DCF Studio

    LT.NS · NSI · Industrials

    Larsen & Toubro Limited

    Also onConsensus Drift

    Implied value per share

    INR 2010.55

    Market price

    INR 3885.00

    Implied upside

    -48.2%

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

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

    Value Per Share

    Perpetuity growth
    INR 2010.55-48.2%
    Exit multiple
    INR 5978.29+53.9%
    Market price
    INR 3885.00

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (INR). Outflows negative.

    0bn75bn149bnFY27FY28FY29FY30FY31
    Nominal FCFFDiscounted to todayINR
    LineFY27FY28FY29FY30FY31CAGR
    RevenueINR 3299.6bnINR 3830.6bnINR 4447.0bnINR 5162.5bnINR 5993.2bn+16.1%
    EBITINR 334.9bnINR 388.7bnINR 451.3bnINR 523.9bnINR 608.2bn+16.1%
    NOPATINR 250.5bnINR 290.8bnINR 337.6bnINR 391.9bnINR 454.9bn+16.1%
    Add depreciation & amortisationINR 55.1bnINR 64.0bnINR 74.3bnINR 86.2bnINR 100.1bn+16.1%
    Less capital expenditureINR -64.1bnINR -74.4bnINR -86.4bnINR -100.3bnINR -116.5bn+16.1%
    Less increase in working capitalINR -159.3bnINR -185.0bnINR -214.7bnINR -249.3bnINR -289.4bn+16.1%
    Free cashflow to firmINR 82.1bnINR 95.3bnINR 110.7bnINR 128.5bnINR 149.2bn+16.1%
    Discount factor0.95000.85730.77360.69810.6300-
    Present valueINR 78.0bnINR 81.7bnINR 85.6bnINR 89.7bnINR 94.0bn+4.8%
    Present Value Of The ForecastINR 429.0bn

    Discount Rate

    Source shown per component. All overridable above.

    Risk-free rate6.80%INR assumption - no free live source available for this market (assumption)
    Equity risk premium8.00%Market assumption
    Beta0.670Reported 0.507, pulled toward 1.0 (Blume)
    Cost of equity12.16%Risk-free + beta x equity risk premium
    Cost of debt6.80%Floored at the risk-free rate (implied cost of debt was lower)
    Market capitalisationINR 5345.2bn81.0% of capital
    Total debtINR 1255.0bn19.0% of capital, book value as a proxy
    Tax rate25.2%Effective, capped at statutory
    WACC10.81%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 shareINR 2010.55

    87% of EV

    Forecast FCFF, final year
    INR 149.2bn
    Capex at depreciation, working capital in reinvestment
    INR 473.3bn
    Less reinvestment at g/ROIC (23.1% of NOPAT)
    INR -109.4bn
    Capitalised
    INR 363.9bn
    ROIC (WACC floor)
    10.8%
    Terminal value, undiscounted
    INR 4486.5bn
    Terminal value, discounted
    INR 2826.5bn
    Enterprise value
    INR 3255.6bn
    Less net debt
    INR 488.7bn
    Equity value
    INR 2766.8bn

    Exit at 18.6x EBITDA

    Value per shareINR 5978.29

    95% of EV

    Terminal value, undiscounted
    INR 13153.6bn
    Terminal value, discounted
    INR 8286.8bn
    Enterprise value
    INR 8715.8bn
    Less net debt
    INR 488.7bn
    Equity value
    INR 8227.1bn

    Spread between methods: 99%.

    Sensitivity

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

    Long-run growth
    Discount rate1.50%2.00%2.50%3.00%3.50%
    8.81%2680.412693.752707.092720.432733.78
    9.81%2298.532310.032321.532333.032344.53
    10.81%1990.512000.532010.552020.572030.59
    11.81%1737.421746.231755.041763.851772.65
    12.81%1526.261534.061541.861549.661557.47

    Outlined: this model. Green text: above today's price of 3885.00. 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 year16.1%36.9%+20.8pp
    EBIT margin10.1%16.7%+6.5pp
    Discount rate10.8%7.2%-3.7pp
    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.