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Stock Valuation Analysis

Stock Valuation Analysis

Master the art and science of equity valuation using dividend discount models, price-to-earnings ratios, and free cash flow analysis

Comprehensive TheoryPractical CalculationsReal-World ApplicationsInvestment Insights

📊 Models & Formulas

Explore comprehensive stock valuation models and formulas with detailed derivations and examples

1.1 Stock Valuation Fundamentals

Stock valuation is the process of determining the intrinsic value of a company's equity shares. The fundamental principle states that a stock's value equals the present value of all expected future dividends or cash flows to shareholders.

This methodology, rooted in discounted cash flow (DCF) analysis, provides investors with a systematic approach to evaluate equity investments across different industries and growth stages.

Understanding stock valuation principles enables investors to make informed decisions about stock purchases, sales, and portfolio allocation strategies.

Core Valuation Principle

The intrinsic value of any financial asset equals the present value of its expected future cash flows, discounted at a rate that reflects the risk and time preference of market participants.

2.1 Dividend Discount Models (DDM)

Zero-Growth Model

Basic Formula

V₀ = D / r

Where: V₀ = Stock value, D = Annual dividend, r = Required rate of return

Utility Company Example

Southern Company pays $2.80 annual dividend per share with 10% required return:

V₀ = $2.80 / 0.10 = $28.00 per share

Stock trading at $25 would be undervalued, while $32 would be overvalued.

Constant-Growth Model (Gordon Model)

Gordon Formula

V₀ = D₁ / (r - g)

Where: D₁ = Next year's dividend, r = Required return, g = Constant growth rate

Johnson & Johnson Example

JNJ pays $4.24 dividend, expects 6% annual growth, requires 9% return:

V₀ = $4.24 × 1.06 / (0.09 - 0.06) = $4.49 / 0.03 = $149.67

Model assumes dividends grow perpetually at constant rate g < r.

Two-Stage Growth Model

Two-Stage Formula

V₀ = Σ[D₀(1+g₁)ᵗ/(1+r)ᵗ] + [Dₙ₊₁/(r-g₂)]/(1+r)ⁿ

High growth period followed by stable growth period

Microsoft Example

5-year high growth at 15%, then 4% stable growth, 10% required return:

High growth phase PV: $45.20, Terminal value: $234.80, Total: $280.00

Appropriate for companies transitioning from growth to maturity.

Three-Stage Growth Model

Three-Stage Formula

V₀ = Σ High growth + Σ Transition + Terminal value

High growth → Declining growth → Stable growth phases

Tesla Example

5-year 25% growth, 5-year declining to 8%, then 8% stable growth:

High growth PV: $89.40, Transition PV: $156.30, Terminal: $234.80, Total: $480.50

Best for companies with extended high-growth periods.

2.2 Price-to-Earnings Ratio Models

Zero-Growth P/E Model

Basic Formula

P/E = 1 / r

Justified P/E ratio equals reciprocal of required return

Mature Company Example

Utility company with 8% required return should trade at:

Justified P/E = 1 / 0.08 = 12.5x earnings

Current P/E of 15x suggests overvaluation, 10x suggests undervaluation.

Constant-Growth P/E Model

Gordon P/E Formula

P/E = (1 - b) / (r - g)

Where: b = Retention ratio (1 - payout ratio), g = Growth rate = ROE × b

Apple Example

35% payout ratio, 15% ROE, 5% growth, 10% required return:

Justified P/E = 0.65 / (0.10 - 0.05) = 0.65 / 0.05 = 13.0x

Actual P/E of 28x suggests market expects higher growth or lower risk.

2.3 Free Cash Flow to Equity (FCFE) Model

FCFE Model Fundamentals

FCFE Formula

FCFE = Net Income + Depreciation - CapEx - ΔWorking Capital + Net Borrowing

Cash available to equity holders after all expenses and reinvestments

Model Application

Perfect for companies that don't pay dividends or have irregular dividend policies

V₀ = Σ[FCFEₜ / (1 + r)ᵗ]

Commonly used for technology companies and growth stocks.

Amazon Case Study

FCFE Analysis

Amazon historically reported negative FCFE due to heavy investments in growth

2023 FCFE: -$12.5 billion (negative due to $48.7B CapEx)

Traditional DDM doesn't work; FCFE model essential for valuation.

Growth Transition

As Amazon matures, FCFE should turn positive, supporting dividend payments

Expected FCFE growth: 25% (5 years) → 8% (stable)

Two-stage FCFE model appropriate for Amazon's growth trajectory.

3.1 Real-World Applications and Case Studies

Growth Investing

High-growth companies like Tesla and Amazon require multi-stage models

Focus on long-term growth potential and competitive advantages

Value Investing

Mature companies like Johnson & Johnson suit constant-growth models

Emphasize margin of safety and sustainable competitive advantages

Risk Management

Proper discount rate selection critical for accurate valuations

Sensitivity analysis helps understand valuation uncertainty

Q&A: Stock Valuation Fundamentals

Essential questions and answers about stock valuation principles for better understanding and SEO optimization.

Q: What is the fundamental principle of stock valuation? Explain the discounted cash flow approach.

A: The fundamental principle states that a stock's fair value equals the present value of all expected future dividends or cash flows to shareholders, discounted at an appropriate rate.

DCF Approach: Stock Value = Σ[Expected Dividends / (1 + Required Return)ᵗ] where the required return reflects both the time value of money and investment risk.

Investment Implication: This methodology provides a systematic framework for comparing stocks across different industries, growth stages, and risk profiles.

Q: How do you choose between different valuation models? Explain with practical examples.

A: Model selection depends on company characteristics, dividend policy, growth stage, and data availability.

Dividend-Paying Companies: Johnson & Johnson (mature, stable dividends) → Gordon model. Microsoft (growing dividends) → Two-stage model.

Non-Dividend Companies: Amazon and Tesla → FCFE model. Berkshire Hathaway → Complex multi-stage analysis.

Q: What factors determine a stock's required rate of return? How does it affect valuation?

A: Required return reflects the opportunity cost of capital and includes risk-free rate plus risk premiums for equity risk, size, and company-specific factors.

CAPM Model: Required Return = Risk-Free Rate + β × (Market Risk Premium) + Size Premium + Company-Specific Premium

Valuation Impact: Higher required return reduces present value of future cash flows. A 1% increase in discount rate can reduce stock value by 10-20% depending on growth assumptions.

Core Investment Principles

Mastering stock valuation principles provides investors with essential tools for making informed equity investment decisions. Understanding discounted cash flow analysis, growth modeling, and risk assessment enables sophisticated portfolio management and long-term wealth creation across different market environments and economic conditions.