NMIH NMI Holdings, Inc.
$37.40
Banks, Insurers & Asset Managers 85%
P/Tangible Book × ROE Quality
Strong · Conviction

Undervalued

Trading 58.9% below fair value

You pay $37.40
Bear $60.29
Fair $91.03
Bull $109.47
Bear $60.29 +61.2% ROTCE 11.6% → 2.12x TBV
Fair $91.03 +143.4% ROTCE 15.4% → 3.20x TBV
Bull $109.47 +192.7% ROTCE 17.7% → 3.85x TBV

Key Value Driver

ROTCE (15.4%) vs. cost of equity (7.6%)

Implied Market Multiple 1.13x

Summary

Our base-case estimate uses P/Tangible Book × ROE Quality. We then blend that result with the average analyst price target of $45.33 from 20 analysts, using a 25% weight on analyst consensus. That produces an estimated intrinsic value of $91.03 per share.

Warnings

Traditional cash flow models don't work well for banks — lending activity distorts how much cash the business actually generates.
Common valuation shortcuts don't apply here — for banks, interest payments are a core business cost, not overhead.
Wall Street's average price target is $45.33 (from 20 analysts). Our estimate is 134% above the consensus -- consider that gap carefully.

Key Risks

  • Book value quality matters as much as level — check loan loss reserves
  • Interest rate sensitivity creates non-linear earnings surprises
  • Insurance reserving is actuarial, not financial — errors emerge slowly