MODEL VERDICT
Zepp Health Corporation (ZEPP) — 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 | 0.62 | $19.28 | 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 |
|---|---|---|---|---|---|
| EV To Revenue 8 industry peers | $1353.61 | +6920.8% | 4% | B | Data |
| Price / Sales 8 industry peers | $1349.06 | +6897.2% | 3% | B | Model Driven |
| Weighted Output Blended model output | $701.99 | +3541.0% | 100% | 57 | SIGNIFICANTLY UNDERVALUED |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 2.72 | 2.53 | 0.34 | 5.49 | 2.37 |
| P/FCF | 0.97 | 0.50 | 0.20 | 2.69 | 1.15 |
| P/FFO | 0.49 | 0.41 | 0.33 | 0.80 | 0.21 |
| P/TBV | 0.04 | 0.03 | 0.01 | 0.08 | 0.04 |
| P/AFFO | 0.66 | 0.55 | 0.36 | 1.19 | 0.37 |
| P/B Ratio | 0.04 | 0.03 | 0.01 | 0.08 | 0.03 |
| P/S Ratio | 0.02 | 0.01 | 0.01 | 0.04 | 0.01 |
Based on our peer multiples analysis with 5 valuation metrics, the model estimates ZEPP's fair value at $701.99 vs the current price of $19.28, implying +3541.0% upside potential. Model verdict: Significantly Undervalued. Confidence: 57/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $701.99 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 $468.76 (P10) to $1739.41 (P90), with a median of $1088.43.
ZEPP's current P/E of -1.0x compares to the industry median of 29.1x (3 peers in the group). This represents a -103.3% discount to the industry. The historical average P/E is 2.7x over 4 years. Signal: Deep Discount.
No analyst coverage data is available for ZEPP.
The model confidence score is 57/100, based on: data completeness (6), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 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 data is not available for ZEPP.
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.