PGY Pagaya Technologies Ltd.
$22.08
Platform & Compounding FCF 85%
Two-stage FCF DCF
Strong · Conviction

Undervalued

Trading 75.6% below fair value

You pay $22.08
Bear $52.12
Fair $90.55
Bull $138.50
Bear $52.12 +136.1% 12% stage 1 growth, 12% discount
Fair $90.55 +310.1% 20% stage 1 growth, 12% discount
Bull $138.50 +527.3% 26% stage 1 growth, 12% discount

Adjust Assumptions

20.0%
12.0%
3.0%

Key Value Driver

FCF growth rate (20% base case)

Terminal Value % of EV 42%
Implied Market Multiple 8.2x
Market is pricing in (growth) -1.9% vs 20.0% base

Analyst Consensus (External Reference)

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

Average Target (13 analysts) $30.00
Divergence from AlphaVal 202%

Summary

Using a two-stage FCF DCF with 20% growth decelerating over 15 years, discounted at 12%, the base-case intrinsic value is $90.55 per share.

Warnings

Stock-based employee pay equals 66% of profits. This dilutes existing shareholders, so cash flow alone overstates what owners really earn.
Wall Street's average price target is $30.00 (from 13 analysts). Our estimate is 202% above the consensus -- consider that gap carefully.

Key Risks

  • P/E alone misleads — earnings depressed by growth investment
  • Cyclical or commodity businesses may be misclassified as platforms
  • Terminal value dominance suggests sensitivity to long-run assumptions