MODEL VERDICT
Six Flags Entertainment Corporation (FUN)
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 | 0.23 | $18.86 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.27 | $18.28 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.19 | $19.97 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.19 | $19.62 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.20 | $19.94 | 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 |
|---|---|---|---|---|---|
| Price / Free Cash Flow 5 industry peers | $5.73 | -69.6% | 15% | B+ | Peer Data |
| EV To Revenue 5 industry peers | $19.42 | +3.0% | 4% | B | Data |
| Price / Sales 5 industry peers | $56.78 | +201.1% | 3% | B | Model Driven |
| FCF Yield 5 industry peers | $5.57 | -70.5% | 1% | B | Data |
| Weighted Output Blended model output | $19.27 | +2.2% | 100% | 73 | FAIRLY VALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 15.88 | 17.37 | 7.59 | 21.21 | 5.87 |
| EV/EBIT | 21.19 | 16.74 | 8.83 | 36.87 | 11.49 |
| EV/EBITDA | 11.68 | 10.12 | 6.82 | 17.86 | 4.23 |
| P/FCF | 33.68 | 19.71 | 10.40 | 91.95 | 30.70 |
| P/FFO | 19.15 | 9.37 | 5.06 | 55.62 | 19.72 |
| P/AFFO | 79.80 | 32.99 | 8.40 | 259.54 | 102.81 |
| Div Yield | 0.04 | 0.03 | 0.01 | 0.08 | 0.03 |
| P/S Ratio | 3.24 | 1.99 | 1.14 | 12.24 | 3.99 |
Based on our peer multiples analysis with 10 valuation metrics, the model estimates FUN's fair value at $19.27 vs the current price of $18.86, implying +2.2% upside potential. Model verdict: Fairly Valued. Confidence: 73/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $19.27 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 $8.90 (P10) to $25.05 (P90), with a median of $16.12.
FUN's current P/E of -8.2x compares to the industry median of 15.8x (5 peers in the group). This represents a -151.8% discount to the industry. The historical average P/E is 15.9x over 4 years. Signal: Deep Discount.
29 analysts cover FUN with a consensus rating of Buy. The consensus price target is $22.88 (range: $17.00 — $31.00), implying +21.3% upside from the current price. Grade breakdown: Strong Buy (0), Buy (18), Hold (10), Sell (1), Strong Sell (0).
The model confidence score is 73/100, based on: data completeness (21), peer quality (22), historical depth (20), earnings stability (8), 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 FUN.
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.