DCF Studio

    J69U.SI · SES · Real Estate

    Frasers Centrepoint Trust

    Also onConsensus Drift

    Implied value per share

    SGD 0.82

    Market price

    SGD 2.10

    Implied upside

    -60.8%

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

    AdjustedCapital expenditure runs at 4.4% 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 29.4x 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 0.82-60.8%
    Exit multiple
    SGD 1.28-39.0%
    Market price
    SGD 2.10

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (SGD). Outflows negative.

    0m106m211mFY25FY26FY27FY28FY29
    Nominal FCFFDiscounted to todaySGD
    LineFY25FY26FY27FY28FY29CAGR
    RevenueSGD 355.3mSGD 359.0mSGD 362.6mSGD 366.4mSGD 370.1m+1.0%
    EBITSGD 218.8mSGD 221.0mSGD 223.3mSGD 225.6mSGD 227.9m+1.0%
    NOPATSGD 216.4mSGD 218.6mSGD 220.8mSGD 223.1mSGD 225.4m+1.0%
    Add depreciation & amortisationSGD 45.0kSGD 45.4kSGD 45.9kSGD 46.3kSGD 46.8k+1.0%
    Less capital expenditureSGD -15.5mSGD -15.7mSGD -15.8mSGD -16.0mSGD -16.2m+1.0%
    Less increase in working capitalSGD 2.0mSGD 2.0mSGD 2.0mSGD 2.0mSGD 2.0m-1.0%
    Free cashflow to firmSGD 202.9mSGD 204.9mSGD 207.0mSGD 209.2mSGD 211.3m+1.0%
    Discount factor0.96820.90770.85100.79780.7480-
    Present valueSGD 196.4mSGD 186.0mSGD 176.2mSGD 166.9mSGD 158.0m-5.3%
    Present Value Of The ForecastSGD 883.5m

    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
    Beta0.562Reported 0.347, pulled toward 1.0 (Blume)
    Cost of equity7.86%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 4.3bn67.9% of capital
    Total debtSGD 2.0bn32.1% of capital, book value as a proxy
    Tax rate1.1%Effective, capped at statutory
    WACC6.67%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 0.82

    75% of EV

    Forecast FCFF, final year
    SGD 211.3m
    Capex at depreciation, working capital in reinvestment
    SGD 225.4m
    Less reinvestment at g/ROIC (37.5% of NOPAT)
    SGD -84.5m
    Capitalised
    SGD 140.8m
    ROIC (WACC floor)
    6.7%
    Terminal value, undiscounted
    SGD 3.5bn
    Terminal value, discounted
    SGD 2.6bn
    Enterprise value
    SGD 3.5bn
    Less net debt
    SGD 2.0bn
    Equity value
    SGD 1.5bn

    Exit at 20.0x EBITDA

    Value per shareSGD 1.28

    79% of EV

    Terminal value, undiscounted
    SGD 4.6bn
    Terminal value, discounted
    SGD 3.4bn
    Enterprise value
    SGD 4.3bn
    Less net debt
    SGD 2.0bn
    Equity value
    SGD 2.3bn

    Spread between methods: 43%.

    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%
    4.67%1.631.641.651.661.67
    5.67%1.151.161.161.171.18
    6.67%0.810.820.820.830.84
    7.67%0.560.570.570.580.58
    8.67%0.370.370.380.380.39

    Outlined: this model. Green text: above today's price of 2.10. 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 year1.0%12.4%+11.4pp
    Discount rate6.7%4.0%-2.7pp
    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.