MODEL VERDICT
Snap Inc. (SNAP) — 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 | 0.65 | $5.21 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.65 | $5.14 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.65 | $4.83 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.65 | $5.23 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.66 | $8.21 | Pending | -36.8% |
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 |
|---|---|---|---|---|---|
| Price / Free Cash Flow 27 industry peers | $3.47 | -33.4% | 15% | B+ | Peer Data |
| EV/FCF 27 industry peers | $3.57 | -31.5% | 7% | B | Model Driven |
| EV To Revenue 34 industry peers | $9.69 | +86.0% | 4% | B | Data |
| Price / Sales 34 industry peers | $10.31 | +97.9% | 3% | B | Model Driven |
| FCF Yield 27 industry peers | $3.35 | -35.7% | 1% | B | Data |
| Weighted Output Blended model output | $21.87 | +319.7% | 100% | 67 | SIGNIFICANTLY UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/FCF | 297.43 | 260.26 | 31.76 | 784.61 | 298.67 |
| P/TBV | 33.21 | 28.10 | 15.97 | 56.73 | 14.88 |
| P/B Ratio | 12.98 | 9.94 | 5.58 | 31.28 | 9.33 |
| P/S Ratio | 10.67 | 5.93 | 2.34 | 29.08 | 9.99 |
Based on our peer multiples analysis with 12 valuation metrics, the model estimates SNAP's fair value at $21.87 vs the current price of $5.21, implying +319.7% upside potential. Model verdict: Significantly Undervalued. Confidence: 67/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $21.87 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 $5.90 (P10) to $44.85 (P90), with a median of $22.91.
SNAP's current P/E of -18.6x compares to the industry median of 17.8x (19 peers in the group). This represents a -204.4% discount to the industry. The historical average P/E is N/Ax over 0 years. Signal: Deep Discount.
71 analysts cover SNAP with a consensus rating of Hold. The consensus price target is $7.51 (range: $5.50 — $9.00), implying +44.1% upside from the current price. Grade breakdown: Strong Buy (0), Buy (28), Hold (38), Sell (5), Strong Sell (0).
The model confidence score is 67/100, based on: data completeness (15), peer quality (25), historical depth (20), earnings stability (5), and model agreement (2). 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 SNAP.
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.