MODEL VERDICT
Maiden Holdings North America, Ltd. (MHNC)
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 | 0.62 | $13.63 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.62 | $13.19 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.62 | $12.59 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.62 | $12.43 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.62 | $12.79 | 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 |
|---|---|---|---|---|---|
| Price / Book 9 industry peers | $0.93 | -93.2% | 25% | B | Model Driven |
| Price / Tangible Book 9 bank peers | $1.07 | -92.2% | 5% | B+ | Bank Primary |
| Price / Sales 9 industry peers | $0.83 | -93.9% | 4% | B | Model Driven |
| EV/EBITDA 8 industry peers | $6.92 | -49.2% | 3% | A- | Peer Data |
| Weighted Output Blended model output | $465.59 | +3314.7% | 100% | 59 | SIGNIFICANTLY UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| EV/EBITDA | 63.74 | 63.19 | 21.52 | 107.06 | 38.53 |
| P/TBV | 3605.14 | 4332.93 | 39.55 | 5715.16 | 2559.99 |
| P/B Ratio | 3605.14 | 4332.93 | 39.55 | 5715.16 | 2559.99 |
| P/S Ratio | 26.60 | 27.98 | 20.16 | 31.67 | 5.87 |
Based on our peer multiples analysis with 12 valuation metrics, the model estimates MHNC's fair value at $465.59 vs the current price of $13.63, implying +3314.7% upside potential. Model verdict: Significantly Undervalued. Confidence: 59/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $465.59 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 $166.22 (P10) to $1063.58 (P90), with a median of $606.20.
MHNC's current P/E of -6.8x compares to the industry median of 10.5x (9 peers in the group). This represents a -164.5% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Deep Discount.
No analyst coverage data is available for MHNC.
The model confidence score is 59/100, based on: data completeness (17), peer quality (25), historical depth (10), earnings stability (5), and model agreement (2). 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 data is not available for MHNC.
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.