MODEL VERDICT
Sachem Capital Corp. 6.00% Note (SCCE) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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 |
|---|---|---|---|---|---|
| Feb 28, 2026 | NEUTRAL | 0.14 | $23.59 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.14 | $23.58 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.14 | $23.58 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.14 | $23.40 | CURRENT | — |
| Jan 11, 2026 | NEUTRAL | 0.15 | $23.40 | Below threshold | -0.3% |
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 |
|---|---|---|---|---|---|
| Dividend Yield 20 industry peers | $9.43 | -60.0% | 12% | B | Supplementary |
| Price / Book 23 industry peers | $7.18 | -69.6% | 8% | B | Model Driven |
| Weighted Output Blended model output | $8.10 | -65.7% | 100% | 57 | SIGNIFICANTLY OVERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/FCF | 24.15 | 0.07 | 0.04 | 72.34 | 41.74 |
| P/TBV | 4.25 | 4.13 | 3.50 | 5.12 | 0.82 |
| P/B Ratio | 4.23 | 4.11 | 3.49 | 5.10 | 0.81 |
| Div Yield | 18.94 | 27.20 | 0.02 | 29.61 | 16.43 |
Based on our peer multiples analysis with 6 valuation metrics, the model estimates SCCE's fair value at $8.10 vs the current price of $23.59, implying -65.7% downside potential. Model verdict: Significantly Overvalued. Confidence: 57/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $8.10 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 $6.29 (P10) to $16.14 (P90), with a median of $7.99.
SCCE's current P/E of -25.4x compares to the industry median of 27.2x (15 peers in the group). This represents a -193.2% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Deep Discount.
No analyst coverage data is available for SCCE.
The model confidence score is 57/100, based on: data completeness (7), peer quality (25), historical depth (10), earnings stability (5), and model agreement (10). 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 data is not available for SCCE.
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.