DCF Studio

    C6L.SI · SES · Industrials

    Singapore Airlines Limited

    Also onConsensus Drift

    Implied value per share

    SGD 14.62

    Market price

    SGD 6.51

    Implied upside

    +124.5%

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

    NoteRisk-free rate is an assumption: USD assumption - no free live source available for this market.

    Value Per Share

    Perpetuity growth
    SGD 14.62+124.5%
    Exit multiple
    SGD 10.42+60.0%
    Market price
    SGD 6.51

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (SGD). Outflows negative.

    0bn2bn3bnFY27FY28FY29FY30FY31
    Nominal FCFFDiscounted to todaySGD
    LineFY27FY28FY29FY30FY31CAGR
    RevenueSGD 21.5bnSGD 22.6bnSGD 23.7bnSGD 24.9bnSGD 26.1bn+4.9%
    EBITSGD 2.7bnSGD 2.8bnSGD 3.0bnSGD 3.1bnSGD 3.3bn+4.9%
    NOPATSGD 2.3bnSGD 2.4bnSGD 2.5bnSGD 2.6bnSGD 2.8bn+4.9%
    Add depreciation & amortisationSGD 2.6bnSGD 2.7bnSGD 2.8bnSGD 3.0bnSGD 3.1bn+4.9%
    Less capital expenditureSGD -2.1bnSGD -2.2bnSGD -2.3bnSGD -2.5bnSGD -2.6bn+4.9%
    Less increase in working capitalSGD 30.2mSGD 31.7mSGD 33.2mSGD 34.8mSGD 36.6m-4.9%
    Free cashflow to firmSGD 2.8bnSGD 2.9bnSGD 3.1bnSGD 3.2bnSGD 3.4bn+4.9%
    Discount factor0.96760.90580.84800.79390.7432-
    Present valueSGD 2.7bnSGD 2.6bnSGD 2.6bnSGD 2.5bnSGD 2.5bn-1.8%
    Present Value Of The ForecastSGD 12.9bn

    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
    Beta0.660Reported 0.493, pulled toward 1.0 (Blume)
    Cost of equity8.49%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 20.5bn65.9% of capital
    Total debtSGD 10.6bn34.1% of capital, book value as a proxy
    Tax rate14.6%Effective, capped at statutory
    WACC6.82%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 14.62

    73% of EV

    Forecast FCFF, final year
    SGD 3.4bn
    Capex at depreciation, working capital in reinvestment
    SGD 2.9bn
    Less reinvestment at g/ROIC (31.9% of NOPAT)
    SGD -915.3m
    Capitalised
    SGD 2.0bn
    ROIC (reported)
    7.8%
    Terminal value, undiscounted
    SGD 46.3bn
    Terminal value, discounted
    SGD 34.4bn
    Enterprise value
    SGD 47.4bn
    Less net debt
    SGD 2.1bn
    Equity value
    SGD 45.2bn

    Exit at 4.5x EBITDA

    Value per shareSGD 10.42

    62% of EV

    Terminal value, undiscounted
    SGD 28.8bn
    Terminal value, discounted
    SGD 21.4bn
    Enterprise value
    SGD 34.4bn
    Less net debt
    SGD 2.1bn
    Equity value
    SGD 32.2bn

    Spread between methods: 34%.

    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%
    4.82%22.2323.9026.2629.9036.26
    5.82%17.2417.8818.7019.7921.33
    6.82%14.1214.3414.6214.9515.37
    7.82%11.9712.0212.0612.1012.15
    8.82%10.6010.6310.6710.7010.74

    Outlined: this model. Green text: above today's price of 6.51. 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 year4.9%-11.6%-16.5pp
    EBIT margin12.5%5.4%-7.1pp
    Discount rate6.8%14.3%+7.5pp
    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.