Phase Space AI

Valuation

Omada Health [OMDA]

Omada Health [OMDA] — Valuation

Two outputs are produced, as valuation.md requires. Neither replaces the other.

Output Horizon Instrument Result
Implied-path test 5 years reverse DCF PASS, margin +8.1 to +13.5pp
12-month target 12 months own multiple history × near-term revenue UNIDENTIFIED — declared, not substituted

1. Verified inputs

Every figure below was taken from a primary filing, not from the screen. Discrepancies are reported in §2.

Input Value Source
Spot $20.41 Alpaca daily close, 2026-07-28
Shares outstanding (basic) 59,448,507 10-Q cover page, as of 2026-05-05
Shares (treasury-method diluted) 69,281,000 computed from Note 6 reserved-share table
Market cap (basic) $1,213.3m
Cash and equivalents $211,765k Balance sheet, 2026-03-31
Total debt $0 Balance sheet: total liabilities $68,680k, all current, none debt
Net cash +$211,765k verified
EV (basic) $1,001.6m
TTM revenue $283,295k Q2'25 61,371 + Q3'25 68,030 + Q4'25 75,846 + Q1'26 78,048
TTM operating income −$8,357k Q2'25 −4,344 + Q3'25 −2,513 + Q4'25 +3,281 + Q1'26 −4,781
EV/Sales (basic) 3.54x
EV/Sales (diluted) 4.24x the number a buyer actually pays

2. Screen-input audit

Screen field Screen value Verified value Verdict
shares 59,448,507 59,448,507 correct — pre-IPO trap avoided
net_cash 211,765,000 211,765,000 correct — breaks a 9-of-9 error streak
revenue_ttm 283,295,000 283,295,000 ✅ correct to the dollar
spot 20.41 20.41
vol_252d_pct 56.4 57.0 ✅ within tolerance
op_margin_pct −4.6 −4.6 (FY2025) / −2.9 (TTM) ⚠️ FY basis, not TTM — flagged
revenue_cagr_demonstrated 45.6 45.6 (FY23→FY25) ✅ arithmetic correct, but stale — see §4
required_cagr_pct 17.2 11.8 on independently derived terminal margin ⚠️ 5.4pp discrepancy — see §3
valuation_margin_pp +28.4 +8.1 to +13.5 ⚠️ materially overstated — see §4
implied share count for EV basic only dilution +16.9% ignored ⚠️ multiple understated 20%

Four of ten inputs are exactly right, three are right-with-a-caveat, three are materially wrong. None of the errors reverse the verdict; all three inflate it.


3. The implied-path test — the Valuation Criteria

assets/reverse_dcf.py, solving for the revenue CAGR today's price requires.

Parameters held fixed, named explicitly: - Horizon: 5 years - WACC: 10.0% - Starting revenue: $283.295m (verified TTM) - Starting EV: $1,001.6m (verified) - Exit multiple: 22.8x EBIT, basis GROWTH_MATCHED, n = 155 comparators whose growth brackets the subject's (±50% band around 45.6%) drawn from the 4,018-name scan universe - Terminal operating margin: 14.3%, the growth-matched comparator median. Omada's own TTM operating margin is negative (−2.9%), so the max(own, peer) rule collapses to the peer median. Basis stated: growth-matched peer median, subject is pre-profit.

The required parameter

Required 5-year revenue CAGR: 11.80%

At the screen's terminal margin of 11.3% ("industry median (pre-profit)") the same solver returns 17.2%. Both are defensible; the difference is entirely one unobservable parameter. The honest statement is a range: today's price requires a 5-year revenue CAGR of 11.8%–17.2%.

The margin — demonstrated − required

The number the strategy ranks on. It depends entirely on which "demonstrated" you use, so all four are shown:

Demonstrated basis Value Margin vs 11.8% Margin vs 17.2%
FY2024 → FY2025 53.2% +41.4pp +36.0pp
FY2023 → FY2025 (screen) 45.6% +33.8pp +28.4pp
Q1'26 YoY 42.0% +30.2pp +24.8pp
FY2026 company guidance, midpoint $326m 25.3% +13.5pp +8.1pp

The forward-relevant margin is +8.1pp to +13.5pp. Every backward-looking basis is contradicted by the company's own guidance for the very next year, issued 2026-05-07.

Exit multiple and implied compression

Sensitivity over the exit multiple — the mandated axis

Exit multiple Required CAGR vs guided 25.3%
13.7x (0.6×) 23.82% +1.5pp
18.2x (0.8×) 16.90% +8.4pp
22.8x (base) 11.80% +13.5pp
27.4x (1.2×) 7.79% +17.5pp
34.2x (1.5×) 3.09% +22.2pp

Flip point: the name fails against its own guidance only below ~12.5x exit EBIT — a 45% compression from the growth-matched anchor. That is a wide margin of error.

Sensitivity over the terminal margin

Terminal margin Required CAGR
8.58% 23.82%
11.44% (≈ screen's 11.3%) 16.90%
14.30% (base) 11.80%
17.16% 7.79%
21.45% 3.09%

Omada's FY2026 adjusted-EBITDA guidance of $14–20m on $326m is a 4.3–6.1% adjusted-EBITDA margin, and adjusted EBITDA excludes share-based compensation. Getting from there to a 14.3% operating margin in five years is the real assumption in this valuation, and it is unproven. This is the highest-variance parameter in the model and it is why the required CAGR carries a 5.4pp range.

