MODEL VERDICT
Marriott Vacations Worldwide Corporation (VAC)
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 | $72.75 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.70 | $72.50 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.70 | $74.98 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.70 | $69.71 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.68 | $67.96 | 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 6 analyst estimates | $208.59 | +186.7% | 20% | A- | Analyst Est. |
| EV/EBITDA 6 industry peers | $195.13 | +168.2% | 20% | A- | Peer Data |
| Industry Median P/E 5 industry peers | $195.39 | +168.6% | 15% | A | Peer Data |
| Price / Free Cash Flow 6 industry peers | $89.22 | +22.6% | 15% | B+ | Peer Data |
| EV/EBIT 6 industry peers | $174.03 | +139.2% | 8% | B+ | Peer Data |
| EV/FCF 6 industry peers | $7.23 | -90.1% | 7% | B | Model Driven |
| Peg Ratio 4 industry peers | $71.79 | -1.3% | 5% | B | Data |
| EV To Revenue 6 industry peers | $228.21 | +213.7% | 4% | B | Data |
| Price / Sales 6 industry peers | $284.30 | +290.8% | 3% | B | Model Driven |
| Earnings Yield 5 industry peers | $187.04 | +157.1% | 2% | B | Data |
| FCF Yield 6 industry peers | $86.19 | +18.5% | 1% | B | Data |
| Weighted Output Blended model output | $157.60 | +116.6% | 100% | 89 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (5%) | $53 | $65 | $77 | $88 | $100 |
| Conservative (8%) | $55 | $67 | $79 | $91 | $103 |
| Base Case (12.6%) | $57 | $69 | $82 | $95 | $107 |
| Bull Case (17%) | $59 | $72 | $85 | $98 | $112 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 46.85 | 29.24 | 13.52 | 149.54 | 52.04 |
| EV/EBIT | 25.74 | 23.00 | 15.12 | 39.39 | 10.96 |
| EV/EBITDA | 14.09 | 13.24 | 11.39 | 18.82 | 2.83 |
| P/FCF | 25.30 | 24.72 | 13.31 | 42.06 | 9.61 |
| P/FFO | 18.34 | 16.06 | 9.49 | 37.52 | 10.62 |
| P/AFFO | 24.06 | 19.11 | 12.31 | 49.44 | 14.54 |
| P/B Ratio | 1.81 | 1.89 | 0.69 | 2.45 | 0.62 |
| Div Yield | 0.02 | 0.02 | 0.00 | 0.03 | 0.01 |
| P/S Ratio | 1.26 | 1.31 | 0.76 | 1.97 | 0.51 |
Based on our peer multiples analysis with 27 valuation metrics, the model estimates VAC's fair value at $157.60 vs the current price of $72.75, implying +116.6% upside potential. Model verdict: Significantly Undervalued. Confidence: 89/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $157.60 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 $137.02 (P10) to $199.82 (P90), with a median of $166.46.
VAC's current P/E of 13.0x compares to the industry median of 34.8x (5 peers in the group). This represents a -62.8% discount to the industry. The historical average P/E is 46.8x over 6 years. Signal: Deep Discount.
18 analysts cover VAC with a consensus rating of Buy. The consensus price target is $82.20 (range: $50.00 — $105.00), implying +13.0% upside from the current price. Grade breakdown: Strong Buy (0), Buy (12), Hold (2), Sell (4), Strong Sell (0).
The model confidence score is 89/100, based on: data completeness (30), 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) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that VAC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.7σ, meaning margins are 0.7 standard deviations above their historical average. If margins revert to the 6-year mean (7.2%), the model estimates fair value drops by 59120.0% to approximately $503. 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.