MODEL VERDICT
Entergy New Orleans, LLC First Mortgage Bonds, 5.50% Series due April 1, 2066 (ENO)
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 | $22.10 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.68 | $22.24 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.68 | $22.20 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $22.23 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.68 | $22.01 | 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 9 industry peers | $50.36 | +127.9% | 22% | A | Peer Data |
| EV/EBITDA 9 industry peers | $197.98 | +795.8% | 20% | A- | Peer Data |
| Dividend Yield 8 industry peers | $10.29 | -53.4% | 18% | B | Supplementary |
| Forward P/E 7 analyst estimates | $35.11 | +58.9% | 12% | A- | Analyst Est. |
| EV/EBIT 9 industry peers | $129.18 | +484.5% | 7% | B+ | Peer Data |
| Peg Ratio 7 industry peers | $232.38 | +951.5% | 5% | B | Data |
| EV To Revenue 9 industry peers | $116.95 | +429.2% | 4% | B | Data |
| Earnings Yield 9 industry peers | $50.36 | +127.9% | 4% | B | Data |
| Weighted Output Blended model output | $141.11 | +538.5% | 100% | 77 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 5× | 7× | 9× (Current) | 11× | 13× |
|---|---|---|---|---|---|
| Bear Case (22%) | $15 | $21 | $27 | $33 | $39 |
| Conservative (36%) | $17 | $23 | $30 | $37 | $43 |
| Base Case (55.4%) | $19 | $27 | $34 | $42 | $49 |
| Bull Case (75%) | $21 | $30 | $39 | $47 | $56 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 78.11 | 86.21 | 9.26 | 159.94 | 51.21 |
| EV/EBIT | 60.95 | 72.21 | 3.97 | 82.95 | 28.99 |
| EV/EBITDA | 33.96 | 38.80 | 2.25 | 45.80 | 15.42 |
| P/FFO | 33.54 | 42.03 | 3.19 | 49.07 | 17.75 |
| P/TBV | 9.10 | 8.47 | 5.99 | 14.03 | 2.75 |
| P/B Ratio | 9.10 | 8.47 | 5.99 | 14.03 | 2.75 |
| Div Yield | 0.01 | 0.01 | 0.01 | 0.03 | 0.01 |
| P/S Ratio | 5.69 | 6.39 | 0.82 | 8.11 | 2.44 |
Based on our peer multiples analysis with 21 valuation metrics, the model estimates ENO's fair value at $141.11 vs the current price of $22.10, implying +538.5% upside potential. Model verdict: Significantly Undervalued. Confidence: 77/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $141.11 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 $106.57 (P10) to $182.71 (P90), with a median of $143.30.
ENO's current P/E of 9.0x compares to the industry median of 20.6x (9 peers in the group). This represents a -56.1% discount to the industry. The historical average P/E is 78.1x over 7 years. Signal: Deep Discount.
No analyst coverage data is available for ENO.
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 refers to the possibility that ENO's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.6σ, meaning margins are 0.6 standard deviations above their historical average. If margins revert to the 7-year mean (10.0%), the model estimates fair value drops by 48240.0% to approximately $129. 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.