BXMT Blackstone Mortgage Trust, Inc.
$17.10
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Moderate · Conviction

Undervalued

Trading 32.7% below fair value

You pay $17.10
Bear $21.19
Fair $25.40
Bull $29.63
Bear $21.19 +23.9% $1.06 FFO × 18x
Fair $25.40 +48.6% $1.06 FFO × 22x
Bull $29.63 +73.3% $1.06 FFO × 26x

Key Value Driver

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

Implied Market Multiple 16.2x

Summary

Our base-case estimate uses P/FFO × Default REIT Multiple. We then blend that result with the average analyst price target of $21.00 from 18 analysts, using a 25% weight on analyst consensus. That produces an estimated intrinsic value of $25.40 per share.

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 11.0% 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 $21.00 (from 18 analysts). Our estimate is 28% 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