MODEL VERDICT
Madison Square Garden Sports Corp. (MSGS) — 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 | 0.22 | $331.66 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.20 | $325.26 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.20 | $291.48 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.20 | $279.76 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.19 | $265.35 | Below threshold | +5.3% |
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 / Free Cash Flow 23 industry peers | $65.89 | -80.1% | 15% | B+ | Peer Data |
| EV/FCF 23 industry peers | $33.01 | -90.0% | 7% | B | Model Driven |
| EV To Revenue 29 industry peers | $37.81 | -88.6% | 4% | B | Data |
| Price / Sales 29 industry peers | $48.33 | -85.4% | 3% | B | Model Driven |
| FCF Yield 23 industry peers | $65.76 | -80.2% | 1% | B | Data |
| Weighted Output Blended model output | $80.28 | -75.8% | 100% | 83 | SIGNIFICANTLY OVERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 92.00 | 92.49 | 87.30 | 96.21 | 4.47 |
| EV/EBIT | 454.44 | 55.67 | 48.39 | 1658.01 | 802.41 |
| EV/EBITDA | 141.71 | 60.37 | 43.22 | 402.87 | 174.30 |
| P/FCF | 46.28 | 44.52 | 25.26 | 70.81 | 22.56 |
| P/FFO | 90.95 | 86.72 | 79.65 | 110.71 | 13.62 |
| P/AFFO | 86.18 | 87.65 | 80.99 | 89.91 | 4.63 |
| Div Yield | 0.06 | 0.02 | 0.00 | 0.19 | 0.09 |
| P/S Ratio | 6.27 | 5.45 | 4.78 | 10.08 | 1.88 |
Based on our peer multiples analysis with 14 valuation metrics, the model estimates MSGS's fair value at $80.28 vs the current price of $331.66, implying -75.8% downside potential. Model verdict: Significantly Overvalued. Confidence: 83/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $80.28 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 $41.05 (P10) to $107.18 (P90), with a median of $66.12.
MSGS's current P/E of -356.6x compares to the industry median of 30.1x (18 peers in the group). This represents a -1284.5% discount to the industry. The historical average P/E is 92.0x over 3 years. Signal: Deep Discount.
28 analysts cover MSGS with a consensus rating of Buy. The consensus price target is $329.75 (range: $268.00 — $400.00), implying -0.6% upside from the current price. Grade breakdown: Strong Buy (0), Buy (19), Hold (9), Sell (0), Strong Sell (0).
The model confidence score is 83/100, based on: data completeness (21), peer quality (25), historical depth (20), earnings stability (15), 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 data is not available for MSGS.
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.