DCF Studio

    CDA.AX · ASX · Technology

    Codan Limited

    Also onShortfallConsensus DriftCrosscheck

    Implied value per share

    AUD 5.16

    Market price

    AUD 50.10

    Implied upside

    -89.7%

    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.

    Current EV/EBITDA of 63.1x 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
    AUD 5.16-89.7%
    Exit multiple
    AUD 17.13-65.8%
    Market price
    AUD 50.10

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (AUD). Outflows negative.

    0m66m132mFY26FY27FY28FY29FY30
    Nominal FCFFDiscounted to todayAUD
    LineFY26FY27FY28FY29FY30CAGR
    RevenueAUD 741.8mAUD 816.3mAUD 898.1mAUD 988.2mAUD 1.1bn+10.0%
    EBITAUD 124.5mAUD 137.0mAUD 150.7mAUD 165.8mAUD 182.4m+10.0%
    NOPATAUD 96.5mAUD 106.2mAUD 116.9mAUD 128.6mAUD 141.5m+10.0%
    Add depreciation & amortisationAUD 42.3mAUD 46.5mAUD 51.2mAUD 56.3mAUD 62.0m+10.0%
    Less capital expenditureAUD -44.6mAUD -49.0mAUD -54.0mAUD -59.4mAUD -65.3m+10.0%
    Less increase in working capitalAUD -4.1mAUD -4.5mAUD -4.9mAUD -5.4mAUD -6.0m+10.0%
    Free cashflow to firmAUD 90.2mAUD 99.2mAUD 109.1mAUD 120.1mAUD 132.1m+10.0%
    Discount factor0.94140.83440.73950.65540.5809-
    Present valueAUD 84.9mAUD 82.8mAUD 80.7mAUD 78.7mAUD 76.8m-2.5%
    Present Value Of The ForecastAUD 403.8m

    Discount Rate

    Source shown per component. All overridable above.

    Risk-free rate5.35%Australian Government 10-year (RBA F2)
    Equity risk premium6.00%Market assumption
    Beta1.268Reported 1.400, pulled toward 1.0 (Blume)
    Cost of equity12.96%Risk-free + beta x equity risk premium
    Cost of debt7.35%Interest expense / average total debt
    Market capitalisationAUD 9.1bn98.3% of capital
    Total debtAUD 160.7m1.7% of capital, book value as a proxy
    Tax rate22.5%Effective, capped at statutory
    WACC12.83%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 shareAUD 5.16

    62% of EV

    Forecast FCFF, final year
    AUD 132.1m
    Capex at depreciation, working capital in reinvestment
    AUD 141.5m
    Less reinvestment at g/ROIC (19.5% of NOPAT)
    AUD -27.6m
    Capitalised
    AUD 113.9m
    ROIC (WACC floor)
    12.8%
    Terminal value, undiscounted
    AUD 1.1bn
    Terminal value, discounted
    AUD 656.5m
    Enterprise value
    AUD 1.1bn
    Less net debt
    AUD 121.0m
    Equity value
    AUD 939.3m

    Exit at 20.0x EBITDA

    Value per shareAUD 17.13

    88% of EV

    Terminal value, undiscounted
    AUD 4.9bn
    Terminal value, discounted
    AUD 2.8bn
    Enterprise value
    AUD 3.2bn
    Less net debt
    AUD 121.0m
    Equity value
    AUD 3.1bn

    Spread between methods: 107%.

    Sensitivity

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

    Long-run growth
    Discount rate1.50%2.00%2.50%3.00%3.50%
    10.83%6.336.396.456.536.60
    11.83%5.665.695.725.755.79
    12.83%5.125.145.165.175.19
    13.83%4.694.704.724.734.75
    14.83%4.314.334.344.354.37

    Outlined: this model. Green text: above today's price of 50.10. 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 year10.0%79.0%+69.0pp
    Discount rate12.8%3.6%-9.2pp
    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.