Financial News Training

Advanced Valuation of Debt & Equity Modelling

23rd - 24th June 2009

London

 

Agenda

Day 1: Valuation Course Content

Enterprise Value drivers

  • Rationale behind fundamental multiples
  • Reconciliation with DCF techniques
  • Defining growth, return and risk
  • Importance of ROCE and key drivers: margin and asset efficiency
  • Defining valuation balance sheet

Fundamental multiples

  • Formula’s for fundamental multiples
  • Identifying key drivers of the following multiples:
    o EV/EBITDA: ROCE is key
    o EV/Sales: is margin important?
    o PEG: misleading numbers?
    o Price/Book: good or bad predictor of value?
    o Price/sales: when is it useful?
    o Valuation matrix
  • CFROI/CROCI: link between returns and capital
  • Which debt do you deduct
  • Discounts for liquidity, control/minority & size

Discounted Cashflow

  • WACC revisited
  • Estimating optimum leverage
  • Characteristics of:
    o Cyclical companies
    o High growth/early stage companies
    o Stable companies
  • 1, 2, 3 stage DCF models
  • Defining Free cashflow using NOPAT
  • Dealing with the terminus
  • Impact of installed and incremental ROCE
  • EVA models equivalence to DCF
  • APV models explained

Day 2: Modelling Course Content

Valuation Balance sheet

  • Defining growth
  • Importance of ROCE and Net Investment

Defining Return: the impact of…

  • Different standards/policies
  • Goodwill
  • Pension costs
  • JV’s/Associates
  • Operating leases costs
  • R&D expenses
  • Tax
  • Private company issues

Defining Capital: the impact of…

  • Consistency with return
  • Cash working capital and net debt assumptions
  • Goodwill: is it relevant?
  • Intangible asset or expense; treatment of R&D?
  • JV/Associates: cost or valuation?
  • Off Balance sheet: out of the picture?

Modelling extra’s …

  • Depreciation tax shield, deferred tax & capital allowances
  • Tax losses
  • Stock options – expenses & dilution
  • JV/Associates: cost or valuation?
  • Dividends
  • Minorities
  • Preference shares
  • Provisions: pensions and restructuring: creating a level playing field?
  • Adjusting for other non-operating assets and liabilities

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