MODEL VERDICT
Oak Valley Bancorp (OVLY)
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
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Industry Median P/E 290 industry peers | $44.77 | +34.2% | 30% | A | Peer Data |
| Price / Book 308 industry peers | $28.45 | -14.7% | 25% | B | Model Driven |
| Price / Tangible Book 308 bank peers | $33.17 | -0.6% | 20% | B+ | Bank Primary |
| Dividend Yield 234 industry peers | $18.63 | -44.2% | 10% | B | Supplementary |
| Earnings Yield 290 industry peers | $44.77 | +34.2% | 8% | B | Data |
| Weighted Output Blended model output | $34.53 | +3.5% | 100% | 94 | FAIRLY VALUED |
| EPS Growth ↓ | P/E Multiple → | 7× | 9× | 11× (Current) | 13× | 15× |
|---|---|---|---|---|---|
| Bear Case (6%) | $22 | $29 | $35 | $42 | $48 |
| Conservative (9%) | $23 | $30 | $36 | $43 | $50 |
| Base Case (14.4%) | $24 | $31 | $38 | $45 | $52 |
| Bull Case (20%) | $25 | $32 | $40 | $47 | $54 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 9.99 | 9.69 | 7.99 | 12.89 | 2.03 |
| EV/EBIT | 2.09 | 1.86 | 1.45 | 3.20 | 0.78 |
| EV/EBITDA | 2.00 | 1.76 | 1.36 | 3.10 | 0.77 |
| P/FCF | 9.98 | 9.98 | 7.73 | 13.94 | 2.22 |
| P/FFO | 9.32 | 9.09 | 7.72 | 11.65 | 1.70 |
| P/TBV | 1.35 | 1.45 | 1.02 | 1.56 | 0.22 |
| P/AFFO | 10.22 | 9.96 | 8.13 | 13.38 | 2.18 |
| P/B Ratio | 1.32 | 1.40 | 1.00 | 1.50 | 0.21 |
| Div Yield | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
| P/S Ratio | 2.88 | 2.78 | 2.58 | 3.31 | 0.30 |
Based on our peer multiples analysis with 14 valuation metrics, the model estimates OVLY's fair value at $34.53 vs the current price of $33.36, implying +3.5% upside potential. Model verdict: Fairly Valued. Confidence: 94/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $34.53 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 $30.72 (P10) to $36.28 (P90), with a median of $33.43.
OVLY's current P/E of 11.0x compares to the industry median of 14.8x (290 peers in the group). This represents a -25.5% discount to the industry. The historical average P/E is 10.0x over 7 years. Signal: Discount.
No analyst coverage data is available for OVLY.
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) Multiple compression: OVLY trades at the 1310th percentile of its historical P/E range. A reversion to median (10.0×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk data is not available for OVLY.
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.