MODEL VERDICT
Companhia Siderúrgica Nacional (SID)
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 | 0.66 | $1.29 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.66 | $1.29 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.66 | $1.36 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.66 | $1.37 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.66 | $1.29 | 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 |
|---|---|---|---|---|---|
| Forward P/E 9 analyst estimates | $1.72 | +33.3% | 20% | A- | Analyst Est. |
| EV/EBITDA 9 industry peers | $51.77 | +3913.2% | 20% | A- | Peer Data |
| Price / Free Cash Flow 8 industry peers | $85.27 | +6510.1% | 15% | B+ | Peer Data |
| EV/EBIT 9 industry peers | $26.97 | +1990.7% | 8% | B+ | Peer Data |
| EV/FCF 8 industry peers | $55.10 | +4171.3% | 7% | B | Model Driven |
| EV To Revenue 10 industry peers | $16.45 | +1175.2% | 4% | B | Data |
| Price / Sales 10 industry peers | $39.12 | +2932.6% | 3% | B | Model Driven |
| FCF Yield 8 industry peers | $85.15 | +6500.8% | 1% | B | Data |
| Weighted Output Blended model output | $28.41 | +2102.6% | 100% | 72 | SIGNIFICANTLY UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 1.65 | 2.16 | 0.50 | 2.65 | 1.03 |
| EV/EBIT | 5.93 | 4.75 | 1.06 | 11.67 | 3.48 |
| EV/EBITDA | 3.90 | 4.02 | 1.07 | 6.34 | 1.70 |
| P/FCF | 1.53 | 1.42 | 0.51 | 3.40 | 1.07 |
| P/FFO | 1.11 | 1.30 | 0.42 | 1.70 | 0.53 |
| P/TBV | 0.86 | 0.57 | 0.33 | 2.09 | 0.64 |
| P/AFFO | 2.13 | 1.77 | 0.53 | 4.36 | 1.71 |
| P/B Ratio | 0.32 | 0.26 | 0.12 | 0.73 | 0.20 |
| Div Yield | 0.61 | 0.54 | 0.04 | 1.33 | 0.46 |
| P/S Ratio | 0.14 | 0.13 | 0.04 | 0.27 | 0.07 |
Based on our peer multiples analysis with 19 valuation metrics, the model estimates SID's fair value at $28.41 vs the current price of $1.29, implying +2102.6% upside potential. Model verdict: Significantly Undervalued. Confidence: 72/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $28.41 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 $19.16 (P10) to $36.88 (P90), with a median of $27.55.
SID's current P/E of -5.5x compares to the industry median of 28.3x (9 peers in the group). This represents a -119.5% discount to the industry. The historical average P/E is 1.7x over 5 years. Signal: Deep Discount.
5 analysts cover SID with a consensus rating of Sell. The consensus price target is $1.40 (range: $1.40 — $1.40), implying +8.5% upside from the current price. Grade breakdown: Strong Buy (0), Buy (0), Hold (1), Sell (4), Strong Sell (0).
The model confidence score is 72/100, based on: data completeness (21), 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 data is not available for SID.
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.