MODEL VERDICT
Sirius XM Holdings Inc. (SIRI) — 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 | MODERATE | 0.69 | $21.96 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.69 | $21.06 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.69 | $21.29 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.69 | $21.34 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.73 | $21.78 | Pending | -3.8% |
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 24 analyst estimates | $76.17 | +246.9% | 20% | A- | Analyst Est. |
| EV/EBITDA 27 industry peers | $36.69 | +67.1% | 20% | A- | Peer Data |
| Industry Median P/E 18 industry peers | $74.39 | +238.8% | 15% | A | Peer Data |
| Price / Free Cash Flow 23 industry peers | $62.91 | +186.5% | 15% | B+ | Peer Data |
| EV/EBIT 23 industry peers | $79.34 | +261.3% | 8% | B+ | Peer Data |
| EV/FCF 23 industry peers | $49.89 | +127.2% | 7% | B | Model Driven |
| Peg Ratio 5 industry peers | $49.49 | +125.4% | 5% | B | Data |
| EV To Revenue 29 industry peers | $16.55 | -24.6% | 4% | B | Data |
| Price / Sales 29 industry peers | $27.19 | +23.8% | 3% | B | Model Driven |
| Earnings Yield 18 industry peers | $74.39 | +238.8% | 2% | B | Data |
| FCF Yield 23 industry peers | $62.79 | +185.9% | 1% | B | Data |
| Weighted Output Blended model output | $66.61 | +203.3% | 100% | 83 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 6× | 8× | 10× (Current) | 12× | 14× |
|---|---|---|---|---|---|
| Bear Case (20%) | $16 | $22 | $27 | $32 | $38 |
| Conservative (32%) | $18 | $24 | $30 | $36 | $42 |
| Base Case (49.6%) | $20 | $27 | $34 | $40 | $47 |
| Bull Case (67%) | $23 | $30 | $38 | $45 | $53 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 52.09 | 19.34 | 8.89 | 212.33 | 78.99 |
| EV/EBIT | 22.22 | 17.47 | 11.06 | 45.03 | 12.17 |
| EV/EBITDA | 15.22 | 13.18 | 6.71 | 26.13 | 6.71 |
| P/FCF | 14.23 | 16.34 | 5.73 | 19.95 | 5.41 |
| P/FFO | 18.00 | 13.41 | 5.12 | 40.71 | 12.66 |
| P/AFFO | 29.39 | 17.53 | 9.64 | 82.25 | 26.94 |
| P/B Ratio | 0.98 | 0.70 | 0.62 | 1.62 | 0.56 |
| Div Yield | 0.02 | 0.01 | 0.00 | 0.06 | 0.02 |
| P/S Ratio | 2.49 | 2.59 | 0.83 | 4.23 | 1.27 |
Based on our peer multiples analysis with 28 valuation metrics, the model estimates SIRI's fair value at $66.61 vs the current price of $21.96, implying +203.3% upside potential. Model verdict: Significantly Undervalued. Confidence: 83/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $66.61 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 $49.05 (P10) to $89.30 (P90), with a median of $67.91.
SIRI's current P/E of 9.8x compares to the industry median of 33.1x (18 peers in the group). This represents a -70.5% discount to the industry. The historical average P/E is 52.1x over 6 years. Signal: Deep Discount.
32 analysts cover SIRI with a consensus rating of Buy. The consensus price target is $22.50 (range: $21.00 — $24.00), implying +2.5% upside from the current price. Grade breakdown: Strong Buy (1), Buy (17), Hold (9), Sell (5), Strong Sell (0).
The model confidence score is 83/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (4), and model agreement (4). 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 SIRI'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 above their historical average. If margins revert to the 6-year mean (6.7%), the model estimates fair value drops by 27920.0% to approximately $83. 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.