MODEL VERDICT
OneMain Holdings, Inc. (OMF)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
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 | 0.35 | $56.59 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.26 | $59.44 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.50 | $59.26 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.50 | $57.66 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.39 | $55.96 | 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 6 industry peers | $80.12 | +41.6% | 30% | A | Peer Data |
| Price / Book 7 industry peers | $44.83 | -20.8% | 25% | B | Model Driven |
| Price / Tangible Book 7 bank peers | $25.62 | -54.7% | 20% | B+ | Bank Primary |
| Dividend Yield 4 industry peers | $126.54 | +123.6% | 10% | B | Supplementary |
| Earnings Yield 6 industry peers | $76.55 | +35.3% | 8% | B | Data |
| Forward P/E 7 analyst estimates | $71.81 | +26.9% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $59.64 | +5.4% | 100% | 87 | SLIGHTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 5× | 7× | 9× (Current) | 11× | 13× |
|---|---|---|---|---|---|
| Bear Case (2%) | $33 | $47 | $60 | $74 | $87 |
| Conservative (5%) | $34 | $48 | $62 | $76 | $90 |
| Base Case (3.9%) | $34 | $48 | $61 | $75 | $89 |
| Bull Case (5%) | $35 | $48 | $62 | $76 | $90 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 8.19 | 8.90 | 4.75 | 12.29 | 2.79 |
| EV/EBIT | 22.58 | 19.79 | 12.75 | 40.84 | 9.80 |
| EV/EBITDA | 17.88 | 15.87 | 11.90 | 28.86 | 5.97 |
| P/FCF | 2.47 | 2.43 | 1.74 | 2.96 | 0.42 |
| P/FFO | 5.95 | 6.54 | 3.65 | 7.97 | 1.65 |
| P/TBV | 3.89 | 3.99 | 2.24 | 4.90 | 0.95 |
| P/B Ratio | 1.85 | 1.89 | 1.33 | 2.37 | 0.38 |
| Div Yield | 0.11 | 0.09 | 0.07 | 0.19 | 0.04 |
| P/S Ratio | 1.17 | 1.23 | 0.81 | 1.34 | 0.18 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates OMF's fair value at $59.64 vs the current price of $56.59, implying +5.4% upside potential. Model verdict: Slightly Undervalued. Confidence: 87/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $59.64 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 $53.94 (P10) to $79.77 (P90), with a median of $63.01.
OMF's current P/E of 8.6x compares to the industry median of 12.2x (6 peers in the group). This represents a -29.4% discount to the industry. The historical average P/E is 8.2x over 7 years. Signal: Discount.
31 analysts cover OMF with a consensus rating of Buy. The consensus price target is $69.71 (range: $55.00 — $76.00), implying +23.2% upside from the current price. Grade breakdown: Strong Buy (0), Buy (22), Hold (8), Sell (1), Strong Sell (0).
The model confidence score is 87/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (8), and model agreement (4). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: OMF trades at the 3080th percentile of its historical P/E range. A reversion to median (8.2×) 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 OMF's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.6σ, meaning margins are 0.6 standard deviations below their historical average. If margins revert to the 7-year mean (15.7%), the model estimates fair value drops by 1900.0% to approximately $67. 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.