MODEL VERDICT
FS Credit Opportunities Corp. (FSCO)
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 | 0.66 | $5.28 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.66 | $5.00 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.66 | $5.24 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.66 | $5.19 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.66 | $5.07 | 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 | $8.98 | +70.1% | 30% | A | Peer Data |
| Price / Book 9 industry peers | $6.24 | +18.2% | 25% | B | Model Driven |
| Price / Tangible Book 9 bank peers | $6.24 | +18.2% | 20% | B+ | Bank Primary |
| Dividend Yield 7 industry peers | $36.01 | +582.0% | 10% | B | Supplementary |
| Earnings Yield 9 industry peers | $8.98 | +70.1% | 8% | B | Data |
| Weighted Output Blended model output | $9.59 | +81.6% | 100% | 72 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 4× | 6× (Current) | 8× | 10× |
|---|---|---|---|---|---|
| Bear Case (4%) | $4 | $4 | $6 | $8 | $10 |
| Conservative (7%) | $4 | $4 | $6 | $8 | $10 |
| Base Case (10.0%) | $4 | $4 | $6 | $8 | $10 |
| Bull Case (14%) | $4 | $4 | $6 | $9 | $11 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/FCF | 10.66 | 8.27 | 3.64 | 20.08 | 8.48 |
| P/TBV | 0.83 | 0.82 | 0.74 | 0.95 | 0.11 |
| P/B Ratio | 0.83 | 0.82 | 0.74 | 0.95 | 0.11 |
| Div Yield | 0.10 | 0.11 | 0.09 | 0.11 | 0.01 |
Based on our peer multiples analysis with 13 valuation metrics, the model estimates FSCO's fair value at $9.59 vs the current price of $5.28, implying +81.6% upside potential. Model verdict: Significantly Undervalued. Confidence: 72/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $9.59 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 $7.61 (P10) to $11.45 (P90), with a median of $9.19.
FSCO's current P/E of 5.6x compares to the industry median of 9.4x (9 peers in the group). This represents a -41.2% 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 FSCO.
The model confidence score is 72/100, based on: data completeness (30), peer quality (25), historical depth (10), earnings stability (5), 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 data is not available for FSCO.
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.