MODEL VERDICT
Bank OZK (OZK)
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 | MODERATE | 0.72 | $48.57 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.72 | $47.47 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.72 | $48.73 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.72 | $47.88 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.72 | $47.94 | 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 9 industry peers | $82.08 | +69.0% | 30% | A | Peer Data |
| Price / Book 10 industry peers | $78.40 | +61.4% | 25% | B | Model Driven |
| Price / Tangible Book 10 bank peers | $95.33 | +96.3% | 20% | B+ | Bank Primary |
| Dividend Yield 10 industry peers | $73.86 | +52.1% | 10% | B | Supplementary |
| Earnings Yield 9 industry peers | $82.08 | +69.0% | 8% | B | Data |
| Forward P/E 10 analyst estimates | $63.50 | +30.7% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $76.53 | +57.6% | 100% | 91 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 6× | 8× (Current) | 10× | 12× |
|---|---|---|---|---|---|
| Bear Case (9%) | $27 | $40 | $54 | $67 | $81 |
| Conservative (15%) | $28 | $42 | $56 | $71 | $85 |
| Base Case (22.2%) | $30 | $45 | $60 | $75 | $90 |
| Bull Case (30%) | $32 | $48 | $64 | $80 | $96 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 9.36 | 8.82 | 7.25 | 13.84 | 2.25 |
| EV/EBIT | 5.94 | 6.02 | 3.41 | 7.33 | 1.30 |
| EV/EBITDA | 5.56 | 6.02 | 3.12 | 6.57 | 1.22 |
| P/FCF | 8.51 | 7.05 | 6.58 | 12.20 | 2.53 |
| P/FFO | 8.64 | 8.10 | 6.30 | 12.06 | 2.01 |
| P/TBV | 1.16 | 1.13 | 0.94 | 1.45 | 0.17 |
| P/AFFO | 9.71 | 9.23 | 7.15 | 14.15 | 2.57 |
| P/B Ratio | 1.00 | 0.95 | 0.84 | 1.25 | 0.14 |
| Div Yield | 0.03 | 0.03 | 0.02 | 0.04 | 0.00 |
| P/S Ratio | 3.05 | 3.12 | 1.83 | 5.08 | 1.13 |
Based on our peer multiples analysis with 17 valuation metrics, the model estimates OZK's fair value at $76.53 vs the current price of $48.57, implying +57.6% upside potential. Model verdict: Significantly Undervalued. Confidence: 91/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $76.53 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 $67.32 (P10) to $76.07 (P90), with a median of $71.63.
OZK's current P/E of 7.9x compares to the industry median of 13.3x (9 peers in the group). This represents a -40.8% discount to the industry. The historical average P/E is 9.4x over 7 years. Signal: Deep Discount.
22 analysts cover OZK with a consensus rating of Hold. The consensus price target is $58.00 (range: $51.00 — $62.00), implying +19.4% upside from the current price. Grade breakdown: Strong Buy (0), Buy (4), Hold (17), Sell (1), Strong Sell (0).
The model confidence score is 91/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (12), and model agreement (4). 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 OZK's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.8σ, meaning margins are 0.8 standard deviations below their historical average. If margins revert to the 7-year mean (32.4%), the model estimates fair value drops by 5110.0% to approximately $73. 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.