MODEL VERDICT
Willis Lease Finance Corporation (WLFC)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
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 | 0.63 | $195.70 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.63 | $190.67 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.63 | $209.77 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.63 | $209.70 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.63 | $202.98 | 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 | $271.62 | +38.8% | 20% | A- | Analyst Est. |
| EV/EBITDA 4 industry peers | $264.45 | +35.1% | 20% | A- | Peer Data |
| Industry Median P/E 5 industry peers | $387.07 | +97.8% | 15% | A | Peer Data |
| EV/EBIT 4 industry peers | $381.66 | +95.0% | 8% | B+ | Peer Data |
| Peg Ratio 3 industry peers | $1167.15 | +496.4% | 5% | B | Data |
| EV To Revenue 6 industry peers | $367.19 | +87.6% | 4% | B | Data |
| Price / Sales 6 industry peers | $362.30 | +85.1% | 3% | B | Model Driven |
| Earnings Yield 5 industry peers | $387.66 | +98.1% | 2% | B | Data |
| Weighted Output Blended model output | $2873.63 | +1368.4% | 100% | 62 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (28%) | $178 | $217 | $257 | $296 | $336 |
| Conservative (46%) | $203 | $248 | $293 | $338 | $383 |
| Base Case (71.1%) | $237 | $290 | $342 | $395 | $448 |
| Bull Case (96%) | $271 | $332 | $392 | $452 | $513 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 1955.72 | 13.53 | 5.61 | 13446.43 | 5067.31 |
| EV/EBIT | 19.03 | 16.74 | 10.30 | 28.83 | 6.87 |
| EV/EBITDA | 15.58 | 15.31 | 9.64 | 22.49 | 4.68 |
| P/FFO | 3.46 | 2.55 | 1.79 | 6.93 | 1.79 |
| P/TBV | 1.13 | 0.90 | 0.48 | 2.74 | 0.77 |
| P/B Ratio | 1.09 | 0.89 | 0.45 | 2.57 | 0.72 |
| Div Yield | 0.01 | 0.01 | 0.01 | 0.02 | 0.00 |
| P/S Ratio | 1.18 | 0.87 | 0.65 | 2.48 | 0.63 |
Based on our peer multiples analysis with 21 valuation metrics, the model estimates WLFC's fair value at $2873.63 vs the current price of $195.70, implying +1368.4% upside potential. Model verdict: Significantly Undervalued. Confidence: 62/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $2873.63 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 $260.21 (P10) to $12224.79 (P90), with a median of $2893.56.
WLFC's current P/E of 12.7x compares to the industry median of 25.2x (5 peers in the group). This represents a -49.4% discount to the industry. The historical average P/E is 1955.7x over 7 years. Signal: Deep Discount.
1 analysts cover WLFC with a consensus rating of Buy. The consensus price target is N/A (range: N/A — N/A), implying N/A upside from the current price. Grade breakdown: Strong Buy (0), Buy (1), Hold (0), Sell (0), Strong Sell (0).
The model confidence score is 62/100, based on: data completeness (21), peer quality (25), historical depth (20), 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) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that WLFC'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 below their historical average. If margins revert to the 7-year mean (33.0%), the model estimates fair value drops by 3163160.0% to approximately $62099. 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.