MODEL VERDICT
SuRo Capital Corp. (SSSS)
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 |
|---|---|---|---|---|---|
| Jun 12, 2026 | MODERATE | 0.69 | $13.70 | CURRENT | — |
| Jun 5, 2026 | MODERATE | 0.69 | $13.74 | CURRENT | — |
| May 29, 2026 | MODERATE | 0.69 | $13.88 | CURRENT | — |
| May 22, 2026 | MODERATE | 0.69 | $13.97 | CURRENT | — |
| May 15, 2026 | MODERATE | 0.69 | $13.21 | 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 7 industry peers | $17.19 | +25.5% | 30% | A | Peer Data |
| Price / Tangible Book 9 bank peers | $995505.58 | +7266364.1% | 20% | B+ | Bank Primary |
| Dividend Yield 7 industry peers | $4.85 | -64.6% | 10% | B | Supplementary |
| Earnings Yield 7 industry peers | $16.84 | +22.9% | 8% | B | Data |
| Forward P/E 9 analyst estimates | $44.57 | +225.3% | 7% | A- | Analyst Est. |
| Weighted Output Blended model output | $228832.88 | +1670213.0% | 100% | 83 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 6× | 8× (Current) | 10× | 12× |
|---|---|---|---|---|---|
| Bear Case (2%) | $7 | $11 | $15 | $18 | $22 |
| Conservative (5%) | $7 | $11 | $15 | $19 | $22 |
| Base Case (-12.9%) | $6 | $9 | $12 | $16 | $19 |
| Bull Case (-18%) | $6 | $9 | $12 | $15 | $18 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 7.56 | 5.30 | 2.35 | 20.74 | 7.49 |
| EV/EBIT | 9.33 | 6.05 | 1.50 | 29.38 | 11.37 |
| EV/EBITDA | 9.33 | 6.05 | 1.50 | 29.38 | 11.37 |
| P/FCF | 23.65 | 7.92 | 3.73 | 59.31 | 30.95 |
| P/TBV | 0.66 | 0.76 | 0.00 | 0.95 | 0.34 |
| P/B Ratio | 0.66 | 0.76 | 0.00 | 0.95 | 0.34 |
| Div Yield | 0.09 | 0.04 | 0.00 | 0.30 | 0.12 |
| P/S Ratio | 82.79 | 33.01 | 7.79 | 235.59 | 86.10 |
Based on our peer multiples analysis with 14 valuation metrics, the model estimates SSSS's fair value at $228832.88 vs the current price of $13.70, implying +1670213.0% upside potential. Model verdict: Significantly Undervalued. Confidence: 83/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $228832.88 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 $166713.76 (P10) to $282816.55 (P90), with a median of $224324.31.
SSSS's current P/E of 7.7x compares to the industry median of 9.7x (7 peers in the group). This represents a -20.3% discount to the industry. The historical average P/E is 7.6x over 5 years. Signal: Discount.
5 analysts cover SSSS with a consensus rating of Buy. The consensus price target is $15.00 (range: $12.00 — $18.00), implying +9.5% upside from the current price. Grade breakdown: Strong Buy (0), Buy (5), Hold (0), Sell (0), Strong Sell (0).
The model confidence score is 83/100, based on: data completeness (24), peer quality (25), historical depth (20), earnings stability (4), and model agreement (10). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: SSSS trades at the 1960th percentile of its historical P/E range. A reversion to median (7.6×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk data is not available for SSSS.
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.