MODEL VERDICT
Fox Corporation (FOXA) — 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 | MODERATE | 0.71 | $56.34 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.72 | $57.02 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.72 | $56.35 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.72 | $63.37 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.62 | $73.68 | Pending | -14.7% |
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 |
|---|---|---|---|---|---|
| Forward P/E 24 analyst estimates | $112.48 | +99.6% | 20% | A- | Analyst Est. |
| EV/EBITDA 27 industry peers | $80.30 | +42.5% | 20% | A- | Peer Data |
| Industry Median P/E 18 industry peers | $162.33 | +188.1% | 15% | A | Peer Data |
| Price / Free Cash Flow 23 industry peers | $117.12 | +107.9% | 15% | B+ | Peer Data |
| EV/EBIT 23 industry peers | $134.75 | +139.2% | 8% | B+ | Peer Data |
| EV/FCF 23 industry peers | $138.42 | +145.7% | 7% | B | Model Driven |
| Peg Ratio 5 industry peers | $37.85 | -32.8% | 5% | B | Data |
| EV To Revenue 29 industry peers | $63.80 | +13.2% | 4% | B | Data |
| Price / Sales 29 industry peers | $40.79 | -27.6% | 3% | B | Model Driven |
| Earnings Yield 18 industry peers | $162.34 | +188.1% | 2% | B | Data |
| FCF Yield 23 industry peers | $116.89 | +107.5% | 1% | B | Data |
| Weighted Output Blended model output | $105.54 | +87.3% | 100% | 89 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 7× | 9× | 11× (Current) | 13× | 15× |
|---|---|---|---|---|---|
| Bear Case (10%) | $38 | $49 | $59 | $70 | $81 |
| Conservative (16%) | $40 | $51 | $63 | $74 | $86 |
| Base Case (24.8%) | $43 | $55 | $67 | $80 | $92 |
| Bull Case (34%) | $46 | $59 | $72 | $85 | $98 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 14.31 | 14.42 | 10.22 | 17.98 | 2.40 |
| EV/EBIT | 10.06 | 10.33 | 7.40 | 11.90 | 1.44 |
| EV/EBITDA | 8.33 | 8.00 | 6.20 | 10.04 | 1.53 |
| P/FCF | 11.13 | 10.92 | 8.94 | 15.60 | 2.12 |
| P/FFO | 11.66 | 12.34 | 8.96 | 14.27 | 1.90 |
| P/TBV | 4.69 | 4.71 | 3.57 | 5.86 | 0.77 |
| P/AFFO | 14.48 | 14.54 | 11.17 | 19.98 | 2.81 |
| P/B Ratio | 1.96 | 1.93 | 1.48 | 2.73 | 0.45 |
| Div Yield | 0.05 | 0.02 | 0.01 | 0.29 | 0.10 |
| P/S Ratio | 1.60 | 1.67 | 1.06 | 2.07 | 0.38 |
Based on our peer multiples analysis with 28 valuation metrics, the model estimates FOXA's fair value at $105.54 vs the current price of $56.34, implying +87.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 89/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $105.54 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 $79.87 (P10) to $128.09 (P90), with a median of $103.13.
FOXA's current P/E of 11.5x compares to the industry median of 33.1x (18 peers in the group). This represents a -65.3% discount to the industry. The historical average P/E is 14.3x over 7 years. Signal: Deep Discount.
48 analysts cover FOXA with a consensus rating of Hold. The consensus price target is $74.25 (range: $63.00 — $97.00), implying +31.8% upside from the current price. Grade breakdown: Strong Buy (0), Buy (23), Hold (25), 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 (12), 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 FOXA's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.0σ, meaning margins are 0.0 standard deviations below their historical average. If margins revert to the 7-year mean (11.5%), the model estimates fair value drops by 2540.0% to approximately $71. 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.