DCF Studio

    AJBU.SI · SES · Real Estate

    Keppel DC REIT

    Also onConsensus Drift

    Implied value per share

    SGD 2.19

    Market price

    SGD 2.15

    Implied upside

    +1.7%

    5-year forecast · Perpetuity growth terminal value · Mid-year discounting · Base case

    AdjustedSome line items were not reported and have been derived. Each one is labelled in the workings below.
    AdjustedCapital expenditure runs at 11.0% of revenue against depreciation of 0.0%. A perpetuity has to be a steady state, so the terminal year uses maintenance capex at depreciation and then charges the reinvestment terminal growth requires (g/ROIC of NOPAT). The bridge is shown under Terminal Value.
    NoteRisk-free rate is an assumption: USD assumption - no free live source available for this market.

    Current EV/EBITDA of 23.9x sits outside a defensible 3-20x band, so the exit multiple is capped at 20.0x. A multiple that far out usually means EBITDA is the wrong denominator for this business.

    Value Per Share

    Perpetuity growth
    SGD 2.19+1.7%
    Exit multiple
    SGD 4.11+91.1%
    Market price
    SGD 2.15

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (SGD). Outflows negative.

    0m221m442mFY26FY27FY28FY29FY30
    Nominal FCFFDiscounted to todaySGD
    LineFY26FY27FY28FY29FY30CAGR
    RevenueSGD 515.3mSGD 601.6mSGD 702.4mSGD 820.1mSGD 957.5m+16.8%
    EBITSGD 387.3mSGD 452.1mSGD 527.9mSGD 616.3mSGD 719.6m+16.8%
    NOPATSGD 349.8mSGD 408.4mSGD 476.8mSGD 556.7mSGD 650.0m+16.8%
    Add depreciation & amortisationSGD 0.00SGD 0.00SGD 0.00SGD 0.00SGD 0.00-
    Less capital expenditureSGD -56.5mSGD -65.9mSGD -77.0mSGD -89.9mSGD -105.0m+16.8%
    Less increase in working capitalSGD -55.3mSGD -64.5mSGD -75.3mSGD -88.0mSGD -102.7m+16.8%
    Free cashflow to firmSGD 238.0mSGD 277.9mSGD 324.5mSGD 378.8mSGD 442.3m+16.8%
    Discount factor0.96140.88850.82110.75890.7014-
    Present valueSGD 228.8mSGD 246.9mSGD 266.4mSGD 287.5mSGD 310.2m+7.9%
    Present Value Of The ForecastSGD 1.3bn

    Discount Rate

    Source shown per component. All overridable above.

    Risk-free rate4.20%USD assumption - no free live source available for this market (assumption)
    Equity risk premium6.50%Market assumption
    Beta0.890Reported 0.836, pulled toward 1.0 (Blume)
    Cost of equity9.99%Risk-free + beta x equity risk premium
    Cost of debt4.20%Floored at the risk-free rate (implied cost of debt was lower)
    Market capitalisationSGD 5.9bn71.2% of capital
    Total debtSGD 2.4bn28.8% of capital, book value as a proxy
    Tax rate9.7%Effective, capped at statutory
    WACC8.20%E/V x Re + D/V x Rd x (1 - t)

    Terminal Value

    Perpetuity growth is intrinsic. The exit multiple defaults to the company's current EV/EBITDA, so it answers a different question - what the shares are worth if today's rating holds and EBITDA grows as forecast.

    Perpetuity growth at 2.50%

    Value per shareSGD 2.19

    81% of EV

    Forecast FCFF, final year
    SGD 442.3m
    Capex at depreciation, working capital in reinvestment
    SGD 650.0m
    Less reinvestment at g/ROIC (30.5% of NOPAT)
    SGD -198.1m
    Capitalised
    SGD 451.8m
    ROIC (WACC floor)
    8.2%
    Terminal value, undiscounted
    SGD 8.1bn
    Terminal value, discounted
    SGD 5.7bn
    Enterprise value
    SGD 7.0bn
    Less net debt
    SGD 2.0bn
    Equity value
    SGD 5.0bn

    Exit at 20.0x EBITDA

    Value per shareSGD 4.11

    88% of EV

    Terminal value, undiscounted
    SGD 14.4bn
    Terminal value, discounted
    SGD 10.1bn
    Enterprise value
    SGD 11.4bn
    Less net debt
    SGD 2.0bn
    Equity value
    SGD 9.4bn

    Spread between methods: 61%.

    Sensitivity

    Value per share (SGD) by discount rate and long-run growth.

    Long-run growth
    Discount rate1.50%2.00%2.50%3.00%3.50%
    6.20%3.273.293.313.333.34
    7.20%2.642.652.672.682.70
    8.20%2.162.172.192.202.21
    9.20%1.791.801.811.821.83
    10.20%1.491.501.511.521.53

    Outlined: this model. Green text: above today's price of 2.15. Shading: distance from this model's own value.

    Priced In

    What each input would have to be to justify the current price, one at a time.

    InputModelImpliedGap
    Revenue growth, every year16.8%16.4%-0.3pp
    EBIT margin75.1%74.3%-0.8pp
    Discount rate8.2%8.3%+0.1pp
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    Yahoo Finance and RBA data. General information, not advice. Methodology.