Why would shareholders pay anywhere near the DCF fair value of a company?

Valuing a company by the estimates discounted sum of its future cashflows may make sense if you're going to acquire the whole company.

But if you're just a shareholder, owning a small amount of the business, why on earth would you pay anywhere near the DCF fair value? The only return you'll get (on top of share price gains/losses obviously) is the dividend payout, which is usually a small-ish proportion of the cashflow.

The only case in which you're likely to make a return greater than the DCF-derived fair value is if/when the company gets bid for at a juicy premium.

But if there's next to no likelihood of M&A activity happening with the company, all you'll get is the future dividends, which means the company should trade perhaps at a 40-50% discount to the DCF-derived fair val?

What alternatives to DCF do you think are more sensible measures of valuing a company? Bear in mind I'm talking for a shareholder who just has like 5% of the company along with if the whole thing were to get bought out.

17 Comments
 
stevenbnThats why most people when they buy a stock think in terms of multiples i.e. P/E, EBITDA, BV etc...
You have exactly the same problem with P/E and EV/EBITDA - what does it matter if you're paying 8x or 12x earnings, when you're not going to receive back all those earnings per share in cash, just the dividend? People don't seem to put enough emphasis on the dividend payout ratio, when it should be a key factor.

As for BV, NAV etc, there are plenty of companies trading at a sizeable discount to both - and again, if the company is not going to get bought out, then it can be irrelevant if you're paying a discount, the stock may still remain weak vs BV/NAV if there's poor investor sentiment unlikely to improve for whatever reason.

I really don't get why shareholders care so much about earnings (in the context of DCF sum of cashflow, EPS, P/E, EV/EBITDA, etc etc), when they're only going to get back a portion of those earnings in dividends - and depending on the company this is anything from 0% to 100%.

 

you're missing a key point. Companies generally don't pay dividends if they think they can invest those cash flows at an above-average rate of return (higher than you could get reinvesting your dividends in the market). Shareholders benefit from those investments down the road (greater future cash flows, assets, takeover value and potentially dividends). There's a reason that some smart people buy high growth stocks that don't pay dividends.

 
streetsyou're missing a key point. Companies generally don't pay dividends if they think they can invest those cash flows at an above-average rate of return (higher than you could get reinvesting your dividends in the market). Shareholders benefit from those investments down the road (greater future cash flows, assets, takeover value and potentially dividends). There's a reason that some smart people buy high growth stocks that don't pay dividends.
Nice points. Though a lot of it goes back to square 1 re only dividend mattering in the end if the company doesn't get taken over: 1. Greater future cashflows. If a company is known not to pay a dividend instead investing earnings to achieve that, it should already be factored into the DCF fair value, and as said having higher cashflows doesn't necessarily equate to higher returns unless there's a nice dividend paid out from it. 2. Assets. Like I said there's plenty of companies trading hugely below their NAV. If the company isn't going to get taken out it can be irrelevant if you're effectively paying X for X+Y assets. 3. Most companies don't get taken over. If a company is void of bid spec, then it may never trade anywhere near its takeover value. 4. Dividends are king!
 

You're fundamentally misunderstanding how markets function.

E.g. If all shareholders started discounting by 50% or more, the value of the company (say GE) will fall by 50%, making it even better of a takeover target. Decisions are made on the margin. You are willing to pay what others are willing to pay. The stark possibility of a leveraged buyout, liquidation, asset sale etc. remains. For example, if you did discounted DCF valuation by 50%, the value of a companies assets, business units, subsidiaries would also go down. But when the time comes to sell that asset or subsidiary -- to say, a private equity gorup -- you can't automatically add 50% to the share price and then demand a higher premium. The cashflows are available to other buyers in the market, just not to you. By valuing your own holdings at a discount, you're giving them a bargain. Like I said, decisions are made on the margin and so are valuations. So, you need to think what the value of this asset in the hands of an owner who could strip it and hold all the cashflows for him/her-self.

Once again, taking the GE example: while GE is in no danger of being bought out, it can certainly sell every single business unit to a PE firm, who can then, collectively, realize GE's consolidated cashflows directly. If you valued it at a discount or only at dividend value, you'd be giving others a bargain. Why put the value lower when others are willing to pay more?

 

Interesting! Thing is there's so many companies out there that for a long time have been trading at a serious discount to their NAV / minimum worth. Small biotech growth stocks for example, even if they've been approved by FDA so are worth a bare minimum of $6, they've been trading at $3-4 for over a year, every analyst giving 100%+ upside isn't moving the share price with a lack of investor sentiment.

If you're confident some divisions will get bought out by private equity, if the whole company can't be taken over, then there's some serious bargains out there right now. Realistically, bid spec isn't enough to save the equity value of many businesses at the mo (particuarly those with net debt/EBITDA over 3).

 
ibleedexcelOP, there's one glaring whole in your thought process. You're ignoring capital appreciation of the asset. i.e. the stock price goes up.

Streets tried to point you in this direction--reinvested/retained earnings to increase future dividend-paying potential. The company never has to pay the dividends, but its capacity to do so, if desired, is increased.

If it's clear a company is not going to pay a high dividend because it's investing the earnings into things that'll offer a better rate of return, then analyst models would factor that in when deriving a fair value, and equity research will say it's a good stock to buy becuase of the huge growth potential, thus all that will already be priced in?

It can be difficult to pick stocks that will outperform the market precisely because if it looks like there should be high capital appreciation, then the stock should already be at high levels, similarly if a stock looks like future earnings growth will slow the stock should straightaway be low once the market's aware of that. Thus, high or low earnings growth potential of a stock isn't what will cause an out/under-performer if that's factored into the price, it's all about somehow predicting that performance will be better or worse than the mkt expects.

Thanks for the responses, good discussion here.

