IVR Invesco Mortgage Capital Inc.
$7.87
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Strong · Conviction

Undervalued

Trading 53.4% below fair value

You pay $7.87
Bear $13.97
Fair $16.88
Bull $19.80
Bear $13.97 +77.5% $1.41 FFO × 14x
Fair $16.88 +114.5% $1.41 FFO × 17x
Bull $19.80 +151.6% $1.41 FFO × 20x

Key Value Driver

FFO/share ($1.41) × default P/FFO multiple

Implied Market Multiple 5.6x

Summary

Our base-case estimate uses P/FFO × Default REIT Multiple. We then blend that result with the average analyst price target of $9.00 from 20 analysts, using a 25% weight on analyst consensus. That produces an estimated intrinsic value of $16.88 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 6.1% is unusually high — make sure the company generates enough cash to keep paying it.
Dividend-based valuation: $8.95 (54% below our primary estimate). Large gaps suggest the dividend may not fully reflect the company's value.
Wall Street's average price target is $9.00 (from 20 analysts). Our estimate is 117% 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