MODEL VERDICT
Levi Strauss & Co. (LEVI)
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 | $22.28 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.67 | $22.31 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.67 | $22.90 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.67 | $22.26 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.63 | $22.76 | 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 11 analyst estimates | $27.05 | +21.4% | 20% | A- | Analyst Est. |
| EV/EBITDA 10 industry peers | $28.36 | +27.3% | 20% | A- | Peer Data |
| Industry Median P/E 7 industry peers | $30.15 | +35.3% | 15% | A | Peer Data |
| Price / Free Cash Flow 8 industry peers | $12.74 | -42.8% | 15% | B+ | Peer Data |
| EV/EBIT 10 industry peers | $30.43 | +36.6% | 8% | B+ | Peer Data |
| EV/FCF 8 industry peers | $11.64 | -47.8% | 7% | B | Model Driven |
| EV To Revenue 11 industry peers | $15.95 | -28.4% | 4% | B | Data |
| Price / Sales 11 industry peers | $12.87 | -42.2% | 3% | B | Model Driven |
| Earnings Yield 7 industry peers | $30.23 | +35.7% | 2% | B | Data |
| FCF Yield 8 industry peers | $12.76 | -42.7% | 1% | B | Data |
| Weighted Output Blended model output | $30.17 | +35.4% | 100% | 82 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 11× | 13× | 15× (Current) | 17× | 19× |
|---|---|---|---|---|---|
| Bear Case (4%) | $17 | $20 | $23 | $26 | $29 |
| Conservative (7%) | $17 | $20 | $23 | $26 | $29 |
| Base Case (10.0%) | $18 | $21 | $24 | $27 | $30 |
| Bull Case (14%) | $18 | $21 | $25 | $28 | $31 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 20.61 | 19.21 | 11.01 | 33.27 | 8.17 |
| EV/EBIT | 19.72 | 16.26 | 11.74 | 32.53 | 8.24 |
| EV/EBITDA | 34.67 | 14.09 | 9.84 | 161.28 | 55.91 |
| P/FCF | 27.54 | 24.54 | 10.38 | 54.51 | 15.27 |
| P/FFO | 89.54 | 15.19 | 8.61 | 544.42 | 200.61 |
| P/TBV | 6.19 | 5.01 | 4.50 | 10.39 | 2.25 |
| P/AFFO | 29.29 | 21.16 | 13.60 | 65.59 | 20.09 |
| P/B Ratio | 4.43 | 3.64 | 3.25 | 6.16 | 1.31 |
| Div Yield | 0.02 | 0.03 | 0.01 | 0.03 | 0.01 |
| P/S Ratio | 1.35 | 1.32 | 1.02 | 1.79 | 0.32 |
Based on our peer multiples analysis with 26 valuation metrics, the model estimates LEVI's fair value at $30.17 vs the current price of $22.28, implying +35.4% upside potential. Model verdict: Significantly Undervalued. Confidence: 82/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $30.17 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 $20.36 (P10) to $44.23 (P90), with a median of $28.65.
LEVI's current P/E of 15.4x compares to the industry median of 20.8x (7 peers in the group). This represents a -26.1% discount to the industry. The historical average P/E is 20.6x over 6 years. Signal: Discount.
17 analysts cover LEVI with a consensus rating of Buy. The consensus price target is $28.00 (range: $25.00 — $33.00), implying +25.7% upside from the current price. Grade breakdown: Strong Buy (0), Buy (14), Hold (3), Sell (0), Strong Sell (0).
The model confidence score is 82/100, based on: data completeness (27), 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) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that LEVI'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 above their historical average. If margins revert to the 6-year mean (7.0%), the model estimates fair value drops by 260.0% to approximately $23. 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.