MODEL VERDICT
Granite Point Mortgage Trust Inc. (GPMT)
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
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Dividend Yield 39 industry peers | $3.81 | +76.4% | 12% | B | Supplementary |
| Price / Book 42 industry peers | $8.30 | +284.3% | 8% | B | Model Driven |
| Weighted Output Blended model output | $5.58 | +158.6% | 100% | 74 | SIGNIFICANTLY UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 12.78 | 13.92 | 9.52 | 14.90 | 2.87 |
| P/FCF | 14.79 | 15.77 | 4.82 | 27.20 | 8.35 |
| P/FFO | 12.10 | 13.84 | 7.58 | 14.87 | 3.95 |
| P/TBV | 0.60 | 0.59 | 0.22 | 1.13 | 0.34 |
| P/B Ratio | 0.60 | 0.59 | 0.22 | 1.13 | 0.34 |
| Div Yield | 0.12 | 0.10 | 0.06 | 0.19 | 0.05 |
| P/S Ratio | 7.12 | 7.35 | 3.63 | 10.24 | 2.72 |
Based on our peer multiples analysis with 6 valuation metrics, the model estimates GPMT's fair value at $5.58 vs the current price of $2.16, implying +158.6% upside potential. Model verdict: Significantly Undervalued. Confidence: 74/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $5.58 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 $4.44 (P10) to $7.63 (P90), with a median of $5.77.
GPMT's current P/E of -0.5x compares to the industry median of 12.2x (29 peers in the group). This represents a -104.0% discount to the industry. The historical average P/E is 12.8x over 3 years. Signal: Deep Discount.
12 analysts cover GPMT with a consensus rating of Hold. The consensus price target is $2.50 (range: $2.50 — $2.50), implying +15.7% upside from the current price. Grade breakdown: Strong Buy (0), Buy (5), Hold (7), Sell (0), Strong Sell (0).
The model confidence score is 74/100, based on: data completeness (7), peer quality (25), historical depth (20), earnings stability (12), and model agreement (10). 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 GPMT.
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.