MODEL VERDICT
Sanofi (SNY) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
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 | NEUTRAL | 0.32 | $48.66 | CURRENT | — |
| Feb 21, 2026 | NEUTRAL | 0.39 | $46.76 | CURRENT | — |
| Feb 14, 2026 | NEUTRAL | 0.45 | $46.01 | CURRENT | — |
| Feb 11, 2026 | NEUTRAL | 0.34 | $48.63 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.59 | $49.03 | Pending | -1.6% |
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 17 analyst estimates | $52.01 | +6.9% | 20% | A- | Analyst Est. |
| EV/EBITDA 16 industry peers | $43.00 | -11.6% | 20% | A- | Peer Data |
| Industry Median P/E 14 industry peers | $49.03 | +0.8% | 15% | A | Peer Data |
| Price / Free Cash Flow 13 industry peers | $68.64 | +41.1% | 15% | B+ | Peer Data |
| EV/EBIT 16 industry peers | $41.76 | -14.2% | 8% | B+ | Peer Data |
| EV/FCF 14 industry peers | $82.91 | +70.4% | 7% | B | Model Driven |
| EV To Revenue 17 industry peers | $91.23 | +87.5% | 4% | B | Data |
| Price / Sales 17 industry peers | $93.72 | +92.6% | 3% | B | Model Driven |
| Earnings Yield 15 industry peers | $52.16 | +7.2% | 2% | B | Data |
| FCF Yield 14 industry peers | $69.03 | +41.9% | 1% | B | Data |
| Weighted Output Blended model output | $50.89 | +4.6% | 100% | 80 | FAIRLY VALUED |
| EPS Growth ↓ | P/E Multiple → | 16× | 18× | 20× (Current) | 22× | 24× |
|---|---|---|---|---|---|
| Bear Case (2%) | $33 | $37 | $41 | $46 | $50 |
| Conservative (5%) | $34 | $38 | $43 | $47 | $51 |
| Base Case (-16.2%) | $27 | $31 | $34 | $37 | $41 |
| Bull Case (-22%) | $25 | $29 | $32 | $35 | $38 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 22.62 | 22.02 | 9.90 | 44.04 | 10.67 |
| EV/EBIT | 19.08 | 16.83 | 9.26 | 44.04 | 11.52 |
| EV/EBITDA | 11.50 | 12.01 | 7.40 | 13.86 | 2.24 |
| P/FCF | 17.38 | 14.80 | 13.30 | 22.84 | 3.95 |
| P/FFO | 11.46 | 12.30 | 7.63 | 13.20 | 2.00 |
| P/TBV | 98.65 | 33.50 | 10.19 | 222.71 | 102.86 |
| P/AFFO | 15.12 | 14.97 | 8.80 | 20.42 | 3.97 |
| P/B Ratio | 1.77 | 1.68 | 1.55 | 2.12 | 0.20 |
| Div Yield | 0.03 | 0.03 | 0.03 | 0.04 | 0.00 |
| P/S Ratio | 3.01 | 3.00 | 2.53 | 3.33 | 0.29 |
Based on our peer multiples analysis with 26 valuation metrics, the model estimates SNY's fair value at $50.89 vs the current price of $48.66, implying +4.6% upside potential. Model verdict: Fairly Valued. Confidence: 80/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $50.89 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 $48.75 (P10) to $62.65 (P90), with a median of $55.61.
SNY's current P/E of 20.3x compares to the industry median of 24.2x (14 peers in the group). This represents a -15.8% discount to the industry. The historical average P/E is 22.6x over 7 years. Signal: Discount.
27 analysts cover SNY with a consensus rating of Buy. The consensus price target is $57.02 (range: $48.07 — $64.00), implying +17.2% upside from the current price. Grade breakdown: Strong Buy (0), Buy (14), Hold (11), Sell (2), Strong Sell (0).
The model confidence score is 80/100, based on: data completeness (27), 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 SNY's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.1σ, meaning margins are 0.1 standard deviations above their historical average. If margins revert to the 7-year mean (16.0%), the model estimates fair value drops by 970.0% to approximately $44. 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.