MODEL VERDICT
Sony Group Corporation (SONY) — 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 | 0.70 | $23.06 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.69 | $21.93 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.69 | $23.19 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.69 | $22.83 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.64 | $25.04 | Pending | -10.8% |
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 5 analyst estimates | $4643.78 | +20037.8% | 20% | A- | Analyst Est. |
| EV/EBITDA 6 industry peers | $8740.74 | +37804.3% | 20% | A- | Peer Data |
| Industry Median P/E 3 industry peers | $5606.14 | +24211.1% | 15% | A | Peer Data |
| Price / Free Cash Flow 5 industry peers | $5799.28 | +25048.7% | 15% | B+ | Peer Data |
| EV/EBIT 5 industry peers | $8767.09 | +37918.6% | 8% | B+ | Peer Data |
| EV/FCF 5 industry peers | $5565.51 | +24034.9% | 7% | B | Model Driven |
| Peg Ratio 2 industry peers | $4808.52 | +20752.2% | 5% | B | Data |
| EV To Revenue 8 industry peers | $7321.64 | +31650.4% | 4% | B | Data |
| Price / Sales 8 industry peers | $6846.86 | +29591.5% | 3% | B | Model Driven |
| Earnings Yield 3 industry peers | $5760.04 | +24878.5% | 2% | B | Data |
| FCF Yield 5 industry peers | $5899.28 | +25482.3% | 1% | B | Data |
| Weighted Output Blended model output | $3987.17 | +17190.4% | 100% | 85 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 15× | 17× | 19× (Current) | 21× | 23× |
|---|---|---|---|---|---|
| Bear Case (6%) | $2991 | $3390 | $3789 | $4188 | $4587 |
| Conservative (10%) | $3099 | $3512 | $3925 | $4339 | $4752 |
| Base Case (15.3%) | $3250 | $3683 | $4117 | $4550 | $4983 |
| Bull Case (21%) | $3399 | $3853 | $4306 | $4759 | $5213 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 0.14 | 0.13 | 0.10 | 0.22 | 0.04 |
| EV/EBIT | 1.37 | 1.22 | 0.78 | 2.08 | 0.55 |
| EV/EBITDA | 0.89 | 0.78 | 0.53 | 1.47 | 0.36 |
| P/FCF | 2.36 | 0.15 | 0.09 | 13.42 | 5.42 |
| P/FFO | 0.08 | 0.09 | 0.05 | 0.13 | 0.03 |
| P/TBV | 0.03 | 0.03 | 0.03 | 0.04 | 0.00 |
| P/AFFO | 0.12 | 0.13 | 0.07 | 0.18 | 0.05 |
| P/B Ratio | 0.02 | 0.02 | 0.02 | 0.02 | 0.00 |
| Div Yield | 0.55 | 0.74 | 0.00 | 0.78 | 0.29 |
| P/S Ratio | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
Based on our peer multiples analysis with 28 valuation metrics, the model estimates SONY's fair value at $3987.17 vs the current price of $23.06, implying +17190.4% upside potential. Model verdict: Significantly Undervalued. Confidence: 85/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $3987.17 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 $3478.35 (P10) to $5615.88 (P90), with a median of $4532.76.
SONY's current P/E of 19.2x compares to the industry median of 29.8x (3 peers in the group). This represents a -35.8% discount to the industry. The historical average P/E is 0.1x over 7 years. Signal: Deep Discount.
16 analysts cover SONY with a consensus rating of Buy. The consensus price target is $30.00 (range: $30.00 — $30.00), implying +30.1% upside from the current price. Grade breakdown: Strong Buy (0), Buy (12), Hold (4), Sell (0), Strong Sell (0).
The model confidence score is 85/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (8), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: SONY trades at the N/Ath percentile of its historical P/E range. A reversion to median (0.1×) 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 SONY'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 (9.1%), the model estimates fair value drops by 1100.0% to approximately $26. 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.