MODEL VERDICT
DTE Energy Company 2020 Series (DTB)
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 | 0.66 | $17.11 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.66 | $17.12 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.68 | $17.05 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $17.04 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.68 | $16.70 | 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 |
|---|---|---|---|---|---|
| Industry Median P/E 13 industry peers | $165.91 | +869.7% | 22% | A | Peer Data |
| EV/EBITDA 13 industry peers | $121.58 | +610.6% | 20% | A- | Peer Data |
| Dividend Yield 13 industry peers | $148.79 | +769.6% | 18% | B | Supplementary |
| Forward P/E 13 analyst estimates | $154.99 | +805.8% | 12% | A- | Analyst Est. |
| EV/EBIT 13 industry peers | $104.61 | +511.4% | 7% | B+ | Peer Data |
| EV To Revenue 13 industry peers | $242.72 | +1318.6% | 4% | B | Data |
| Earnings Yield 13 industry peers | $165.91 | +869.7% | 4% | B | Data |
| Weighted Output Blended model output | $108.52 | +534.3% | 100% | 73 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× (Current) | 4× | 4× | 4× | 6× |
|---|---|---|---|---|---|
| Bear Case (2%) | $29 | $29 | $29 | $29 | $43 |
| Conservative (5%) | $30 | $30 | $30 | $30 | $44 |
| Base Case (-0.1%) | $28 | $28 | $28 | $28 | $42 |
| Bull Case (-0%) | $28 | $28 | $28 | $28 | $42 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 3.49 | 3.19 | 2.42 | 5.62 | 1.17 |
| EV/EBIT | 13.33 | 13.66 | 11.10 | 15.42 | 1.75 |
| EV/EBITDA | 7.69 | 7.47 | 6.83 | 9.23 | 0.87 |
| P/FFO | 1.64 | 1.52 | 1.05 | 2.63 | 0.57 |
| P/TBV | 0.49 | 0.45 | 0.35 | 0.78 | 0.15 |
| P/B Ratio | 0.39 | 0.36 | 0.29 | 0.58 | 0.11 |
| Div Yield | 0.19 | 0.18 | 0.15 | 0.25 | 0.04 |
| P/S Ratio | 0.31 | 0.31 | 0.19 | 0.45 | 0.09 |
Based on our peer multiples analysis with 19 valuation metrics, the model estimates DTB's fair value at $108.52 vs the current price of $17.11, implying +534.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 73/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $108.52 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 $100.15 (P10) to $115.27 (P90), with a median of $107.63.
DTB's current P/E of 2.4x compares to the industry median of 23.5x (13 peers in the group). This represents a -89.7% discount to the industry. The historical average P/E is 3.5x over 6 years. Signal: Deep Discount.
No analyst coverage data is available for DTB.
The model confidence score is 73/100, based on: data completeness (22), peer quality (25), historical depth (16), earnings stability (8), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that DTB'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 above their historical average. If margins revert to the 6-year mean (9.3%), the model estimates fair value drops by 3940.0% to approximately $24. 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.