MODEL VERDICT
Mitsubishi UFJ Financial Group, Inc. (MUFG)
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 | 0.72 | $17.69 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.72 | $17.29 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.72 | $18.51 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.72 | $18.45 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.72 | $18.05 | 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 |
|---|---|---|---|---|---|
| Industry Median P/E 13 industry peers | $2222.57 | +12464.0% | 30% | A | Peer Data |
| Price / Book 13 industry peers | $2712.90 | +15235.8% | 25% | B | Model Driven |
| Price / Tangible Book 13 bank peers | $3104.91 | +17451.8% | 20% | B+ | Bank Primary |
| Dividend Yield 9 industry peers | $2285.11 | +12817.5% | 10% | B | Supplementary |
| Earnings Yield 13 industry peers | $2222.55 | +12463.9% | 8% | B | Data |
| Forward P/E 13 analyst estimates | $2299.96 | +12901.5% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $1846.88 | +10340.3% | 100% | 92 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 13× | 15× | 17× (Current) | 19× | 21× |
|---|---|---|---|---|---|
| Bear Case (13%) | $2333 | $2692 | $3051 | $3410 | $3769 |
| Conservative (20%) | $2496 | $2880 | $3264 | $3648 | $4032 |
| Base Case (31.4%) | $2724 | $3143 | $3562 | $3981 | $4400 |
| Bull Case (42%) | $2952 | $3406 | $3860 | $4315 | $4769 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 0.09 | 0.09 | 0.08 | 0.11 | 0.01 |
| P/FCF | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 |
| P/FFO | 0.06 | 0.06 | 0.05 | 0.08 | 0.01 |
| P/TBV | 0.01 | 0.01 | 0.00 | 0.01 | 0.00 |
| P/AFFO | 0.08 | 0.08 | 0.06 | 0.10 | 0.01 |
| P/B Ratio | 0.01 | 0.00 | 0.00 | 0.01 | 0.00 |
| Div Yield | 3.90 | 3.87 | 2.89 | 5.32 | 0.83 |
| P/S Ratio | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates MUFG's fair value at $1846.88 vs the current price of $17.69, implying +10340.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 92/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $1846.88 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 $1405.48 (P10) to $1712.47 (P90), with a median of $1556.23.
MUFG's current P/E of 17.4x compares to the industry median of 13.9x (13 peers in the group). This represents a +25.1% premium to the industry. The historical average P/E is 0.1x over 7 years. Signal: Premium.
2 analysts cover MUFG 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 (2), Hold (0), Sell (0), Strong Sell (0).
The model confidence score is 92/100, based on: data completeness (30), 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) Multiple compression: MUFG trades at the 6670th percentile of its historical P/E range. A reversion to median (0.1×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that MUFG's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.2σ, meaning margins are 0.2 standard deviations above their historical average. If margins revert to the 7-year mean (14.3%), the model estimates fair value drops by 2080.0% to approximately $14. 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.