MODEL VERDICT
ORIX Corporation (IX) — 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 | 0.70 | $35.55 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.70 | $35.34 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.70 | $36.34 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.70 | $35.30 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.66 | $30.61 | Pending | +11.0% |
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 41 industry peers | $3434.71 | +9561.6% | 30% | A | Peer Data |
| Price / Book 44 industry peers | $6085.06 | +17016.9% | 25% | B | Model Driven |
| Price / Tangible Book 42 bank peers | $3990.02 | +11123.7% | 20% | B+ | Bank Primary |
| Dividend Yield 32 industry peers | $3638.55 | +10135.0% | 10% | B | Supplementary |
| Earnings Yield 39 industry peers | $3592.20 | +10004.6% | 8% | B | Data |
| Forward P/E 41 analyst estimates | $3401.34 | +9467.8% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $2811.04 | +7807.3% | 100% | 85 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 14× | 16× | 18× (Current) | 20× | 22× |
|---|---|---|---|---|---|
| Bear Case (2%) | $4392 | $5019 | $5646 | $6274 | $6901 |
| Conservative (5%) | $4515 | $5160 | $5805 | $6450 | $7095 |
| Base Case (5.3%) | $4528 | $5175 | $5822 | $6469 | $7116 |
| Bull Case (7%) | $4610 | $5268 | $5927 | $6586 | $7244 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 0.08 | 0.07 | 0.06 | 0.13 | 0.02 |
| EV/EBIT | 9.84 | 9.40 | 7.72 | 13.21 | 1.90 |
| EV/EBITDA | 5.90 | 6.16 | 4.74 | 7.16 | 1.01 |
| P/FCF | 0.24 | 0.10 | 0.03 | 0.58 | 0.24 |
| P/FFO | 0.04 | 0.03 | 0.03 | 0.05 | 0.01 |
| P/TBV | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |
| P/B Ratio | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 |
| Div Yield | 4.45 | 4.14 | 3.78 | 5.26 | 0.60 |
| P/S Ratio | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates IX's fair value at $2811.04 vs the current price of $35.55, implying +7807.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 85/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $2811.04 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 $2047.04 (P10) to $3373.34 (P90), with a median of $2683.73.
IX's current P/E of 18.1x compares to the industry median of 11.2x (41 peers in the group). This represents a +61.6% premium to the industry. The historical average P/E is 0.1x over 7 years. Signal: High Premium.
No analyst coverage data is available for IX.
The model confidence score is 85/100, based on: data completeness (30), 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: IX trades at the 7070th percentile of its historical P/E range. A reversion to median (0.1×) 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 IX's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -1.0σ, meaning margins are 1.0 standard deviations below their historical average. If margins revert to the 7-year mean (16.8%), the model estimates fair value drops by 390.0% to approximately $34. 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.