MODEL VERDICT
Jefferson Capital, Inc. Common Stock (JCAP) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
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 | NEUTRAL | 0.17 | $20.63 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.17 | $21.10 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.17 | $21.24 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.17 | $22.48 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.22 | $23.30 | Below threshold | -5.1% |
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 | $20.79 | +0.8% | 30% | A | Peer Data |
| Price / Book 44 industry peers | $10.00 | -51.5% | 25% | B | Model Driven |
| Price / Tangible Book 42 bank peers | $7.24 | -64.9% | 20% | B+ | Bank Primary |
| Dividend Yield 32 industry peers | $19.34 | -6.3% | 10% | B | Supplementary |
| Earnings Yield 39 industry peers | $22.36 | +8.4% | 8% | B | Data |
| Forward P/E 41 analyst estimates | $23.65 | +14.6% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $15.35 | -25.6% | 100% | 68 | OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 7× | 9× | 11× (Current) | 13× | 15× |
|---|---|---|---|---|---|
| Bear Case (2%) | $13 | $17 | $20 | $24 | $28 |
| Conservative (5%) | $13 | $17 | $21 | $25 | $29 |
| Base Case (-6.8%) | $12 | $15 | $19 | $22 | $25 |
| Bull Case (-9%) | $12 | $15 | $18 | $21 | $25 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
Based on our peer multiples analysis with 13 valuation metrics, the model estimates JCAP's fair value at $15.35 vs the current price of $20.63, implying -25.6% downside potential. Model verdict: Overvalued. Confidence: 68/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $15.35 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 $12.32 (P10) to $21.35 (P90), with a median of $16.45.
JCAP's current P/E of 11.4x compares to the industry median of 11.5x (41 peers in the group). This represents a -0.8% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Fair Value.
9 analysts cover JCAP with a consensus rating of Buy. The consensus price target is $26.33 (range: $25.00 — $28.00), implying +27.6% upside from the current price. Grade breakdown: Strong Buy (0), Buy (7), Hold (1), Sell (1), Strong Sell (0).
The model confidence score is 68/100, based on: data completeness (30), peer quality (25), historical depth (5), earnings stability (5), and model agreement (3). Cyclicality penalty: -0 points. The model shows moderate 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 refers to the possibility that JCAP's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.7σ, meaning margins are 0.7 standard deviations below their historical average. If margins revert to the 7-year mean (52.5%), the model estimates fair value drops by 11590.0% to approximately $45. 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.