DCF Studio

    C38U.SI · SES · Real Estate

    CapitaLand Integrated Commercial Trust

    Also onConsensus Drift

    Implied value per share

    SGD 1.09

    Market price

    SGD 2.29

    Implied upside

    -52.2%

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

    AdjustedCapital expenditure runs at 11.3% of revenue against depreciation of 0.1%. 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 25.9x 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 1.09-52.2%
    Exit multiple
    SGD 1.80-21.5%
    Market price
    SGD 2.29

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (SGD). Outflows negative.

    0bn1bn1bnFY26FY27FY28FY29FY30
    Nominal FCFFDiscounted to todaySGD
    LineFY26FY27FY28FY29FY30CAGR
    RevenueSGD 1.7bnSGD 1.7bnSGD 1.8bnSGD 1.9bnSGD 2.0bn+3.9%
    EBITSGD 1.1bnSGD 1.2bnSGD 1.2bnSGD 1.3bnSGD 1.3bn+3.9%
    NOPATSGD 1.1bnSGD 1.2bnSGD 1.2bnSGD 1.2bnSGD 1.3bn+3.9%
    Add depreciation & amortisationSGD 1.8mSGD 1.8mSGD 1.9mSGD 2.0mSGD 2.0m+3.9%
    Less capital expenditureSGD -190.8mSGD -198.3mSGD -206.1mSGD -214.3mSGD -222.7m+3.9%
    Less increase in working capitalSGD -63.9mSGD -66.4mSGD -69.0mSGD -71.7mSGD -74.6m+3.9%
    Free cashflow to firmSGD 857.4mSGD 891.2mSGD 926.4mSGD 962.9mSGD 1.0bn+3.9%
    Discount factor0.96690.90390.84500.79000.7386-
    Present valueSGD 829.0mSGD 805.6mSGD 782.8mSGD 760.7mSGD 739.2m-2.8%
    Present Value Of The ForecastSGD 3.9bn

    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
    Beta0.664Reported 0.499, pulled toward 1.0 (Blume)
    Cost of equity8.52%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 18.1bn64.3% of capital
    Total debtSGD 10.0bn35.7% of capital, book value as a proxy
    Tax rate0.7%Effective, capped at statutory
    WACC6.97%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 1.09

    78% of EV

    Forecast FCFF, final year
    SGD 1.0bn
    Capex at depreciation, working capital in reinvestment
    SGD 1.3bn
    Less reinvestment at g/ROIC (35.9% of NOPAT)
    SGD -465.1m
    Capitalised
    SGD 831.0m
    ROIC (WACC floor)
    7.0%
    Terminal value, undiscounted
    SGD 19.1bn
    Terminal value, discounted
    SGD 14.1bn
    Enterprise value
    SGD 18.0bn
    Less net debt
    SGD 9.9bn
    Equity value
    SGD 8.1bn

    Exit at 20.0x EBITDA

    Value per shareSGD 1.80

    83% of EV

    Terminal value, undiscounted
    SGD 26.2bn
    Terminal value, discounted
    SGD 19.3bn
    Enterprise value
    SGD 23.2bn
    Less net debt
    SGD 9.9bn
    Equity value
    SGD 13.4bn

    Spread between methods: 49%.

    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%
    4.97%2.092.102.122.132.15
    5.97%1.501.511.521.531.54
    6.97%1.081.081.091.101.11
    7.97%0.760.770.780.780.79
    8.97%0.520.520.530.540.54

    Outlined: this model. Green text: above today's price of 2.29. 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 year3.9%14.2%+10.3pp
    Discount rate7.0%4.7%-2.2pp
    Download as Excel

    Live formulas, not pasted numbers - edit a driver and the workbook reprices.

    Yahoo Finance and RBA data. General information, not advice. Methodology.