MODEL VERDICT
Everest Re Group, Ltd. (EG)
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 | 0.71 | $353.57 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.71 | $343.38 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.71 | $351.49 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.71 | $345.61 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.70 | $329.87 | 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 11 industry peers | $386.02 | +9.2% | 30% | A | Peer Data |
| Price / Book 11 industry peers | $599.79 | +69.6% | 25% | B | Model Driven |
| Forward P/E 11 analyst estimates | $540.83 | +53.0% | 15% | A- | Analyst Est. |
| Dividend Yield 11 industry peers | $449.85 | +27.2% | 10% | B | Supplementary |
| Earnings Yield 11 industry peers | $386.02 | +9.2% | 8% | B | Data |
| Price / Tangible Book 11 bank peers | $589.62 | +66.8% | 5% | B+ | Bank Primary |
| Price / Sales 11 industry peers | $574.46 | +62.5% | 4% | B | Model Driven |
| EV/EBITDA 11 industry peers | $433.75 | +22.7% | 3% | A- | Peer Data |
| Weighted Output Blended model output | $468.48 | +32.5% | 100% | 89 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 5× | 7× | 9× (Current) | 11× | 13× |
|---|---|---|---|---|---|
| Bear Case (10%) | $208 | $291 | $374 | $457 | $540 |
| Conservative (16%) | $219 | $307 | $394 | $482 | $570 |
| Base Case (24.3%) | $235 | $329 | $424 | $518 | $612 |
| Bull Case (33%) | $251 | $352 | $453 | $553 | $654 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 12.21 | 11.21 | 5.87 | 21.81 | 5.78 |
| EV/EBIT | 13.01 | 10.09 | 7.89 | 24.60 | 6.37 |
| EV/EBITDA | 13.01 | 10.09 | 7.89 | 24.60 | 6.37 |
| P/FCF | 3.72 | 3.24 | 2.81 | 6.04 | 1.10 |
| P/TBV | 1.22 | 1.22 | 0.96 | 1.73 | 0.25 |
| P/B Ratio | 1.13 | 1.11 | 0.91 | 1.53 | 0.21 |
| Div Yield | 0.02 | 0.02 | 0.02 | 0.03 | 0.00 |
| P/S Ratio | 1.01 | 0.97 | 0.81 | 1.36 | 0.17 |
Based on our peer multiples analysis with 23 valuation metrics, the model estimates EG's fair value at $468.48 vs the current price of $353.57, implying +32.5% upside potential. Model verdict: Significantly Undervalued. Confidence: 89/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $468.48 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 $424.93 (P10) to $523.58 (P90), with a median of $474.76.
EG's current P/E of 9.3x compares to the industry median of 10.2x (11 peers in the group). This represents a -8.4% discount to the industry. The historical average P/E is 12.2x over 7 years. Signal: Fair Value.
22 analysts cover EG with a consensus rating of Hold. The consensus price target is $354.00 (range: $332.00 — $377.00), implying +0.1% upside from the current price. Grade breakdown: Strong Buy (0), Buy (8), Hold (14), Sell (0), Strong Sell (0).
The model confidence score is 89/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (4), and model agreement (10). 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 EG'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 (9.8%), the model estimates fair value drops by 800.0% to approximately $382. 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.