MODEL VERDICT
Centrais Elétricas Brasileiras S.A. - Eletrobrás (EBR-B)
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 | $9.92 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.68 | $9.92 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.68 | $9.92 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $9.92 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.68 | $9.92 | 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 10 industry peers | $87.56 | +782.7% | 22% | A | Peer Data |
| EV/EBITDA 10 industry peers | $5.81 | -41.4% | 20% | A- | Peer Data |
| Dividend Yield 8 industry peers | $20.14 | +103.0% | 18% | B | Supplementary |
| Forward P/E 10 analyst estimates | $69.03 | +595.9% | 12% | A- | Analyst Est. |
| Price / Free Cash Flow 3 industry peers | $13.10 | +32.1% | 8% | B+ | Peer Data |
| EV/EBIT 10 industry peers | $144.95 | +1361.2% | 7% | B+ | Peer Data |
| EV To Revenue 10 industry peers | $51.92 | +423.4% | 4% | B | Data |
| Earnings Yield 10 industry peers | $87.36 | +780.6% | 4% | B | Data |
| Weighted Output Blended model output | $42.86 | +332.0% | 100% | 77 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× (Current) | 4× | 4× | 4× | 6× |
|---|---|---|---|---|---|
| Bear Case (2%) | $18 | $18 | $18 | $18 | $28 |
| Conservative (5%) | $19 | $19 | $19 | $19 | $28 |
| Base Case (-1.0%) | $18 | $18 | $18 | $18 | $27 |
| Bull Case (-1%) | $18 | $18 | $18 | $18 | $27 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 2.40 | 1.69 | 0.33 | 6.17 | 2.12 |
| EV/EBIT | 5.76 | 5.94 | 3.24 | 8.59 | 2.14 |
| EV/EBITDA | 5.64 | 4.94 | 2.81 | 8.50 | 2.06 |
| P/FCF | 4.46 | 4.33 | 1.66 | 8.45 | 2.36 |
| P/FFO | 1.55 | 1.35 | 0.65 | 2.65 | 0.77 |
| P/TBV | 0.32 | 0.21 | 0.13 | 0.66 | 0.21 |
| P/AFFO | 2.18 | 1.62 | 0.71 | 5.02 | 1.51 |
| P/B Ratio | 0.16 | 0.15 | 0.12 | 0.21 | 0.03 |
| Div Yield | 0.12 | 0.08 | 0.01 | 0.39 | 0.14 |
| P/S Ratio | 0.44 | 0.44 | 0.28 | 0.58 | 0.10 |
Based on our peer multiples analysis with 20 valuation metrics, the model estimates EBR-B's fair value at $42.86 vs the current price of $9.92, implying +332.0% upside potential. Model verdict: Significantly Undervalued. Confidence: 77/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $42.86 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 $33.44 (P10) to $44.79 (P90), with a median of $39.04.
EBR-B's current P/E of 2.2x compares to the industry median of 19.5x (10 peers in the group). This represents a -88.7% discount to the industry. The historical average P/E is 2.4x over 7 years. Signal: Deep Discount.
No analyst coverage data is available for EBR-B.
The model confidence score is 77/100, based on: data completeness (26), 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) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk data is not available for EBR-B.
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.