MODEL VERDICT
Millrose Properties, Inc. (MRP)
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 |
|---|---|---|---|---|---|
| Jun 12, 2026 | MODERATE | 0.62 | $29.13 | CURRENT | — |
| Jun 5, 2026 | MODERATE | 0.59 | $28.93 | CURRENT | — |
| May 29, 2026 | MODERATE | 0.62 | $28.22 | CURRENT | — |
| May 22, 2026 | MODERATE | 0.62 | $27.63 | CURRENT | — |
| May 15, 2026 | MODERATE | 0.62 | $26.71 | 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 |
|---|---|---|---|---|---|
| EV/EBITDA 9 industry peers | $28.20 | -3.2% | 15% | A- | Peer Data |
| Dividend Yield 8 industry peers | $56.65 | +94.5% | 12% | B | Supplementary |
| Price / Book 9 industry peers | $41.65 | +43.0% | 8% | B | Model Driven |
| Industry Median P/E 8 industry peers | $27.32 | -6.2% | 5% | A | Peer Data |
| Forward P/E 8 analyst estimates | $43.56 | +49.5% | 5% | A- | Analyst Est. |
| Price / Sales 9 industry peers | $6.32 | -78.3% | 2% | B | Model Driven |
| Weighted Output Blended model output | $38.30 | +31.5% | 100% | 60 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 8× | 10× | 12× (Current) | 14× | 16× |
|---|---|---|---|---|---|
| Bear Case (4%) | $20 | $25 | $30 | $36 | $41 |
| Conservative (7%) | $21 | $26 | $31 | $36 | $42 |
| Base Case (10.0%) | $21 | $27 | $32 | $38 | $43 |
| Bull Case (14%) | $22 | $28 | $33 | $39 | $44 |
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 MRP's fair value at $38.30 vs the current price of $29.13, implying +31.5% upside potential. Model verdict: Significantly Undervalued. Confidence: 60/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $38.30 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 $28.76 (P10) to $54.62 (P90), with a median of $37.20.
MRP's current P/E of 11.9x compares to the industry median of 11.2x (8 peers in the group). This represents a +6.6% premium to the industry. The historical average P/E is N/Ax over 0 years. Signal: Fair Value.
3 analysts cover MRP with a consensus rating of Buy. The consensus price target is N/A (range: N/A — N/A), implying N/A upside from the current price. Grade breakdown: Strong Buy (0), Buy (3), Hold (0), Sell (0), Strong Sell (0).
The model confidence score is 60/100, based on: data completeness (22), 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 data is not available for MRP.
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.