MODEL VERDICT
Green Brick Partners, Inc. (GRBK)
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 | 0.68 | $66.27 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.67 | $70.82 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.71 | $69.18 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.71 | $65.56 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.72 | $67.28 | 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 |
|---|---|---|---|---|---|
| Forward P/E 12 analyst estimates | $85.03 | +28.3% | 20% | A- | Analyst Est. |
| EV/EBITDA 12 industry peers | $76.68 | +15.7% | 20% | A- | Peer Data |
| Industry Median P/E 12 industry peers | $77.08 | +16.3% | 15% | A | Peer Data |
| Price / Free Cash Flow 10 industry peers | $62.48 | -5.7% | 15% | B+ | Peer Data |
| EV/EBIT 12 industry peers | $80.67 | +21.7% | 8% | B+ | Peer Data |
| EV/FCF 10 industry peers | $72.23 | +9.0% | 7% | B | Model Driven |
| Peg Ratio 9 industry peers | $130.44 | +96.8% | 5% | B | Data |
| EV To Revenue 12 industry peers | $52.39 | -20.9% | 4% | B | Data |
| Price / Sales 12 industry peers | $36.84 | -44.4% | 3% | B | Model Driven |
| Earnings Yield 12 industry peers | $77.06 | +16.3% | 2% | B | Data |
| FCF Yield 11 industry peers | $62.80 | -5.2% | 1% | B | Data |
| Weighted Output Blended model output | $84.99 | +28.2% | 100% | 90 | UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 5× | 7× | 9× (Current) | 11× | 13× |
|---|---|---|---|---|---|
| Bear Case (10%) | $39 | $55 | $70 | $86 | $101 |
| Conservative (17%) | $41 | $58 | $74 | $91 | $107 |
| Base Case (25.8%) | $44 | $62 | $80 | $98 | $116 |
| Bull Case (35%) | $48 | $67 | $86 | $105 | $124 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 8.05 | 8.46 | 4.02 | 10.25 | 2.13 |
| EV/EBIT | 7.69 | 7.21 | 4.06 | 11.18 | 2.65 |
| EV/EBITDA | 7.48 | 7.14 | 4.03 | 10.55 | 2.33 |
| P/FCF | 38.33 | 13.20 | 11.60 | 117.55 | 45.45 |
| P/FFO | 7.83 | 8.28 | 3.95 | 9.94 | 2.02 |
| P/TBV | 1.46 | 1.49 | 1.05 | 1.76 | 0.31 |
| P/AFFO | 8.00 | 8.51 | 3.98 | 10.19 | 2.12 |
| P/B Ratio | 1.46 | 1.49 | 1.05 | 1.76 | 0.31 |
| Div Yield | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| P/S Ratio | 1.08 | 1.19 | 0.66 | 1.34 | 0.27 |
Based on our peer multiples analysis with 28 valuation metrics, the model estimates GRBK's fair value at $84.99 vs the current price of $66.27, implying +28.2% upside potential. Model verdict: Undervalued. Confidence: 90/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $84.99 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 $65.80 (P10) to $100.50 (P90), with a median of $79.74.
GRBK's current P/E of 9.4x compares to the industry median of 10.9x (12 peers in the group). This represents a -14.0% discount to the industry. The historical average P/E is 8.0x over 7 years. Signal: Slightly Cheap.
11 analysts cover GRBK with a consensus rating of Hold. The consensus price target is N/A (range: N/A — N/A), implying N/A upside from the current price. Grade breakdown: Strong Buy (0), Buy (3), Hold (8), Sell (0), Strong Sell (0).
The model confidence score is 90/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (8), and model agreement (7). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: GRBK trades at the 2110th percentile of its historical P/E range. A reversion to median (8.0×) 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 GRBK's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.4σ, meaning margins are 0.4 standard deviations above their historical average. If margins revert to the 7-year mean (17.4%), the model estimates fair value drops by 10.0% to approximately $66. 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.