MODEL VERDICT
Olin Corporation (OLN)
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 | 0.55 | $28.61 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.24 | $26.77 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.25 | $26.09 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.14 | $27.76 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.41 | $28.95 | 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 7 industry peers | $26.61 | -7.0% | 20% | A- | Peer Data |
| Price / Free Cash Flow 5 industry peers | $50.96 | +78.1% | 15% | B+ | Peer Data |
| EV/FCF 5 industry peers | $38.43 | +34.3% | 7% | B | Model Driven |
| EV To Revenue 9 industry peers | $86.89 | +203.7% | 4% | B | Data |
| Price / Sales 9 industry peers | $90.49 | +216.3% | 3% | B | Model Driven |
| FCF Yield 5 industry peers | $50.60 | +76.9% | 1% | B | Data |
| Weighted Output Blended model output | $35.96 | +25.7% | 100% | 64 | UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 16.35 | 11.17 | 5.92 | 37.14 | 14.44 |
| EV/EBIT | 20.54 | 16.17 | 5.80 | 54.91 | 18.28 |
| EV/EBITDA | 7.16 | 8.00 | 4.46 | 8.84 | 1.90 |
| P/FCF | 11.99 | 9.63 | 4.67 | 28.92 | 8.05 |
| P/FFO | 5.38 | 4.99 | 4.08 | 6.99 | 1.10 |
| P/TBV | 9.42 | 9.38 | 7.32 | 11.61 | 1.76 |
| P/AFFO | 8.92 | 9.27 | 4.66 | 13.96 | 3.42 |
| P/B Ratio | 2.39 | 2.67 | 1.16 | 3.54 | 0.95 |
| Div Yield | 0.03 | 0.02 | 0.01 | 0.05 | 0.01 |
| P/S Ratio | 0.72 | 0.67 | 0.35 | 1.05 | 0.27 |
Based on our peer multiples analysis with 15 valuation metrics, the model estimates OLN's fair value at $35.96 vs the current price of $28.61, implying +25.7% upside potential. Model verdict: Undervalued. Confidence: 64/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $35.96 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 $25.81 (P10) to $37.79 (P90), with a median of $31.76.
OLN's current P/E of -77.3x compares to the industry median of 19.9x (4 peers in the group). This represents a -488.4% discount to the industry. The historical average P/E is 16.4x over 4 years. Signal: Deep Discount.
35 analysts cover OLN with a consensus rating of Hold. The consensus price target is $24.33 (range: $18.00 — $30.00), implying -15.0% upside from the current price. Grade breakdown: Strong Buy (0), Buy (12), Hold (21), Sell (2), Strong Sell (0).
The model confidence score is 64/100, based on: data completeness (21), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: --8 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 OLN.
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.