MODEL VERDICT
Oxford Lane Capital Corp. (OXLC)
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 | 0.68 | $10.37 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.68 | $9.99 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.68 | $10.00 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.68 | $10.26 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.67 | $9.75 | 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 7 industry peers | $1.06 | -89.8% | 30% | A | Peer Data |
| Price / Book 7 industry peers | $20.21 | +94.9% | 25% | B | Model Driven |
| Price / Tangible Book 7 bank peers | $20.88 | +101.4% | 20% | B+ | Bank Primary |
| Dividend Yield 6 industry peers | $62.57 | +503.4% | 10% | B | Supplementary |
| Earnings Yield 7 industry peers | $1.04 | -90.0% | 8% | B | Data |
| Forward P/E 6 analyst estimates | $38.80 | +274.2% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $17.65 | +70.2% | 100% | 77 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 81× | 89× | 97× (Current) | 105× | 113× |
|---|---|---|---|---|---|
| Bear Case (4%) | $9 | $10 | $11 | $12 | $13 |
| Conservative (7%) | $9 | $10 | $11 | $12 | $13 |
| Base Case (10.0%) | $10 | $10 | $11 | $12 | $13 |
| Bull Case (14%) | $10 | $11 | $12 | $13 | $14 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 48.25 | 21.88 | 12.28 | 136.95 | 59.31 |
| EV/EBIT | 11.27 | 5.33 | 3.10 | 31.34 | 13.42 |
| EV/EBITDA | 11.27 | 5.33 | 3.10 | 31.34 | 13.42 |
| P/FCF | 4.17 | 3.67 | 3.10 | 5.74 | 1.39 |
| P/TBV | 0.95 | 0.94 | 0.56 | 1.42 | 0.29 |
| P/B Ratio | 0.95 | 0.94 | 0.56 | 1.42 | 0.29 |
| Div Yield | 0.17 | 0.16 | 0.11 | 0.23 | 0.04 |
| P/S Ratio | 6.76 | 3.84 | 3.28 | 13.86 | 4.90 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates OXLC's fair value at $17.65 vs the current price of $10.37, implying +70.2% upside potential. Model verdict: Significantly Undervalued. Confidence: 77/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $17.65 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 $12.67 (P10) to $16.28 (P90), with a median of $14.38.
OXLC's current P/E of 97.0x compares to the industry median of 9.9x (7 peers in the group). This represents a +879.7% premium to the industry. The historical average P/E is 48.2x over 4 years. Signal: High Premium.
4 analysts cover OXLC with a consensus rating of Buy. The consensus price target is N/A (range: N/A — N/A), implying N/A upside from the current price. Grade breakdown: Strong Buy (0), Buy (2), Hold (1), Sell (1), Strong Sell (0).
The model confidence score is 77/100, based on: data completeness (24), peer quality (25), historical depth (20), earnings stability (4), and model agreement (4). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: OXLC trades at the 9590th percentile of its historical P/E range. A reversion to median (48.2×) 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 OXLC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.7σ, meaning margins are 0.7 standard deviations above their historical average. If margins revert to the 4-year mean (14.7%), the model estimates fair value drops by 8560.0% to approximately $1. 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.