MODEL VERDICT
Reinsurance Group of America, Incorporated (RZB)
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 | 0.67 | $25.18 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.70 | $25.16 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.70 | $25.15 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.70 | $25.16 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.69 | $25.08 | 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 11 industry peers | $192.15 | +663.1% | 30% | A | Peer Data |
| Price / Book 11 industry peers | $372.41 | +1379.0% | 25% | B | Model Driven |
| Forward P/E 11 analyst estimates | $266.46 | +958.2% | 15% | A- | Analyst Est. |
| Dividend Yield 10 industry peers | $200.38 | +695.8% | 10% | B | Supplementary |
| Earnings Yield 11 industry peers | $192.15 | +663.1% | 8% | B | Data |
| Price / Tangible Book 10 bank peers | $267.21 | +961.2% | 5% | B+ | Bank Primary |
| Price / Sales 11 industry peers | $467.52 | +1756.7% | 4% | B | Model Driven |
| Weighted Output Blended model output | $212.38 | +743.5% | 100% | 76 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× (Current) | 4× | 4× | 4× | 5× |
|---|---|---|---|---|---|
| Bear Case (9%) | $77 | $77 | $77 | $77 | $97 |
| Conservative (15%) | $81 | $81 | $81 | $81 | $102 |
| Base Case (22.9%) | $87 | $87 | $87 | $87 | $109 |
| Bull Case (31%) | $93 | $93 | $93 | $93 | $116 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 2.64 | 2.29 | 1.40 | 4.58 | 1.07 |
| EV/EBIT | 418.47 | 2.86 | 2.22 | 2081.13 | 929.46 |
| EV/EBITDA | 299.74 | 2.84 | 2.22 | 2081.13 | 785.52 |
| P/FCF | 0.57 | 0.48 | 0.18 | 1.17 | 0.33 |
| P/FFO | 2.64 | 2.82 | 1.31 | 4.10 | 1.06 |
| P/TBV | 0.28 | 0.22 | 0.15 | 0.54 | 0.14 |
| P/AFFO | 2.90 | 2.29 | 2.03 | 4.36 | 1.28 |
| P/B Ratio | 0.16 | 0.15 | 0.12 | 0.22 | 0.03 |
| Div Yield | 0.12 | 0.13 | 0.09 | 0.14 | 0.02 |
| P/S Ratio | 0.10 | 0.10 | 0.07 | 0.13 | 0.02 |
Based on our peer multiples analysis with 20 valuation metrics, the model estimates RZB's fair value at $212.38 vs the current price of $25.18, implying +743.5% upside potential. Model verdict: Significantly Undervalued. Confidence: 76/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $212.38 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 $170.74 (P10) to $201.36 (P90), with a median of $186.04.
RZB's current P/E of 1.4x compares to the industry median of 10.9x (11 peers in the group). This represents a -86.9% discount to the industry. The historical average P/E is 2.6x over 7 years. Signal: Deep Discount.
18 analysts cover RZB 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 (10), Hold (8), Sell (0), Strong Sell (0).
The model confidence score is 76/100, based on: data completeness (25), 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 RZB'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 7-year mean (4.2%), the model estimates fair value drops by 5420.0% to approximately $39. 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.