Collegium Pharmaceutical Inc · Pharmaceuticals
$25.35
As of: 2026-08-30 03:03:21 (KST)
+9.7%
Expected return
52%
Success probability
-62.2%
Downside risk
For informational purposes only.
Not investment advice.
Collegium Pharmaceutical Inc in the Pharmaceuticals industry earns B grade, reflecting a Monte Carlo score of 42 out of 100. The expected return stands at +9.7%, with a 52% probability of positive outcomes. At the current price of $25.35, These figures are derived from 10,000 Monte Carlo simulations and reflect the inherent uncertainty in financial markets.
The Reverse DCF valuation signals "Fair" for this ticker. An implied growth rate of 12.1% (actual: 16.9%) drives the valuation framework. The estimated P50 intrinsic value of $33 provides a benchmark for assessing current pricing. The Reverse-DCF implied 64% success probability at $29 quantifies the margin of safety implied by this "Fair" assessment.
Grade B (42) indicates a fair risk-reward trade-off. The expected return of +9.7% and success probability of 52% suggest a measured opportunity.
Across 10,000 simulated paths, the volatility of 73.4% is elevated, producing a wide dispersion of possible returns. The median (P50) return stands at -7.7%, and the distribution is roughly symmetric with a slight negative tilt. The spread between the 10th percentile (-62.2%) and the 75th percentile (+46.0%) is +108.2%.
Key risk metrics: VaR(5%) of -62.2%, operating margin of 17.5% (at 17.5%, operating margins are adequate but could compress under competitive pressure), and volatility of 73.4%, where elevated volatility warrants close attention. These three dimensions define the risk landscape at $25.
DCF estimates a company's intrinsic value by discounting its future cash flows to present value. Modelvix uses Monte Carlo simulation to analyze thousands of scenarios.
Learn more →WACC is the average rate a company pays to finance its assets, used as the discount rate in DCF analysis. Modelvix simulates how WACC changes affect valuation.
Learn more →Terminal value represents the perpetual value of a business beyond the forecast period, often comprising the majority of DCF value. Modelvix analyzes terminal value uncertainty across growth scenarios.
Learn more →Reverse DCF works backward from the current stock price to infer the growth rate the market expects, helping you assess whether a stock is fairly valued. Modelvix shows what growth assumptions the current price implies.
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