MODEL VERDICT
InvenTrust Properties Corp. (IVT) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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 |
|---|---|---|---|---|---|
| Feb 28, 2026 | MODERATE | 0.65 | $31.20 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.65 | $30.59 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.65 | $30.70 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.68 | $30.59 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.27 | $28.70 | Below threshold | +5.4% |
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 |
|---|---|---|---|---|---|
| EV/EBITDA 21 industry peers | $22.13 | -29.1% | 15% | A- | Peer Data |
| Price / Book 21 industry peers | $39.84 | +27.7% | 8% | B | Model Driven |
| Industry Median P/E 20 industry peers | $34.39 | +10.2% | 5% | A | Peer Data |
| Forward P/E 20 analyst estimates | $6.80 | -78.2% | 5% | A- | Analyst Est. |
| EV To Revenue 21 industry peers | $28.29 | -9.3% | 3% | B | Data |
| Price / Sales 21 industry peers | $29.21 | -6.4% | 2% | B | Model Driven |
| Weighted Output Blended model output | $52.67 | +68.8% | 100% | 69 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 18× | 20× | 22× (Current) | 24× | 26× |
|---|---|---|---|---|---|
| Bear Case (4%) | $27 | $30 | $32 | $35 | $38 |
| Conservative (7%) | $27 | $30 | $33 | $36 | $39 |
| Base Case (10.0%) | $28 | $31 | $34 | $37 | $41 |
| Bull Case (14%) | $29 | $32 | $35 | $39 | $42 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 133.83 | 94.66 | 19.87 | 326.13 | 142.84 |
| EV/EBIT | 145.55 | 59.49 | 21.46 | 453.90 | 167.12 |
| EV/EBITDA | 28.86 | 17.38 | 16.33 | 77.91 | 24.37 |
| P/FCF | 33.63 | 19.77 | 14.22 | 104.90 | 35.23 |
| P/FFO | 29.51 | 15.62 | 9.21 | 102.07 | 35.91 |
| P/TBV | 1.85 | 1.31 | 1.06 | 4.82 | 1.46 |
| P/AFFO | 44.51 | 23.39 | 12.95 | 134.42 | 50.68 |
| P/B Ratio | 1.72 | 1.22 | 1.00 | 4.55 | 1.39 |
| Div Yield | 0.03 | 0.03 | 0.01 | 0.03 | 0.01 |
| P/S Ratio | 12.96 | 7.60 | 6.64 | 40.03 | 13.29 |
Based on our peer multiples analysis with 18 valuation metrics, the model estimates IVT's fair value at $52.67 vs the current price of $31.20, implying +68.8% upside potential. Model verdict: Significantly Undervalued. Confidence: 69/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $52.67 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 $22.29 (P10) to $127.84 (P90), with a median of $64.14.
IVT's current P/E of 22.0x compares to the industry median of 24.2x (20 peers in the group). This represents a -9.3% discount to the industry. The historical average P/E is 133.8x over 4 years. Signal: Fair Value.
4 analysts cover IVT with a consensus rating of Buy. The consensus price target is $33.00 (range: $33.00 — $33.00), implying +5.8% upside from the current price. Grade breakdown: Strong Buy (0), Buy (3), Hold (1), Sell (0), Strong Sell (0).
The model confidence score is 69/100, based on: data completeness (22), 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) Margin reversion: Current net margin of 37.3% is 24.9 percentage points above the 4-year average (12.4%), with a Z-score of +1.5σ. If margins normalize, fair value could drop to ~$63. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that IVT's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +1.5σ, meaning margins are 1.5 standard deviations above their historical average. If margins revert to the 4-year mean (12.4%), the model estimates fair value drops by 10260.0% to approximately $63. 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.