MODEL VERDICT
Blue Owl Capital Corporation (OBDC)
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 | 0.33 | $11.86 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.37 | $11.27 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.32 | $11.79 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.33 | $11.63 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.71 | $10.87 | 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 11 industry peers | $12.15 | +2.4% | 30% | A | Peer Data |
| Price / Book 11 industry peers | $12.22 | +3.0% | 25% | B | Model Driven |
| Price / Tangible Book 11 bank peers | $12.22 | +3.0% | 20% | B+ | Bank Primary |
| Dividend Yield 9 industry peers | $17.63 | +48.7% | 10% | B | Supplementary |
| Earnings Yield 11 industry peers | $12.15 | +2.4% | 8% | B | Data |
| Forward P/E 12 analyst estimates | $11.38 | -4.0% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $12.18 | +2.7% | 100% | 94 | FAIRLY VALUED |
| EPS Growth ↓ | P/E Multiple → | 6× | 8× | 10× (Current) | 12× | 14× |
|---|---|---|---|---|---|
| Bear Case (2%) | $8 | $10 | $13 | $15 | $18 |
| Conservative (5%) | $8 | $10 | $13 | $16 | $18 |
| Base Case (4.4%) | $8 | $10 | $13 | $16 | $18 |
| Bull Case (6%) | $8 | $11 | $13 | $16 | $18 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 10.03 | 9.88 | 7.27 | 12.66 | 1.76 |
| EV/EBIT | 20.30 | 20.22 | 15.13 | 25.07 | 3.92 |
| EV/EBITDA | 20.30 | 20.22 | 15.13 | 25.07 | 3.92 |
| P/FCF | 15.12 | 11.19 | 3.61 | 36.81 | 12.66 |
| P/FFO | 9.75 | 8.56 | 8.54 | 12.15 | 2.08 |
| P/TBV | 0.90 | 0.94 | 0.77 | 0.99 | 0.08 |
| P/B Ratio | 0.90 | 0.94 | 0.77 | 0.99 | 0.08 |
| Div Yield | 0.08 | 0.08 | 0.03 | 0.11 | 0.03 |
| P/S Ratio | 6.68 | 5.63 | 3.79 | 11.21 | 2.81 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates OBDC's fair value at $12.18 vs the current price of $11.86, implying +2.7% upside potential. Model verdict: Fairly Valued. Confidence: 94/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $12.18 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 $11.28 (P10) to $13.88 (P90), with a median of $12.59.
OBDC's current P/E of 9.6x compares to the industry median of 9.8x (11 peers in the group). This represents a -2.4% discount to the industry. The historical average P/E is 10.0x over 7 years. Signal: Fair Value.
13 analysts cover OBDC with a consensus rating of Buy. The consensus price target is $14.50 (range: $14.00 — $15.00), implying +22.3% upside from the current price. Grade breakdown: Strong Buy (0), Buy (10), Hold (3), Sell (0), Strong Sell (0).
The model confidence score is 94/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (12), and model agreement (7). 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 refers to the possibility that OBDC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.9σ, meaning margins are 0.9 standard deviations below their historical average. If margins revert to the 7-year mean (65.2%), the model estimates fair value drops by 4170.0% to approximately $17. 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.