.92 | 27.42 | 17.75 | 82.05 | 24.12 |
| EV/EBITDA | 21.95 | 16.71 | 12.80 | 40.70 | 11.74 |
| P/FCF | 85.64 | 91.09 | 20.45 | 148.76 | 58.98 |
| P/FFO | 37.19 | 20.47 | 11.62 | 132.03 | 42.76 |
| P/TBV | 96.25 | 9.82 | 6.43 | 503.96 | 200.15 |
| P/AFFO | 46.13 | 45.99 | 21.23 | 80.25 | 22.37 |
| P/B Ratio | 2.16 | 1.93 | 1.46 | 3.36 | 0.71 |
| Div Yield | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 |
| P/S Ratio | 2.98 | 2.23 | 1.86 | 5.01 | 1.25 |
Based on our peer multiples analysis with 26 valuation metrics, the model estimates DIS's fair value at $181.57 vs the current price of $103.08, implying +76.1% upside potential. Model verdict: Significantly Undervalued. Confidence: 78/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $181.57 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 $150.55 (P10) to $243.87 (P90), with a median of $195.54.
DIS's current P/E of 15.0x compares to the industry median of 28.2x (7 peers in the group). This represents a -46.6% discount to the industry. The historical average P/E is 57.0x over 6 years. Signal: Deep Discount.
63 analysts cover DIS with a consensus rating of Buy. The consensus price target is $139.50 (range: $132.00 — $151.00), implying +35.3% upside from the current price. Grade breakdown: Strong Buy (0), Buy (39), Hold (20), Sell (4), Strong Sell (0).
The model confidence score is 78/100, based on: data completeness (27), 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) Margin reversion: Current net margin of 12.8% is 7.2 percentage points above the 6-year average (5.7%), with a Z-score of +1.1σ. If margins normalize, fair value could drop to ~$172. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that DIS's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +1.1σ, meaning margins are 1.1 standard deviations above their historical average. If margins revert to the 6-year mean (5.7%), the model estimates fair value drops by 6700.0% to approximately $172. 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.