MODEL VERDICT
YPF Sociedad Anónima (YPF) — Relative Valuation
Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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 |
|---|---|---|---|---|---|
| Feb 28, 2026 | MODERATE | 0.67 | $35.39 | CURRENT | — |
| Feb 21, 2026 | MODERATE | 0.67 | $38.51 | CURRENT | — |
| Feb 14, 2026 | MODERATE | 0.67 | $37.37 | CURRENT | — |
| Feb 11, 2026 | MODERATE | 0.67 | $39.10 | CURRENT | — |
| Jan 11, 2026 | MODERATE | 0.66 | $34.08 | Pending | +12.3% |
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 16 analyst estimates | $61080.13 | +172491.5% | 20% | A- | Analyst Est. |
| EV/EBITDA 16 industry peers | $19457.08 | +54879.0% | 20% | A- | Peer Data |
| Industry Median P/E 15 industry peers | $99880.53 | +282128.1% | 15% | A | Peer Data |
| Price / Free Cash Flow 15 industry peers | $15.77 | -55.4% | 15% | B+ | Peer Data |
| EV/EBIT 16 industry peers | $18644.87 | +52584.0% | 8% | B+ | Peer Data |
| EV To Revenue 16 industry peers | $44009.55 | +124255.9% | 4% | B | Data |
| Price / Sales 16 industry peers | $45323.73 | +127969.3% | 3% | B | Model Driven |
| Earnings Yield 16 industry peers | $101652.19 | +287134.2% | 2% | B | Data |
| FCF Yield 16 industry peers | $15.76 | -55.5% | 1% | B | Data |
| Weighted Output Blended model output | $92241.06 | +260541.6% | 100% | 75 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 4× | 6× | 8× (Current) | 10× | 12× |
|---|---|---|---|---|---|
| Bear Case (4%) | $25966 | $38949 | $51932 | $64915 | $77898 |
| Conservative (7%) | $26590 | $39885 | $53180 | $66475 | $79770 |
| Base Case (10.0%) | $27464 | $41196 | $54928 | $68660 | $82392 |
| Bull Case (14%) | $28338 | $42507 | $56676 | $70844 | $85013 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 0.05 | 0.01 | 0.01 | 0.14 | 0.07 |
| EV/EBIT | 314.84 | 15.89 | 2.56 | 2067.04 | 773.22 |
| EV/EBITDA | 2.06 | 2.03 | 0.01 | 4.35 | 1.30 |
| P/FCF | 5.87 | 0.05 | 0.01 | 34.94 | 14.24 |
| P/FFO | 0.02 | 0.01 | 0.00 | 0.04 | 0.02 |
| P/TBV | 0.00 | 0.00 | 0.00 | 0.02 | 0.01 |
| P/AFFO | 0.11 | 0.11 | 0.03 | 0.26 | 0.10 |
| P/B Ratio | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 |
| P/S Ratio | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 |
Based on our peer multiples analysis with 23 valuation metrics, the model estimates YPF's fair value at $92241.06 vs the current price of $35.39, implying +260541.6% upside potential. Model verdict: Significantly Undervalued. Confidence: 75/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $92241.06 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 $32621.53 (P10) to $262299.42 (P90), with a median of $87773.34.
YPF's current P/E of 8.0x compares to the industry median of 16.0x (15 peers in the group). This represents a -50.0% discount to the industry. The historical average P/E is 0.1x over 3 years. Signal: Deep Discount.
15 analysts cover YPF with a consensus rating of Buy. The consensus price target is $47.00 (range: $47.00 — $47.00), implying +32.8% upside from the current price. Grade breakdown: Strong Buy (0), Buy (7), Hold (6), Sell (2), Strong Sell (0).
The model confidence score is 75/100, based on: data completeness (24), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: YPF trades at the 1330th percentile of its historical P/E range. A reversion to median (0.1×) 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 YPF.
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.