MODEL VERDICT
Orchid Island Capital, Inc. (ORC)
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 | 0.66 | $7.08 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.66 | $7.05 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.66 | $7.04 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.66 | $7.36 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.65 | $7.20 | 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 |
|---|---|---|---|---|---|
| Dividend Yield 7 industry peers | $10.92 | +54.2% | 12% | B | Supplementary |
| Price / Book 8 industry peers | $8.91 | +25.8% | 8% | B | Model Driven |
| Industry Median P/E 7 industry peers | $13.03 | +84.0% | 5% | A | Peer Data |
| Forward P/E 8 analyst estimates | $8.74 | +23.4% | 5% | A- | Analyst Est. |
| Price / Sales 8 industry peers | $3.53 | -50.1% | 2% | B | Model Driven |
| Weighted Output Blended model output | $129.90 | +1734.8% | 100% | 73 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 4× | 6× (Current) | 8× | 10× |
|---|---|---|---|---|---|
| Bear Case (20%) | $6 | $6 | $9 | $12 | $15 |
| Conservative (33%) | $7 | $7 | $10 | $13 | $16 |
| Base Case (50.6%) | $7 | $7 | $11 | $15 | $19 |
| Bull Case (68%) | $8 | $8 | $13 | $17 | $21 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 48.99 | 13.51 | 5.81 | 163.13 | 76.18 |
| EV/EBITDA | 628.27 | 148.55 | 22.47 | 1713.78 | 942.19 |
| P/FCF | 11.78 | 6.84 | 1.36 | 47.03 | 15.69 |
| P/TBV | 0.79 | 0.80 | 0.67 | 0.90 | 0.08 |
| P/B Ratio | 0.79 | 0.80 | 0.67 | 0.90 | 0.08 |
| Div Yield | 0.19 | 0.18 | 0.15 | 0.24 | 0.03 |
| P/S Ratio | 12.93 | 9.43 | 5.15 | 27.69 | 10.05 |
Based on our peer multiples analysis with 16 valuation metrics, the model estimates ORC's fair value at $129.90 vs the current price of $7.08, implying +1734.8% upside potential. Model verdict: Significantly Undervalued. Confidence: 73/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $129.90 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 $7.06 (P10) to $324.34 (P90), with a median of $112.73.
ORC's current P/E of 5.7x compares to the industry median of 10.5x (7 peers in the group). This represents a -45.6% discount to the industry. The historical average P/E is 49.0x over 4 years. Signal: Deep Discount.
5 analysts cover ORC with a consensus rating of Hold. The consensus price target is $7.50 (range: $7.50 — $7.50), implying +5.9% upside from the current price. Grade breakdown: Strong Buy (0), Buy (0), Hold (5), Sell (0), Strong Sell (0).
The model confidence score is 73/100, based on: data completeness (22), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). 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 ORC'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 above their historical average. If margins revert to the 4-year mean (61.3%), the model estimates fair value drops by 56980.0% to approximately $47. 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.