MODEL VERDICT
Crescent Capital BDC, Inc. (FCRX)
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 | 0.27 | $25.07 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.25 | $25.03 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.26 | $25.02 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.25 | $25.06 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.58 | $25.00 | 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 12 industry peers | $19.19 | -23.5% | 30% | A | Peer Data |
| Price / Book 11 industry peers | $16.38 | -34.7% | 25% | B | Model Driven |
| Price / Tangible Book 11 bank peers | $16.38 | -34.7% | 20% | B+ | Bank Primary |
| Dividend Yield 10 industry peers | $81.97 | +227.0% | 10% | B | Supplementary |
| Earnings Yield 12 industry peers | $19.19 | -23.5% | 8% | B | Data |
| Forward P/E 11 analyst estimates | $14.42 | -42.5% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $25.38 | +1.2% | 100% | 79 | FAIRLY VALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (2%) | $18 | $22 | $26 | $30 | $35 |
| Conservative (5%) | $19 | $23 | $27 | $31 | $36 |
| Base Case (3.3%) | $19 | $23 | $27 | $31 | $35 |
| Bull Case (5%) | $19 | $23 | $27 | $31 | $35 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 19.30 | 11.19 | 8.69 | 46.12 | 17.94 |
| EV/EBIT | 14.38 | 13.30 | 11.58 | 19.36 | 3.64 |
| P/FCF | 15.59 | 12.90 | 11.00 | 25.57 | 6.74 |
| P/TBV | 1.16 | 1.15 | 1.12 | 1.23 | 0.05 |
| P/B Ratio | 1.16 | 1.15 | 1.12 | 1.23 | 0.05 |
| Div Yield | 0.08 | 0.08 | 0.07 | 0.08 | 0.01 |
| P/S Ratio | 5.76 | 5.36 | 4.57 | 7.74 | 1.50 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates FCRX's fair value at $25.38 vs the current price of $25.07, implying +1.2% upside potential. Model verdict: Fairly Valued. Confidence: 79/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $25.38 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 $19.29 (P10) to $35.54 (P90), with a median of $27.20.
FCRX's current P/E of 12.6x compares to the industry median of 9.6x (12 peers in the group). This represents a +30.7% premium to the industry. The historical average P/E is 19.3x over 4 years. Signal: High Premium.
5 analysts cover FCRX with a consensus rating of Buy. The consensus price target is N/A (range: N/A — N/A), implying N/A upside from the current price. Grade breakdown: Strong Buy (0), Buy (4), Hold (1), Sell (0), Strong Sell (0).
The model confidence score is 79/100, based on: data completeness (30), peer quality (25), historical depth (10), 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 FCRX's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.4σ, meaning margins are 0.4 standard deviations below their historical average. If margins revert to the 4-year mean (48.0%), the model estimates fair value drops by 9700.0% to approximately $49. 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.