MODEL VERDICT
Exelon Corporation (EXC) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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 |
|---|---|---|---|---|---|
| Feb 28, 2026 | NEUTRAL | 0.26 | $49.47 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.27 | $47.79 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.22 | $48.48 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.23 | $44.64 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.25 | $43.30 | Below threshold | +1.6% |
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 38 industry peers | $57.80 | +16.8% | 22% | A | Peer Data |
| EV/EBITDA 36 industry peers | $44.20 | -10.7% | 20% | A- | Peer Data |
| Dividend Yield 31 industry peers | $57.65 | +16.5% | 18% | B | Supplementary |
| Forward P/E 38 analyst estimates | $50.97 | +3.0% | 12% | A- | Analyst Est. |
| EV/EBIT 36 industry peers | $15.63 | -68.4% | 7% | B+ | Peer Data |
| Peg Ratio 21 industry peers | $33.12 | -33.1% | 5% | B | Data |
| EV To Revenue 37 industry peers | $25.17 | -49.1% | 4% | B | Data |
| Earnings Yield 38 industry peers | $57.80 | +16.8% | 4% | B | Data |
| Weighted Output Blended model output | $45.29 | -8.5% | 100% | 89 | SLIGHTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 14× | 16× | 18× (Current) | 20× | 22× |
|---|---|---|---|---|---|
| Bear Case (3%) | $39 | $45 | $50 | $56 | $62 |
| Conservative (5%) | $40 | $46 | $52 | $57 | $63 |
| Base Case (6.3%) | $41 | $46 | $52 | $58 | $64 |
| Bull Case (9%) | $41 | $47 | $53 | $59 | $65 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 16.70 | 15.36 | 10.80 | 23.67 | 4.23 |
| EV/EBIT | 18.72 | 18.13 | 12.30 | 25.22 | 4.33 |
| EV/EBITDA | 9.49 | 10.54 | 6.78 | 12.40 | 2.09 |
| P/FFO | 5.58 | 6.14 | 3.46 | 7.76 | 1.63 |
| P/TBV | 1.61 | 1.53 | 1.04 | 2.36 | 0.46 |
| P/AFFO | 114.00 | 66.56 | 21.57 | 253.88 | 123.21 |
| P/B Ratio | 1.28 | 1.39 | 0.84 | 1.72 | 0.32 |
| Div Yield | 0.04 | 0.04 | 0.02 | 0.05 | 0.01 |
| P/S Ratio | 1.63 | 1.65 | 0.89 | 2.25 | 0.55 |
Based on our peer multiples analysis with 21 valuation metrics, the model estimates EXC's fair value at $45.29 vs the current price of $49.47, implying -8.5% downside potential. Model verdict: Slightly Overvalued. Confidence: 89/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $45.29 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 $40.17 (P10) to $57.58 (P90), with a median of $48.19.
EXC's current P/E of 18.1x compares to the industry median of 21.2x (38 peers in the group). This represents a -14.4% discount to the industry. The historical average P/E is 16.7x over 7 years. Signal: Slightly Cheap.
35 analysts cover EXC with a consensus rating of Hold. The consensus price target is $50.55 (range: $39.00 — $57.00), implying +2.2% upside from the current price. Grade breakdown: Strong Buy (0), Buy (16), Hold (17), Sell (2), Strong Sell (0).
The model confidence score is 89/100, based on: data completeness (26), peer quality (25), historical depth (20), earnings stability (8), and model agreement (10). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Margin reversion: Current net margin of 11.6% is 1.9 percentage points above the 7-year average (9.7%), with a Z-score of +1.0σ. If margins normalize, fair value could drop to ~$38. (2) Multiple compression: EXC trades at the 3160th percentile of its historical P/E range. A reversion to median (16.7×) would imply significant downside. (3) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that EXC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +1.0σ, meaning margins are 1.0 standard deviations above their historical average. If margins revert to the 7-year mean (9.7%), the model estimates fair value drops by 2340.0% 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.