BXMT Blackstone Mortgage Trust, Inc.
$13.73
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Strong · Conviction

Undervalued

Trading 48.9% below fair value

You pay $13.73
Bear $22.42
Fair $26.89
Bull $31.35
Bear $22.42 +63.3% $1.06 FFO × 18x
Fair $26.89 +95.8% $1.06 FFO × 22x
Bull $31.35 +128.4% $1.06 FFO × 26x

Adjust Assumptions

22.1x
1.06$

Key Value Driver

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

Implied Market Multiple 13.0x

Analyst Consensus (External Reference)

Never blended into the bear/base/bull estimates above.

Average Target (18 analysts) $19.50
Divergence from AlphaVal 38%

Summary

At $1.06 FFO/share with a 22x default REIT multiple, the base-case value is $26.89 per share. Dividend yield: 13.7%. 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 13.7% 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.
Wall Street's average price target is $19.50 (from 18 analysts). Our estimate is 38% above the consensus -- consider that gap carefully.

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