MODEL VERDICT
Ellington Financial Inc. (EFC-PD)
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 | NEUTRAL | 0.17 | $23.05 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.17 | $23.55 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.19 | $23.65 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.19 | $23.44 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.16 | $23.79 | 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 |
|---|---|---|---|---|---|
| EV/EBITDA 7 industry peers | $25.90 | +12.4% | 15% | A- | Peer Data |
| Dividend Yield 7 industry peers | $16.14 | -30.0% | 12% | B | Supplementary |
| Price / Book 9 industry peers | $14.84 | -35.6% | 8% | B | Model Driven |
| Industry Median P/E 7 industry peers | $14.39 | -37.6% | 5% | A | Peer Data |
| Forward P/E 8 analyst estimates | $13.81 | -40.1% | 5% | A- | Analyst Est. |
| EV To Revenue 8 industry peers | $61.95 | +168.8% | 3% | B | Data |
| Price / Sales 9 industry peers | $8.88 | -61.5% | 2% | B | Model Driven |
| Weighted Output Blended model output | $21.69 | -5.9% | 100% | 60 | SLIGHTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 13× | 15× | 17× (Current) | 19× | 21× |
|---|---|---|---|---|---|
| Bear Case (2%) | $18 | $21 | $24 | $27 | $29 |
| Conservative (5%) | $19 | $22 | $24 | $27 | $30 |
| Base Case (-4.9%) | $17 | $20 | $22 | $25 | $27 |
| Bull Case (-7%) | $17 | $19 | $22 | $24 | $27 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
Based on our peer multiples analysis with 15 valuation metrics, the model estimates EFC-PD's fair value at $21.69 vs the current price of $23.05, implying -5.9% downside potential. Model verdict: Slightly Overvalued. Confidence: 60/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $21.69 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 $19.16 (P10) to $22.67 (P90), with a median of $20.87.
EFC-PD's current P/E of 16.8x compares to the industry median of 10.5x (7 peers in the group). This represents a +60.1% premium to the industry. The historical average P/E is N/Ax over 0 years. Signal: High Premium.
No analyst coverage data is available for EFC-PD.
The model confidence score is 60/100, based on: data completeness (22), peer quality (25), historical depth (5), earnings stability (5), and model agreement (3). Cyclicality penalty: -0 points. The model shows moderate 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 EFC-PD's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.5σ, meaning margins are 0.5 standard deviations above their historical average. If margins revert to the 7-year mean (30.4%), the model estimates fair value drops by 4110.0% to approximately $14. 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.