MODEL VERDICT
Oxford Lane Capital Corp. (OXLCI)
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 | NEUTRAL | 0.17 | $25.75 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.17 | $25.70 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.17 | $25.47 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.17 | $25.46 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.17 | $25.39 | 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 8 industry peers | $9.83 | -61.8% | 30% | A | Peer Data |
| Price / Book 8 industry peers | $4.04 | -84.3% | 25% | B | Model Driven |
| Price / Tangible Book 8 bank peers | $4.04 | -84.3% | 20% | B+ | Bank Primary |
| Dividend Yield 6 industry peers | $15.54 | -39.7% | 10% | B | Supplementary |
| Earnings Yield 8 industry peers | $9.82 | -61.9% | 8% | B | Data |
| Forward P/E 7 analyst estimates | $32.92 | +27.8% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $9.79 | -62.0% | 100% | 68 | SIGNIFICANTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 22× | 24× | 26× (Current) | 28× | 30× |
|---|---|---|---|---|---|
| Bear Case (4%) | $22 | $24 | $26 | $29 | $31 |
| Conservative (7%) | $23 | $25 | $27 | $29 | $31 |
| Base Case (10.0%) | $24 | $26 | $28 | $30 | $32 |
| Bull Case (14%) | $24 | $27 | $29 | $31 | $33 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
Based on our peer multiples analysis with 13 valuation metrics, the model estimates OXLCI's fair value at $9.79 vs the current price of $25.75, implying -62.0% downside potential. Model verdict: Significantly Overvalued. Confidence: 68/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $9.79 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 $8.02 (P10) to $14.41 (P90), with a median of $9.71.
OXLCI's current P/E of 26.3x compares to the industry median of 10.0x (8 peers in the group). This represents a +161.9% premium to the industry. The historical average P/E is N/Ax over 0 years. Signal: High Premium.
No analyst coverage data is available for OXLCI.
The model confidence score is 68/100, based on: data completeness (30), peer quality (25), historical depth (5), earnings stability (5), and model agreement (3). Cyclicality penalty: -0 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 refers to the possibility that OXLCI's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.9σ, meaning margins are 0.9 standard deviations above their historical average. If margins revert to the 7-year mean (18.9%), the model estimates fair value drops by 7530.0% to approximately $6. 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.