Detection Framework

Six Analytical Lenses

Each lens is a complete analytical framework with specialized models, data sources, and detection criteria designed to find specific types of market dislocations.

Under-NAV

Companies trading below their net asset value. The market prices the whole at less than the sum of its parts, creating structural arbitrage opportunities.

Investment Thesis

Markets systematically misprice companies with complex asset bases. When a company's market capitalization falls below the liquidation value of its assets, patient capital can unlock significant returns through activism, spinoffs, or simply waiting for recognition.

Key Metrics

>30%
NAV Discount Threshold
>50%
Cash/Market Cap
<0.5x
P/TBV Ratio
>2yr
Typical Horizon

Data Sources

  • SEC filings (10-K, 10-Q) for balance sheet data
  • Real estate appraisals and comparable sales
  • Subsidiary financial statements
  • NOL carryforward schedules
  • Third-party asset valuations
Cash Holdings Real Estate Subsidiaries NOLs IP Assets Inventory

Example Analysis

Industrial Holding Corp (Anonymized)

Market cap of $42M against liquidation NAV of $78M. Cash on hand covers 60% of market cap. Real estate on books at historical cost from 1990s significantly understates current value. Two operating subsidiaries valued at zero despite positive cash flow.

47%
NAV Discount
$25M
Cash Holdings
84%
Confidence

Under-Earning

Companies with depressed margins versus their true potential. Temporary headwinds, cyclical troughs, or operational issues mask underlying earning power.

Investment Thesis

Earnings power is mean-reverting. Companies trading at cyclical lows or experiencing temporary margin compression often recover to historical norms. The market frequently overreacts to short-term challenges, creating opportunities for those who can identify sustainable competitive advantages.

Key Metrics

>500bps
Margin Gap vs. Peers
>30%
Below Peak Margins
<10x
Normalized P/E
>1yr
Typical Horizon

Data Sources

  • Historical margin analysis (10+ years)
  • Peer comparison databases
  • Industry cycle indicators
  • Management commentary and guidance
  • Cost structure analysis
Margin Gap Cyclical Trough Turnaround Hidden Earnings Cost Cuts

Example Analysis

Regional Bank Corp (Anonymized)

Net interest margin compressed 150bps below historical average due to inverted yield curve. Cost structure remains unchanged with room for 20% efficiency improvement. Trading at 0.6x tangible book despite strong asset quality.

150bps
Margin Gap
0.6x
P/TBV
78%
Confidence

Under-Followed

Companies with minimal institutional coverage. Information asymmetry creates opportunity for those willing to do primary research.

Investment Thesis

Wall Street ignores companies below certain market cap thresholds. Orphaned spinoffs, delisted equities, and micro-caps trade at structural discounts simply because no one is looking. Information edges are largest where coverage is thinnest.

Key Metrics

0-2
Analyst Coverage
<$500M
Market Cap
<5%
Inst. Ownership
Variable
Typical Horizon

Data Sources

  • Coverage databases (Bloomberg, FactSet)
  • 13F institutional holdings
  • Spinoff announcements and Form 10s
  • ADR databases for foreign listings
  • Delisting announcements
Zero Coverage Orphan Spinoffs Micro Caps Foreign ADRs Delistings

Example Analysis

Tech Spinoff Inc (Anonymized)

Spun off from Fortune 500 parent 6 months ago. Zero analyst coverage, only 2% institutional ownership. Trading at 8x FCF despite 15% growth rate and sticky enterprise customer base. Parent shareholders indiscriminately sold.

0
Analysts
8x
P/FCF
91%
Confidence

Under-Governed

Companies with poor capital allocation or governance structures destroying shareholder value. Change in control or governance unlocks potential.

Investment Thesis

Agency problems destroy value. Entrenched management, poor capital allocation, and misaligned incentives suppress valuations. Activist campaigns, proxy fights, or management changes can unlock significant value without operational improvements.

Key Metrics

<5%
ROIC vs. WACC
>20%
Cash as % Assets
Low
Insider Ownership
>1yr
Typical Horizon

Data Sources

  • Proxy statements (DEF 14A)
  • 13D activist filings
  • ISS governance scores
  • Executive compensation data
  • Capital allocation history
Activist Targets Board Changes Capital Misallocation Proxy Fights Insider Sales

Example Analysis

Consumer Products Co (Anonymized)

$400M cash on balance sheet (30% of market cap) earning near-zero returns. CEO compensation up 50% while stock down 40% over 3 years. Recent 13D filing by activist with history of successful campaigns.

30%
Cash/Mkt Cap
2.1%
ROIC
72%
Confidence

Under-Capitalized

Companies with suboptimal capital structures. Either over-leveraged at distressed prices or under-leveraged failing to optimize shareholder returns.

Investment Thesis

Capital structure matters. Over-leveraged companies trade at distressed multiples that normalize with deleveraging. Under-leveraged companies leave shareholder returns on the table. Refinancing, recapitalization, or LBO potential creates catalysts.

Key Metrics

>4x or <1x
Debt/EBITDA
>200bps
Spread to Optimal
Near-term
Maturity Wall
1-3yr
Typical Horizon

Data Sources

  • Debt maturity schedules
  • Credit facility terms
  • Comparable company leverage
  • LBO model outputs
  • Credit rating reports
Over-Leveraged Under-Leveraged Refinancing Recapitalization LBO Candidate

Example Analysis

Manufacturing Corp (Anonymized)

Net debt/EBITDA of 0.2x vs. industry average of 2.5x. Stable cash flows support significantly higher leverage. PE firms have acquired comparable companies at 8-10x EBITDA. Current trading at 5x EBITDA implies 60%+ upside.

0.2x
Net Debt/EBITDA
5x
EV/EBITDA
81%
Confidence

Under-Structured

Companies where corporate structure creates valuation discount. Conglomerate discounts, complex structures, or spinoff candidates where simplification unlocks value.

Investment Thesis

Complexity destroys value. Conglomerates trade at discounts to pure-play peers. Spinoffs, split-offs, and simplification strategies consistently create value by allowing each business to be valued on its own merits and attract specialized investors.

Key Metrics

>20%
Conglomerate Discount
>3
Business Segments
Low
Segment Correlation
1-2yr
Typical Horizon

Data Sources

  • Segment reporting (10-K notes)
  • Sum-of-parts models
  • Comparable pure-play valuations
  • Management commentary on portfolio
  • Historical spinoff announcements
Sum-of-Parts Conglomerate Discount Spinoff Candidates Stub Trades Tracking Stocks

Example Analysis

Diversified Holdings (Anonymized)

Three unrelated segments: industrial equipment (40% revenue), healthcare services (35%), and real estate (25%). SOTP analysis shows 35% discount to pure-play peers. Management under pressure from activists to simplify.

35%
SOTP Discount
3
Segments
76%
Confidence

Expanding Coverage

Our analytical framework extends beyond equities. These lenses are currently in development.

Volatility Mispricing

Options priced wrong versus fair value. IV extremes, term structure, skew anomalies.

In Development

Crypto Dislocations

Token mispricings, derivative basis, cross-exchange arbitrage.

Research Phase

Commodity Curves

Contango/backwardation extremes, supply-demand imbalances.

Research Phase

Credit Mispricing

Spread anomalies, relative value, distressed opportunities.

Planned

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