MODEL VERDICT
Sony Group Corporation (SONY)
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 | 0.70 | $19.78 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.70 | $20.27 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.70 | $21.70 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.70 | $21.24 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.69 | $21.05 | 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 5 analyst estimates | $6418.88 | +32351.4% | 20% | A- | Analyst Est. |
| EV/EBITDA 5 industry peers | $10391.53 | +52435.5% | 20% | A- | Peer Data |
| Industry Median P/E 4 industry peers | $6653.93 | +33539.7% | 15% | A | Peer Data |
| Price / Free Cash Flow 5 industry peers | $6936.48 | +34968.1% | 15% | B+ | Peer Data |
| EV/EBIT 4 industry peers | $7078.11 | +35684.2% | 8% | B+ | Peer Data |
| EV/FCF 5 industry peers | $7452.32 | +37576.0% | 7% | B | Model Driven |
| Peg Ratio 2 industry peers | $5060.84 | +25485.6% | 5% | B | Data |
| EV To Revenue 6 industry peers | $13313.20 | +67206.4% | 4% | B | Data |
| Price / Sales 6 industry peers | $13085.43 | +66054.9% | 3% | B | Model Driven |
| Earnings Yield 4 industry peers | $6739.98 | +33974.7% | 2% | B | Data |
| FCF Yield 5 industry peers | $6911.46 | +34841.7% | 1% | B | Data |
| Weighted Output Blended model output | $5065.61 | +25509.7% | 100% | 85 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 13× | 15× | 17× (Current) | 19× | 21× |
|---|---|---|---|---|---|
| Bear Case (6%) | $2592 | $2991 | $3390 | $3789 | $4188 |
| Conservative (10%) | $2686 | $3099 | $3512 | $3925 | $4339 |
| Base Case (15.3%) | $2817 | $3250 | $3683 | $4117 | $4550 |
| Bull Case (21%) | $2946 | $3399 | $3853 | $4306 | $4759 |
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 $5065.61 vs the current price of $19.78, implying +25509.7% upside potential. Model verdict: Significantly Undervalued. Confidence: 85/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $5065.61 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 $5142.56 (P10) to $6302.95 (P90), with a median of $5715.73.
SONY's current P/E of 16.5x compares to the industry median of 35.4x (4 peers in the group). This represents a -53.3% 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 +51.7% upside from the current price. Grade breakdown: Strong Buy (0), Buy (11), Hold (5), 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 2940.0% 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.