ORC Orchid Island Capital, Inc.
$6.72
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Strong · Conviction

Undervalued

Trading 59.1% below fair value

You pay $6.72
Bear $13.58
Fair $16.42
Bull $19.25
Bear $13.58 +102.1% $0.92 FFO × 18x
Fair $16.42 +144.3% $0.92 FFO × 22x
Bull $19.25 +186.5% $0.92 FFO × 26x

Adjust Assumptions

22.1x
0.92$

Key Value Driver

FFO/share ($0.92) × default P/FFO multiple

Implied Market Multiple 7.3x

Analyst Consensus (External Reference)

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

Average Target (5 analysts) $7.50
Divergence from AlphaVal 119%

Summary

At $0.92 FFO/share with a 22x default REIT multiple, the base-case value is $16.42 per share. Dividend yield: 6.0%. DDM cross-check: $7.45.

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 6.0% is unusually high — make sure the company generates enough cash to keep paying it.
Dividend-based valuation: $7.45 (55% below our primary estimate). Large gaps suggest the dividend may not fully reflect the company's value.
Wall Street's average price target is $7.50 (from 5 analysts). Our estimate is 119% 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