MODEL VERDICT
Nuveen Select Tax-Free Income Portfolio (NXP)
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 | NEUTRAL | 0.16 | $14.18 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.16 | $14.24 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.17 | $14.28 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.17 | $14.30 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.18 | $14.44 | 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 1 industry peers | $2.26 | -84.1% | 30% | A | Peer Data |
| Price / Book 1 industry peers | $20.30 | +43.2% | 25% | B | Model Driven |
| Price / Tangible Book 1 bank peers | $22.60 | +59.4% | 20% | B+ | Bank Primary |
| Earnings Yield 1 industry peers | $2.19 | -84.6% | 8% | B | Data |
| Weighted Output Blended model output | $11.46 | -19.2% | 100% | 63 | OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 63× | 69× | 75× (Current) | 81× | 87× |
|---|---|---|---|---|---|
| Bear Case (2%) | $12 | $13 | $15 | $16 | $17 |
| Conservative (5%) | $13 | $14 | $15 | $16 | $17 |
| Base Case (-25.2%) | $9 | $10 | $11 | $12 | $12 |
| Bull Case (-34%) | $8 | $9 | $9 | $10 | $11 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 30.72 | 20.27 | 14.97 | 79.74 | 27.58 |
| EV/EBIT | 29.03 | 20.26 | 14.94 | 71.51 | 23.95 |
| P/FFO | 99.09 | 54.37 | 33.78 | 253.83 | 104.42 |
| P/TBV | 1.00 | 1.01 | 0.90 | 1.09 | 0.07 |
| P/B Ratio | 1.00 | 1.01 | 0.90 | 1.09 | 0.07 |
| P/S Ratio | 1168.81 | 27.61 | 14.82 | 7976.83 | 3002.11 |
Based on our peer multiples analysis with 11 valuation metrics, the model estimates NXP's fair value at $11.46 vs the current price of $14.18, implying -19.2% downside potential. Model verdict: Overvalued. Confidence: 63/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $11.46 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 $10.20 (P10) to $13.67 (P90), with a median of $11.88.
NXP's current P/E of 74.6x compares to the industry median of 11.9x (1 peers in the group). This represents a +528.0% premium to the industry. The historical average P/E is 30.7x over 5 years. Signal: High Premium.
2 analysts cover NXP with a consensus rating of Hold. 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 (0), Hold (2), Sell (0), Strong Sell (0).
The model confidence score is 63/100, based on: data completeness (24), peer quality (5), historical depth (20), earnings stability (4), and model agreement (10). Cyclicality penalty: -0 points. The model shows moderate agreement across inputs.
The model flags several key risks: (1) Multiple compression: NXP trades at the 5000th percentile of its historical P/E range. A reversion to median (30.7×) 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 NXP's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.0σ, meaning margins are 0.0 standard deviations below their historical average. If margins revert to the 5-year mean (94.3%), the model estimates fair value drops by 5870.0% to approximately $6. 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.