MODEL VERDICT
SIGA Technologies, Inc. (SIGA)
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 | $4.60 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.66 | $4.57 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.66 | $4.74 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.66 | $4.70 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.67 | $4.36 | 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 4 analyst estimates | $31.90 | +593.5% | 20% | A- | Analyst Est. |
| EV/EBITDA 4 industry peers | $2164192.41 | +47047561.1% | 20% | A- | Peer Data |
| Industry Median P/E 3 industry peers | $8.80 | +91.3% | 15% | A | Peer Data |
| Price / Free Cash Flow 4 industry peers | $16.39 | +256.3% | 15% | B+ | Peer Data |
| EV/EBIT 4 industry peers | $2164192.89 | +47047571.5% | 8% | B+ | Peer Data |
| EV/FCF 4 industry peers | $2164202.52 | +47047780.9% | 7% | B | Model Driven |
| EV To Revenue 4 industry peers | $2164192.39 | +47047560.7% | 4% | B | Data |
| Price / Sales 4 industry peers | $6.55 | +42.4% | 3% | B | Model Driven |
| Earnings Yield 4 industry peers | $12.30 | +167.4% | 2% | B | Data |
| FCF Yield 4 industry peers | $15.35 | +233.7% | 1% | B | Data |
| Weighted Output Blended model output | $860427.93 | +18704855.0% | 100% | 71 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 10× | 12× | 14× (Current) | 16× | 18× |
|---|---|---|---|---|---|
| Bear Case (2%) | $3 | $4 | $5 | $5 | $6 |
| Conservative (5%) | $3 | $4 | $5 | $6 | $6 |
| Base Case (-14.2%) | $3 | $3 | $4 | $5 | $5 |
| Bull Case (-19%) | $3 | $3 | $4 | $4 | $5 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 11.03 | 9.25 | 5.89 | 18.52 | 5.09 |
| EV/EBIT | 16.91 | 5.65 | 3.01 | 72.83 | 27.51 |
| EV/EBITDA | 5.57 | 5.27 | 2.99 | 10.25 | 2.80 |
| P/FCF | 15.56 | 8.92 | 4.24 | 50.21 | 17.20 |
| P/FFO | 10.92 | 9.18 | 5.85 | 18.33 | 5.01 |
| P/TBV | 2.73 | 3.20 | 0.00 | 4.48 | 1.52 |
| P/AFFO | 9.96 | 8.22 | 5.85 | 18.37 | 4.95 |
| P/B Ratio | 2.71 | 3.18 | 0.00 | 4.45 | 1.50 |
| Div Yield | 0.08 | 0.09 | 0.06 | 0.10 | 0.02 |
| P/S Ratio | 5.58 | 4.62 | 2.87 | 14.66 | 4.08 |
Based on our peer multiples analysis with 26 valuation metrics, the model estimates SIGA's fair value at $860427.93 vs the current price of $4.60, implying +18704855.0% upside potential. Model verdict: Significantly Undervalued. Confidence: 71/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $860427.93 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 $7.15 (P10) to $31.47 (P90), with a median of $18.13.
SIGA's current P/E of 13.9x compares to the industry median of 26.7x (3 peers in the group). This represents a -47.8% discount to the industry. The historical average P/E is 11.0x over 6 years. Signal: Deep Discount.
1 analysts cover SIGA 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 (1), Hold (0), Sell (0), Strong Sell (0).
The model confidence score is 71/100, based on: data completeness (15), peer quality (22), historical depth (20), earnings stability (4), and model agreement (10). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: SIGA trades at the 2080th percentile of its historical P/E range. A reversion to median (11.0×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that SIGA's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of -0.2σ, meaning margins are 0.2 standard deviations below their historical average. If margins revert to the 6-year mean (31.0%), the model estimates fair value drops by 40.0% to approximately $5. 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.