DCF

Document Sample
DCF
Paramount valuation -1993



Cash flow forecast

year 0 1 2 3 4 5

year 1993 1994 1995 1996 1997 1998

Sales $ 4,905.00 $ 5,264.30 $ 5,648.60 $ 6,060.00 $ 6,500.70

EBITD $ 660.60 $ 737.00 $ 790.80 $ 848.40 $ 910.10

Depreciation $ (162.00) $ (172.00) $ (184.00) $ (196.00) $ (209.00)

EBIT $ 498.60 $ 565.00 $ 606.80 $ 652.40 $ 701.10

Tax 34% $ (169.52) $ (192.10) $ (206.31) $ (221.82) $ (238.37)

EBIT(1-t) $ 329.08 $ 372.90 $ 400.49 $ 430.58 $ 462.73

Operating Cash Flow (EBITD-Tax) $ 491.08 $ 544.90 $ 584.49 $ 626.58 $ 671.73

Capital expenditures $ (160.10) $ (177.30) $ (176.70) $ (202.90) $ (216.60)

Change WC $ (45.60) $ (62.10) $ (66.50) $ (71.20) $ (76.20)

Asset sale $ 900.00

Net Cash Flow $ 285.38 $ 1,205.50 $ 341.29 $ 352.48 $ 378.93

Discount rate (1+WACC)^t $ 258.70 $ 990.66 $ 254.25 $ 238.04 $ 231.98

PV (1-5) $ 1,973.63



Terminal value

g2 5%

CF6 $ 397.87

TV year5 $ 7,490.76

TV 0 $ 4,585.87

Enterprise Value $ 1,973.63 $ 4,585.87 $ 1,007.10 $ 7,566.61

Equity $ 6,553.61

P0 $ 54.61

WACC Calculation

S 120 55 $ 6,600.00

B $ 1,013.00

S/B+S 0.867

Rf Beta Rm-Rf

5.68% 1 5.50%

Rs 11.18%

Rb 7.05%

t 34.00%

Rb*(1-t) 4.65%

WACC 10.31%



1990 1991 1992 1993 Average

Historical tax rate 32% 37% 31% 34% 34%





Hard synergy calculation 1 2 3 4 5

1994 1995 1996 1997 1998

Estimated synergies: Paramount -Viacom merger 134 150 171 216 223

Discount rate (1+WACC)^t $ 121.47 $ 123.27 $ 127.39 $ 145.87 $ 136.52

PV (1-5) $ 654.52



Terminal value of synergies

g2 5%

Synergies year 6 $ 234.15

TV of synergies year5 $ 4,408.35

PV of TV of synergies $ 2,698.81

PV of all synergies $ 654.52 $ 2,698.81 $ - $ 3,353.34



Synergies per share $ 27.94

Current share price $ 54.61



Total value of paramount shares to Viacom $ 82.56

Paramount valuation -1993

EBITD multiple









EBITD Multiple 1993 Est 1994

Wald Disney 13.3 12.2

Time Warner 11.2 10.4

Turner Broadcasting 14.8 11.9



Median 13.3 11.9

Average 13.1 11.5

Time Warner 11.2 10.4





Parmount EBITD $ 560.50 $ 660.60

Estimated capital (medians) $ 7,454.65 $ 7,861.14

Estimated capital (Average) $ 7,342.55 $ 7,596.90

Time Warner multiple $ 6,277.60 $ 6,870.24





Estimated equity (medians) $ 7,448.75 $ 7,855.24

Estimated equity (Average) $ 7,336.65 $ 7,591.00

Estimated equity (TW) $ 6,271.70 $ 6,864.34



Estimated stock price (medians) $ 62.07 $ 65.46

Estimated stock price (averages) $ 61.14 $ 63.26

Estimated stock price (TW) $ 52.26 $ 57.20

Paramount 1993



Income statement 1993



Revenues 4,641.60

Cost of Goods Sold -3,047.60

SG & A -1,254.60





Operating Income 339.4

Other Income (expense) (6.6)

Interest Expense (94.0)

Interest Income 78.5





Earnings before Taxes 317.3





Provision for Taxes (109.2)

Extraordinary Items (9.1)

Net Earnings 199.0





Depreciation and Amortization 221.1

Working Capital 802.7

Capital Expenditures 111.8

Balance sheet 1993



1993

ASSETS LIABILITIES

Cash 380.6 Current Maturities of LT debt

Short-term investments 626.50 Trade Accounts Payable

Trade receivables 1,062.20 Income taxes Payable

Inventories 633.7 Accrued Expenses and other

Other current assets 538.3

Total Current Liabilities

Total Current Assets 3,241.30 Deferred Liabilities

Property, Plant, & Equipment 1,572.20 Long-Term debt

Accumulated Depreciation -382.4

Net PP&E 1,189.80 Total Liabilities

Intangibles 1,560.30

Other Assets 1,454.1 EQUITY

Common Stock

Total Assets 7,455.5 Paid-In Capital

Retained Earnings

Translation Adjustments



Total Net Worth



Total Liabilities and Equity



Price per share 54

Shares outstanding 120

Short term solvancy



Current ratio 2.248



Quick ratio 1.435





Finacial leverage



Debt/Assets 0.136



Debt/book equity 0.245



Debt/Market equity 0.156



Interest coverage (gross) 3.611



Interest coverage (net) 21.897





Profitability



Gross operating margins 0.073



Return on assets, ROA 0.046



Return on equity, ROE 0.048





Activity



Asset turnover 0.623



Receivables turnover 4.370 82 day credit



Inventory turnover 7.325 49 days

Market value



EPS 1.658



Price to earnings P/E 32.563



Market to book 1.569









Bankruptcy prediction

Ratio Coeficient product

X1 0.241 1.2 0.290

X2 0.437 1.4 0.612

X3 0.046 3.3 0.150

X4 6.397 0.6 3.838

X5 0.623 1 0.623

Z score 5.512

1993





10.1

196.5

64.5

1,170.50





1,441.60

871.2

1,002.9





3,315.7





119.6

778.1

3,252.2

(20.1)





4,129.8





7,445.5


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