MODEL VERDICT
Valaris Limited (VAL)
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 | NEUTRAL | 0.18 | $102.23 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.34 | $91.19 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.36 | $88.56 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.32 | $91.67 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.14 | $97.59 | 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 3 analyst estimates | $106.32 | +4.0% | 20% | A- | Analyst Est. |
| EV/EBITDA 6 industry peers | $54.56 | -46.6% | 20% | A- | Peer Data |
| Industry Median P/E 4 industry peers | $103.24 | +1.0% | 15% | A | Peer Data |
| EV/EBIT 5 industry peers | $73.31 | -28.3% | 8% | B+ | Peer Data |
| EV To Revenue 6 industry peers | $66.05 | -35.4% | 4% | B | Data |
| Price / Sales 6 industry peers | $50.07 | -51.0% | 3% | B | Model Driven |
| Earnings Yield 4 industry peers | $60.12 | -41.2% | 2% | B | Data |
| Weighted Output Blended model output | $105.23 | +2.9% | 100% | 49 | FAIRLY VALUED |
| EPS Growth ↓ | P/E Multiple → | 16× | 18× | 20× (Current) | 22× | 24× |
|---|---|---|---|---|---|
| Bear Case (4%) | $85 | $96 | $106 | $117 | $128 |
| Conservative (7%) | $87 | $98 | $109 | $120 | $131 |
| Base Case (10.0%) | $90 | $101 | $113 | $124 | $135 |
| Bull Case (14%) | $93 | $105 | $116 | $128 | $139 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 14.54 | 8.64 | 5.96 | 29.02 | 12.61 |
| EV/EBIT | 75.79 | 77.89 | 11.00 | 138.48 | 63.76 |
| EV/EBITDA | 27.96 | 36.81 | 8.48 | 38.58 | 16.89 |
| P/FFO | 10.31 | 6.51 | 5.34 | 19.10 | 7.63 |
| P/TBV | 2.62 | 2.54 | 1.44 | 3.94 | 1.03 |
| P/AFFO | 61.04 | 79.83 | 19.07 | 84.22 | 36.41 |
| P/B Ratio | 2.62 | 2.54 | 1.44 | 3.94 | 1.03 |
| P/S Ratio | 2.41 | 2.54 | 1.37 | 3.19 | 0.81 |
Based on our peer multiples analysis with 19 valuation metrics, the model estimates VAL's fair value at $105.23 vs the current price of $102.23, implying +2.9% upside potential. Model verdict: Fairly Valued. Confidence: 49/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $105.23 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 $84.86 (P10) to $150.04 (P90), with a median of $116.22.
VAL's current P/E of 20.0x compares to the industry median of 20.2x (4 peers in the group). This represents a -1.0% discount to the industry. The historical average P/E is 14.5x over 3 years. Signal: Fair Value.
54 analysts cover VAL with a consensus rating of Hold. The consensus price target is $73.00 (range: $50.00 — $96.00), implying -28.6% upside from the current price. Grade breakdown: Strong Buy (0), Buy (11), Hold (27), Sell (16), Strong Sell (0).
The model confidence score is 49/100, based on: data completeness (18), peer quality (25), historical depth (10), earnings stability (4), and model agreement (2). Cyclicality penalty: --10 points. The model shows moderate agreement across inputs.
The model flags several key risks: (1) Multiple compression: VAL trades at the 1940th percentile of its historical P/E range. A reversion to median (14.5×) 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 VAL.
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.