MODEL VERDICT
Companhia Paranaense de Energia (ELPC)
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 | 0.64 | $12.64 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.64 | $13.26 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.64 | $13.33 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.64 | $13.35 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.64 | $13.34 | 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 | $353.70 | +2698.3% | 22% | A | Peer Data |
| EV/EBITDA 10 industry peers | $305.36 | +2315.8% | 20% | A- | Peer Data |
| Dividend Yield 8 industry peers | $55.85 | +341.9% | 18% | B | Supplementary |
| Forward P/E 10 analyst estimates | $73.46 | +481.2% | 12% | A- | Analyst Est. |
| EV/EBIT 10 industry peers | $298.35 | +2260.4% | 7% | B+ | Peer Data |
| Peg Ratio 8 industry peers | $1250.23 | +9791.1% | 5% | B | Data |
| EV To Revenue 10 industry peers | $465.95 | +3586.3% | 4% | B | Data |
| Earnings Yield 10 industry peers | $353.69 | +2698.2% | 4% | B | Data |
| Weighted Output Blended model output | $307.32 | +2331.4% | 100% | 64 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× (Current) | 4× | 4× | 6× | 8× |
|---|---|---|---|---|---|
| Bear Case (17%) | $81 | $81 | $81 | $121 | $162 |
| Conservative (28%) | $88 | $88 | $88 | $132 | $176 |
| Base Case (42.4%) | $98 | $98 | $98 | $148 | $197 |
| Bull Case (57%) | $109 | $109 | $109 | $163 | $217 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
Based on our peer multiples analysis with 17 valuation metrics, the model estimates ELPC's fair value at $307.32 vs the current price of $12.64, implying +2331.4% upside potential. Model verdict: Significantly Undervalued. Confidence: 64/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $307.32 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 $218.69 (P10) to $268.28 (P90), with a median of $243.13.
ELPC's current P/E of 3.6x compares to the industry median of 20.5x (10 peers in the group). This represents a -82.2% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Deep Discount.
No analyst coverage data is available for ELPC.
The model confidence score is 64/100, based on: data completeness (26), 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 ELPC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.8σ, meaning margins are 0.8 standard deviations above their historical average. If margins revert to the 7-year mean (5.3%), the model estimates fair value drops by 19680.0% to approximately $38. 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.