MODEL VERDICT
GCM Grosvenor Inc. (GCMG)
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 | 0.15 | $10.94 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.15 | $10.80 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.15 | $10.94 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.15 | $10.88 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.17 | $9.72 | 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 | $0.66 | -94.0% | 30% | A | Peer Data |
| Dividend Yield 10 industry peers | $6.33 | -42.1% | 10% | B | Supplementary |
| Earnings Yield 9 industry peers | $0.66 | -94.0% | 8% | B | Data |
| Forward P/E 10 analyst estimates | $14.39 | +31.5% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $3.65 | -66.6% | 100% | 59 | SIGNIFICANTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 267× | 293× | 319× (Current) | 345× | 371× |
|---|---|---|---|---|---|
| Bear Case (2%) | $9 | $10 | $11 | $12 | $13 |
| Conservative (5%) | $10 | $11 | $11 | $12 | $13 |
| Base Case (-53.0%) | $4 | $5 | $5 | $6 | $6 |
| Bull Case (-72%) | $3 | $3 | $3 | $3 | $4 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 97.43 | 27.18 | 6.83 | 357.73 | 147.67 |
| EV/EBIT | 197.90 | 15.60 | 4.35 | 923.92 | 406.05 |
| EV/EBITDA | 17.81 | 14.49 | 6.65 | 35.61 | 13.46 |
| P/FCF | 9.73 | 7.31 | 2.58 | 19.02 | 6.95 |
| P/FFO | 66.36 | 60.61 | 18.02 | 108.56 | 40.38 |
| P/AFFO | 141.88 | 62.68 | 18.44 | 442.40 | 174.44 |
| Div Yield | 0.07 | 0.01 | 0.01 | 0.29 | 0.12 |
| P/S Ratio | 2.39 | 2.20 | 0.80 | 4.47 | 1.58 |
Based on our peer multiples analysis with 11 valuation metrics, the model estimates GCMG's fair value at $3.65 vs the current price of $10.94, implying -66.6% downside potential. Model verdict: Significantly Overvalued. Confidence: 59/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $3.65 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 $4.97 (P10) to $8.25 (P90), with a median of $6.47.
GCMG's current P/E of 319.0x compares to the industry median of 19.2x (9 peers in the group). This represents a +1557.9% premium to the industry. The historical average P/E is 97.4x over 5 years. Signal: High Premium.
8 analysts cover GCMG with a consensus rating of Buy. The consensus price target is $24.00 (range: $24.00 — $24.00), implying +119.4% upside from the current price. Grade breakdown: Strong Buy (0), Buy (4), Hold (4), Sell (0), Strong Sell (0).
The model confidence score is 59/100, based on: data completeness (12), peer quality (25), historical depth (16), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows moderate agreement across inputs.
The model flags several key risks: (1) Multiple compression: GCMG trades at the N/Ath percentile of its historical P/E range. A reversion to median (97.4×) 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 GCMG'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 below their historical average. If margins revert to the 5-year mean (5.3%), the model estimates fair value drops by 5420.0% to approximately $5. 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.