MODEL VERDICT
SiriusPoint Ltd. (SPNT)
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 | 0.68 | $23.25 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.22 | $23.76 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.22 | $23.28 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.22 | $22.76 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.21 | $22.83 | 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 |
|---|---|---|---|---|---|
| Industry Median P/E 10 industry peers | $36.69 | +57.8% | 30% | A | Peer Data |
| Price / Book 11 industry peers | $25.36 | +9.1% | 25% | B | Model Driven |
| Forward P/E 11 analyst estimates | $26.61 | +14.5% | 15% | A- | Analyst Est. |
| Dividend Yield 8 industry peers | $7.92 | -65.9% | 10% | B | Supplementary |
| Earnings Yield 10 industry peers | $36.68 | +57.8% | 8% | B | Data |
| Price / Tangible Book 10 bank peers | $31.85 | +37.0% | 5% | B+ | Bank Primary |
| Price / Sales 11 industry peers | $36.78 | +58.2% | 4% | B | Model Driven |
| EV/EBITDA 10 industry peers | $40.17 | +72.8% | 3% | A- | Peer Data |
| Weighted Output Blended model output | $29.96 | +28.9% | 100% | 86 | UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 4× | 6× (Current) | 8× | 10× |
|---|---|---|---|---|---|
| Bear Case (8%) | $16 | $16 | $24 | $31 | $39 |
| Conservative (12%) | $16 | $16 | $25 | $33 | $41 |
| Base Case (19.0%) | $17 | $17 | $26 | $35 | $43 |
| Bull Case (26%) | $18 | $18 | $28 | $37 | $46 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 11.54 | 6.25 | 4.87 | 30.11 | 9.94 |
| EV/EBIT | 5.98 | 4.30 | 2.15 | 13.12 | 4.24 |
| EV/EBITDA | 7.76 | 4.96 | 2.15 | 20.35 | 6.94 |
| P/FCF | 118.70 | 6.91 | 3.23 | 762.98 | 284.35 |
| P/FFO | 9.07 | 6.05 | 4.76 | 19.07 | 5.78 |
| P/TBV | 0.88 | 0.69 | 0.49 | 1.89 | 0.49 |
| P/B Ratio | 0.78 | 0.69 | 0.45 | 1.43 | 0.36 |
| Div Yield | 0.01 | 0.01 | 0.00 | 0.02 | 0.01 |
| P/S Ratio | 0.80 | 0.83 | 0.44 | 1.06 | 0.24 |
Based on our peer multiples analysis with 23 valuation metrics, the model estimates SPNT's fair value at $29.96 vs the current price of $23.25, implying +28.9% upside potential. Model verdict: Undervalued. Confidence: 86/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $29.96 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 $23.02 (P10) to $35.39 (P90), with a median of $28.74.
SPNT's current P/E of 6.4x compares to the industry median of 10.1x (10 peers in the group). This represents a -36.6% discount to the industry. The historical average P/E is 11.5x over 6 years. Signal: Deep Discount.
No analyst coverage data is available for SPNT.
The model confidence score is 86/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (4), and model agreement (7). 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 SPNT's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.5σ, meaning margins are 0.5 standard deviations above their historical average. If margins revert to the 6-year mean (7.4%), the model estimates fair value drops by 660.0% to approximately $22. 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.