Terminal value = 100% of EV by construction of this instrument (it is a pure terminal model). Well above the 60% threshold, so the reverse DCF is mandatory as the primary long-horizon output and no forward DCF is presented as a competing answer.

Verdict

Valuation Criteria (implied path): PASS. Today's price requires 11.8%–17.2% revenue CAGR. The company guides 25.3% for the next twelve months and has demonstrated 42–53% over trailing periods. The required path sits at or below what the business has already demonstrated — the definition of PASS, without needing the "with argument" escape.


4. Why the screen's +28.4pp is a structural defect, not an OMDA quirk

The screen computes valuation_margin_pp = demonstrated_CAGR − required_CAGR, where the demonstrated CAGR is a trailing 2-to-3-year realised rate. For any company whose growth is decelerating — which is nearly every high-growth company, and certainly every one that just IPO'd off a small base — the trailing CAGR is mechanically higher than the forward rate.

On OMDA the gap is 20.3 percentage points, and the company itself published the forward number 82 days before the screen ran.

This inflates the ranking metric for exactly the names the screen is designed to find. It does not flip verdicts often (OMDA still passes by +8.1pp), but it systematically mis-ranks them: a decelerating 45%-grower and a steady 25%-grower will be scored as though the first has three times the cushion, when forward they may be identical.

Proposed fix (for the calibration record, not applied here): where a company has issued current-year revenue guidance, compute a second field valuation_margin_pp_guided using the guided growth rate, and rank on the minimum of the two. Guidance is a filed, dated, primary-source number available at zero incremental token cost from the same 8-K the screen already touches.


5. The 12-month target — UNIDENTIFIED, declared

valuation.md requires the multiple to be anchored on the name's own trading history with the percentile stated, and requires that where the history is too short or spans a regime change the anchor be declared UNIDENTIFIED rather than substituted with a peer median.

OMDA's own history fails both conditions:

Test Finding
Length 286 trading days (2025-06-06 → 2026-07-28). Approximately 13.7 months.
Regime The entire series is the post-IPO price-discovery window. IPO priced at $19.00 on 2025-06-09.
Dispersion EV/Sales range 1.69x – 6.57x. A 3.9x peak-to-trough spread in 13.7 months.
Central tendency Median 3.56x, p25 2.72x, p75 4.69x. The interquartile range alone is ±28% of the median.

A distribution that wide, over that short a window, with no pre-IPO regime to compare against, does not identify a mean to revert to. Declared UNIDENTIFIED.

Current percentile is still stated, as required: spot EV/Sales 3.54x = 49th percentile of the 286-day record.

A peer median is deliberately not substituted. That is the specific defect this rule exists to close.

What is reported instead: the grid

Rather than a false point estimate, here is what each multiple implies, on the company's own guidance path.

Revenue build: FY2026 at guidance midpoint $326m (Q1'26 actual $78.048m + Q2–Q4 $247.95m distributed on FY2025 seasonality → Q2'26 $74.1m, Q3'26 $82.2m, Q4'26 $91.6m). FY2027 growth is not guided and is shown as a range.

FY27 growth Trailing revenue at 2027-06-30 @ p25 2.72x @ median 3.56x @ current 3.54x @ p75 4.69x
+18% $353.4m $19.72 (−3.4%) $24.75 (+21.3%) $24.58 (+20.4%) $31.45 (+54.1%)
+22% $359.5m $20.00 (−2.0%) $25.12 (+23.1%) $24.94 (+22.2%) $31.93 (+56.4%)
+28% $368.6m $20.42 (+0.1%) $25.66 (+25.7%) $25.48 (+24.8%) $32.65 (+60.0%)

Shares held at 59,448,507 and net cash at +$211.765m throughout.

Reading the grid. The multiple, not the revenue, determines the answer. Across a ±10pp swing in FY2027 growth the target moves $0.70; across the p25→p75 multiple range it moves $11.93. Seventeen times more sensitive to the multiple. That asymmetry is precisely why declaring the anchor UNIDENTIFIED is the correct output rather than a cop-out: a point target here would be a statement about the multiple dressed up as a statement about the business.

If the multiple simply holds at today's 3.54x, the guidance path delivers roughly $24.94, +22.2%. That is the most defensible single sentence available, and it is a conditional, not a target.

Sanity band vs an external professional target: none available in this run. No external target is fabricated.


6. Comparison of the two outputs

The 5-year implied path says the price requires 11.8–17.2% growth and the company will likely deliver more — a PASS on ownership. The 12-month instrument says the tradeable outcome depends almost entirely on a multiple that has no identified central tendency — an honest UNIDENTIFIED on tradeability.

These are not in conflict; they measure different things over different horizons, which is exactly why valuation.md requires both. Reporting only the implied path would have made OMDA look like a clean long. Reporting only the 12-month grid would have made it look unanalysable. Together they say: the business clears the ownership test comfortably; the entry is a multiple bet with no historical anchor, so size it accordingly.