MODEL VERDICT
Sachem Capital Corp. 8.00% Note (SCCG)
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 | 0.11 | $23.89 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.11 | $23.97 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.09 | $23.76 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.09 | $23.90 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.11 | $23.86 | 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 |
|---|---|---|---|---|---|
| Price / FFO 2 REIT peers | $0.78 | -96.7% | 30% | A | REIT Primary |
| Price / AFFO 1 REIT peers | $0.72 | -97.0% | 20% | A | REIT Primary |
| Dividend Yield 3 industry peers | $2.00 | -91.6% | 12% | B | Supplementary |
| Price / Book 4 industry peers | $3.49 | -85.4% | 8% | B | Model Driven |
| Industry Median P/E 2 industry peers | $0.81 | -96.6% | 5% | A | Peer Data |
| Forward P/E 2 analyst estimates | $0.52 | -97.8% | 5% | A- | Analyst Est. |
| Weighted Output Blended model output | $6.75 | -71.8% | 100% | 45 | SIGNIFICANTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 501× | 549× | 597× (Current) | 645× | 693× |
|---|---|---|---|---|---|
| Bear Case (2%) | $20 | $22 | $24 | $26 | $28 |
| Conservative (5%) | $21 | $23 | $25 | $27 | $29 |
| Base Case (-37.2%) | $13 | $14 | $15 | $16 | $17 |
| Bull Case (-50%) | $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 | 237.93 | 83.15 | 45.15 | 585.50 | 301.60 |
| P/FCF | 181.40 | 106.32 | 73.67 | 439.30 | 172.71 |
| P/FFO | 123.58 | 61.45 | 37.31 | 271.98 | 129.08 |
| P/TBV | 4.19 | 4.76 | 0.96 | 6.28 | 2.29 |
| P/AFFO | 184.86 | 230.63 | 40.61 | 283.34 | 127.67 |
| P/B Ratio | 4.19 | 4.76 | 0.96 | 6.28 | 2.29 |
| Div Yield | 0.02 | 0.02 | 0.01 | 0.03 | 0.01 |
| P/S Ratio | 18.70 | 15.34 | 14.19 | 26.57 | 6.84 |
Based on our peer multiples analysis with 18 valuation metrics, the model estimates SCCG's fair value at $6.75 vs the current price of $23.89, implying -71.8% downside potential. Model verdict: Significantly Overvalued. Confidence: 45/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $6.75 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 $4.77 (P10) to $10.03 (P90), with a median of $7.26.
SCCG's current P/E of 597.3x compares to the industry median of 20.3x (2 peers in the group). This represents a +2844.6% premium to the industry. The historical average P/E is 237.9x over 3 years. Signal: High Premium.
No analyst coverage data is available for SCCG.
The model confidence score is 45/100, based on: data completeness (7), peer quality (22), historical depth (10), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows moderate agreement across inputs.
The model flags several key risks: (1) Multiple compression: SCCG trades at the N/Ath percentile of its historical P/E range. A reversion to median (237.9×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk data is not available for SCCG.
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.