BXMT Blackstone Mortgage Trust, Inc.
$17.95
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Moderate · Conviction

Undervalued

Trading 33.2% below fair value

You pay $17.95
Bear $22.41
Fair $26.87
Bull $31.34
Bear $22.41 +24.8% $1.06 FFO × 18x
Fair $26.87 +49.7% $1.06 FFO × 22x
Bull $31.34 +74.6% $1.06 FFO × 26x

Key Value Driver

FFO/share ($1.06) × default P/FFO multiple

Implied Market Multiple 17.0x

Summary

At $1.06 FFO/share with a 22x default REIT multiple, the base-case value is $26.87 per share. Dividend yield: 10.5%. DDM cross-check: $35.04.

Warnings

Standard profit figures are misleading for real estate companies — large non-cash accounting charges make profits look artificially low. Dividend yield and funds from operations are better measures.
Dividend yield of 10.5% is unusually high — make sure the company generates enough cash to keep paying it.
Dividend-based valuation: $35.04 (30% above our primary estimate). Large gaps suggest the dividend may not fully reflect the company's value.

Key Risks

  • P/E and EV/EBITDA are structurally wrong for REITs — use P/FFO and NAV
  • Interest rate sensitivity: REIT multiples compress when rates rise
  • FFO approximation (NI + D&A) may include gains on property sales — verify