 
Best Response

Badam - while people are taking their answers in all different directions here, I think your key question is: "How can investors make returns by buying stocks when all the known information about future consensus growth and cash flows should already be priced in?"

The issue that is being missed here is that street estimates for a given company will only forecast the business forward in a sort of "steady state". Reasonable growth assumptions are applied to the existing business, and perhaps a certain amount of acquisition activity is assumed for companies that are consistently acquisitive etc. These estimates will generally not try to predict the future about large gains in market share, structural changes in the industry, large investor rotation into/out of the sector, new directions or lines of business, shifts in pop culture or attitudes, massive global crises or wars, shifts in regulation etc. These are the things that can't be priced into the stock because they are unknown or not properly understood at this time.

For example, let's say an analyst is doing a DCF for a company that blends and sells ethanol. He will apply a price assumption for ethanol and generate his best guess sales growth for the company to generate his cash flow picture and his valuation. He cannot, however, "assume" that the ethanol industry might become the cause/scapegoat of massive food price inflation over time, causing a legislative backlash resulting in the cancellation of ethanol subsidies etc. - destroying the profitability of the business. If this is your view however - and it comes true, you could make huge returns by shorting the stock - no matter what it's "valuation" is on a DCF or multiple basis. This is how serious returns are made in the stock market.

 
ehf3660Badam - while people are taking their answers in all different directions here, I think your key question is: "How can investors make returns by buying stocks when all the known information about future consensus growth and cash flows should already be priced in?"

The issue that is being missed here is that street estimates for a given company will only forecast the business forward in a sort of "steady state". Reasonable growth assumptions are applied to the existing business, and perhaps a certain amount of acquisition activity is assumed for companies that are consistently acquisitive etc. These estimates will generally not try to predict the future about large gains in market share, structural changes in the industry, large investor rotation into/out of the sector, new directions or lines of business, shifts in pop culture or attitudes, massive global crises or wars, shifts in regulation etc. These are the things that can't be priced into the stock because they are unknown or not properly understood at this time.

For example, let's say an analyst is doing a DCF for a company that blends and sells ethanol. He will apply a price assumption for ethanol and generate his best guess sales growth for the company to generate his cash flow picture and his valuation. He cannot, however, "assume" that the ethanol industry might become the cause/scapegoat of massive food price inflation over time, causing a legislative backlash resulting in the cancellation of ethanol subsidies etc. - destroying the profitability of the business. If this is your view however - and it comes true, you could make huge returns by shorting the stock - no matter what it's "valuation" is on a DCF or multiple basis. This is how serious returns are made in the stock market.

Great response. Clearly personal industry insight can matter a whole lot more than an analyst's target price.
 

The broader point that a few people have touched on above is that shareholders discount all potential distributions to equity, not just the explicit dividends paid out over the short term.

Agreed that in theory, a stock that pays no dividends and has no intent of ever paying dividends is intrinsically worthless (i.e., no cash distributions will ever go to the equity). Investors discount returns to equity regardless of whether they are actually paid out for several reasons. Shareholders may anticipate that said retained earnings will be paid out down the road (e.g., when a company is in harvest mode), while others may anticipate cashing out in a buyout or merger transaction. At the end of the day it's not too important to know what specifically will act as the catalyst for a liquidity event, or even when this event will occur. Instead, it is merely important to understand that this potential exists.

 

"a stock that pays no dividends and has no intent of ever paying dividends is intrinsically worthless"

book value/breakup value do not exist? buying all shares of a company that does not pay dividend will not yield intrinsic value in the form of factories, etc?

companies are nothing more than assets returning profits. how is that not inherently intrinsic value even if the profits are not directly poured into dividends..?

and you cannot blindly assume no takeovers etc even if it may be rare because that is the entire function of the market and competing participants. you basically say that in this discussion assume the market is pricing a company but no participants have adequate resources to accurately price/buy misvalued companies... what the hell do you think is the result?

and if the OP sees all these biotech companies why not dropout, take them private and resell them at their "fair" value to make riskless excess returns... right? cough Analysts opinions are worthless. everyone has an opinion and biotech in general is worthless. how do you value a bunch of patents. you cant and neither can analysts.

from what I understand most companies trade at around 95% DCF due to the OP original reason of market friction, not 40-50

 
anon101"a stock that pays no dividends and has no intent of ever paying dividends is intrinsically worthless"

book value/breakup value do not exist? buying all shares of a company that does not pay dividend will not yield intrinsic value in the form of factories, etc?

companies are nothing more than assets returning profits. how is that not inherently intrinsic value even if the profits are not directly poured into dividends..?

and you cannot blindly assume no takeovers etc even if it may be rare because that is the entire function of the market and competing participants. you basically say that in this discussion assume the market is pricing a company but no participants have adequate resources to accurately price/buy misvalued companies... what the hell do you think is the result?

and if the OP sees all these biotech companies why not dropout, take them private and resell them at their "fair" value to make riskless excess returns... right? cough Analysts opinions are worthless. everyone has an opinion and biotech in general is worthless. how do you value a bunch of patents. you cant and neither can analysts.

from what I understand most companies trade at around 95% DCF due to the OP original reason of market friction, not 40-50

The whole point of my "no dividends = intrinsically worthless" statement was to demonstrate that you have to take into account a spectrum of potential liquidity event scenarios. I'd suggest you read the entire post before responding kiddo.

 
anon101from what I understand most companies trade at around 95% DCF due to the OP original reason of market friction, not 40-50
I'd say most stocks typically trade at a 10-20% discount to their DCF-derived fair value (which is supposed to be where the analyst thinks the stock will trade in 12mths time). In these sort of markets, where entire indices have taken a battering but we've not seen big downgrades to models yet, there's a ton of stocks trading at a 20%+ discount.
 

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