Could someone explain the reasoning about Wallstreet.st "fair value" formula?

Discussion in 'Stocks' started by adamovicm, Feb 4, 2021.

  1. Simplywall.st shows that Sony is highly overvalued. However, Sony has a
    PE Ratio (TTM) 23.31 on Finance.yahoo.com so I did look into their reasoning.

    I couldn't understand it.

    Could someone explain this reasoning: https://simplywall.st/stocks/jp/consumer-durables/tse-6758/sony-shares#valuation

    Click on "View Data" on a Fair Value field.


    ---
    Below are the data sources, inputs and calculation used to determine the intrinsic value for Sony.

    TSE:6758 Discounted Cash Flow Data Sources
    Data Point Source Value
    Valuation Model 2 Stage Free Cash Flow to Equity
    Levered Free Cash Flow Average of 22 Analyst Estimates (S&P Global) See below
    Discount Rate (Cost of Equity) See below 8.1%
    Perpetual Growth Rate 5-Year Average of JP Long-Term Govt Bond Rate 0%
    An important part of a discounted cash flow is the discount rate, below we explain how it has been calculated.

    Calculation of Discount Rate/ Cost of Equity for TSE:6758
    Data Point Calculation/ Source Result
    Risk-Free Rate 5-Year Average of JP Long-Term Govt Bond Rate 0%
    Equity Risk Premium S&P Global 6.3%
    Consumer Durables Unlevered Beta Simply Wall St/ S&P Global 1.26
    Re-levered Beta = 0.33 + [(0.66 * Unlevered beta) * (1 + (1 - tax rate) (Debt/Market Equity))]
    = 0.33 + [(0.66 * 1.264) * (1 + (1 - 30.9%) (19.26%))] 1.289
    Levered Beta Levered Beta limited to 0.8 to 2.0
    (practical range for a stable firm) 1.289
    Discount Rate/ Cost of Equity = Cost of Equity = Risk Free Rate + (Levered Beta * Equity Risk Premium)
    = 0% + (1.289 * 6.26%) 8.07%


    Discounted Cash Flow Calculation for TSE:6758 using 2 Stage Free Cash Flow to Equity

    The calculations below outline how an intrinsic value for Sony is arrived at by discounting future cash flows to their present value using the 2 stage method. We use analyst's estimates of cash flows going forward 10 years for the 1st stage, the 2nd stage assumes the company grows at a stable rate into perpetuity.

    TSE:6758 DCF 1st Stage: Next 10 years cash flow forecast
    Levered FCF (JPY, Millions) Source Present Value
    Discounted (@ 8.07%)

    2021 28,350 Analyst x2 26,232.75
    2022 156,000 Analyst x3 133,569.09
    2023 262,300 Analyst x4 207,811.88
    2024 417,200 Analyst x3 305,849
    2025 538,433.33 Analyst x3 365,245.94
    2026 626,464.67 Est @ 16.35% 393,224.64
    2027 698,161.5 Est @ 11.44% 405,499.88
    2028 754,093.1 Est @ 8.01% 405,275.64
    2029 796,381.81 Est @ 5.61% 396,038.63
    2030 827,643.96 Est @ 3.93% 380,846.93
    Present value of next 10 years cash flows ¥3,019,594


    TSE:6758 DCF 2nd Stage: Terminal Value
    Calculation Result
    Terminal Value FCF2030 × (1 + g) ÷ (Discount Rate – g)
    = ¥827,643.961 x (1 + 0%) ÷ (8.07% - 0% ) ¥10,254,496.57
    Present Value of Terminal Value = Terminal Value ÷ (1 + r)10
    ¥10,254,497 ÷ (1 + 8.07%)10 ¥4,718,687.92


    TSE:6758 Total Equity Value
    Calculation Result
    Total Equity Value = Present value of next 10 years cash flows + Terminal Value
    = ¥3,019,594 + ¥4,718,688 ¥7,738,281.92
    Equity Value per Share
    (JPY) = Total value / Shares Outstanding
    = ¥7,738,282 / 1,236 ¥6,258.78
    TSE:6758 Discount to Share Price
    Calculation Result
    Value per share (JPY) From above. ¥6258.78
    Current discount Discount to share price of ¥11650
    = (¥6258.78 - ¥11650) / ¥6258.78 -86.1%
    Learn more about our DCF calculations in Simply Wall St’s analysis model.
     
    sycamoreintern likes this.
  2. Automated valuation models = garbage. Current price reflects market estimate equilibrium. So valuing a stock using consensus data does not make sense. Instead, you want to test scenarios (e.g. consensus is 15% growth but you think it’s 22% — what does that translate in stock price terms?).
     
    Nobert and sycamoreintern like this.
  3. USDJPY

    USDJPY

    I don't know much about the company but I would guess a lot of their future earnings would have to do with Playstation 5 sales and their game sales. The future is unknowable so focus on current earnings and ride the uptrend until a bad earnings miss.