MODEL VERDICT
Global Indemnity Group, LLC (GBLI)
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 | 0.69 | $27.32 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.69 | $27.80 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.69 | $28.58 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.69 | $28.46 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.69 | $27.83 | 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 7 industry peers | $21.03 | -23.0% | 30% | A | Peer Data |
| Price / Book 7 industry peers | $122314.30 | +447609.7% | 25% | B | Model Driven |
| Forward P/E 7 analyst estimates | $28.06 | +2.7% | 15% | A- | Analyst Est. |
| Dividend Yield 5 industry peers | $41.41 | +51.6% | 10% | B | Supplementary |
| Earnings Yield 7 industry peers | $21.01 | -23.1% | 8% | B | Data |
| Price / Tangible Book 7 bank peers | $123436.42 | +451717.1% | 5% | B+ | Bank Primary |
| Price / Sales 7 industry peers | $56.17 | +105.6% | 4% | B | Model Driven |
| EV/EBITDA 6 industry peers | $4607.97 | +16766.7% | 3% | A- | Peer Data |
| Weighted Output Blended model output | $24886.40 | +90992.3% | 100% | 80 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 12× | 14× | 16× (Current) | 18× | 20× |
|---|---|---|---|---|---|
| Bear Case (4%) | $22 | $25 | $29 | $33 | $36 |
| Conservative (7%) | $22 | $26 | $30 | $34 | $37 |
| Base Case (10.0%) | $23 | $27 | $31 | $35 | $39 |
| Bull Case (14%) | $24 | $28 | $32 | $36 | $40 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 12.84 | 12.76 | 6.07 | 17.62 | 4.52 |
| EV/EBIT | 20.27 | 10.07 | 6.65 | 63.20 | 24.09 |
| EV/EBITDA | 13.33 | 10.08 | 7.62 | 30.32 | 9.59 |
| P/FCF | 27.08 | 12.71 | 4.06 | 58.79 | 23.47 |
| P/FFO | 16.09 | 11.56 | 5.51 | 44.72 | 14.34 |
| P/TBV | 0.53 | 0.59 | 0.00 | 0.74 | 0.25 |
| P/B Ratio | 0.52 | 0.57 | 0.00 | 0.72 | 0.24 |
| Div Yield | 0.04 | 0.04 | 0.03 | 0.05 | 0.01 |
| P/S Ratio | 0.76 | 0.70 | 0.54 | 1.12 | 0.21 |
Based on our peer multiples analysis with 23 valuation metrics, the model estimates GBLI's fair value at $24886.40 vs the current price of $27.32, implying +90992.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 80/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $24886.40 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 $17734.46 (P10) to $31108.85 (P90), with a median of $24308.81.
GBLI's current P/E of 15.6x compares to the industry median of 12.0x (7 peers in the group). This represents a +29.9% premium to the industry. The historical average P/E is 12.8x over 5 years. Signal: Premium.
No analyst coverage data is available for GBLI.
The model confidence score is 80/100, based on: data completeness (25), peer quality (25), 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) Multiple compression: GBLI trades at the 7620th percentile of its historical P/E range. A reversion to median (12.8×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that GBLI's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.2σ, meaning margins are 0.2 standard deviations above their historical average. If margins revert to the 5-year mean (4.6%), the model estimates fair value drops by 3320.0% to approximately $18. 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.