DCF Studio

    S68.SI · SES · Financial Services

    Singapore Exchange Limited

    Also onConsensus Drift

    Implied value per share

    SGD 18.76

    Market price

    SGD 22.20

    Implied upside

    -15.5%

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

    Wrong toolThis is a financial. Banks and insurers report no meaningful operating income, and capex and working capital do not mean what a free-cashflow model assumes, so a DCF will misprice it. The model below runs on best-effort numbers - treat it as an illustration, not a valuation.
    NoteRisk-free rate is an assumption: USD assumption - no free live source available for this market.

    Current EV/EBITDA of 22.9x 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 18.76-15.5%
    Exit multiple
    SGD 24.73+11.4%
    Market price
    SGD 22.20

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (SGD). Outflows negative.

    0bn1bn1bnFY27FY28FY29FY30FY31
    Nominal FCFFDiscounted to todaySGD
    LineFY27FY28FY29FY30FY31CAGR
    RevenueSGD 1.7bnSGD 1.9bnSGD 2.0bnSGD 2.2bnSGD 2.4bn+9.3%
    EBITSGD 894.1mSGD 977.3mSGD 1.1bnSGD 1.2bnSGD 1.3bn+9.3%
    NOPATSGD 745.5mSGD 814.8mSGD 890.6mSGD 973.4mSGD 1.1bn+9.3%
    Add depreciation & amortisationSGD 117.1mSGD 128.0mSGD 139.9mSGD 152.9mSGD 167.1m+9.3%
    Less capital expenditureSGD -85.3mSGD -93.2mSGD -101.9mSGD -111.3mSGD -121.7m+9.3%
    Less increase in working capitalSGD 4.9mSGD 5.3mSGD 5.8mSGD 6.3mSGD 6.9m-9.3%
    Free cashflow to firmSGD 782.2mSGD 854.9mSGD 934.4mSGD 1.0bnSGD 1.1bn+9.3%
    Discount factor0.96500.89880.83700.77950.7260-
    Present valueSGD 754.8mSGD 768.3mSGD 782.1mSGD 796.1mSGD 810.3m+1.8%
    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
    Beta0.506Reported 0.262, pulled toward 1.0 (Blume)
    Cost of equity7.49%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 23.8bn97.2% of capital
    Total debtSGD 675.8m2.8% of capital, book value as a proxy
    Tax rate16.6%Effective, capped at statutory
    WACC7.38%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 18.76

    79% of EV

    Forecast FCFF, final year
    SGD 1.1bn
    Capex at depreciation, working capital in reinvestment
    SGD 1.1bn
    Less reinvestment at g/ROIC (11.8% of NOPAT)
    SGD -127.3m
    Capitalised
    SGD 955.0m
    ROIC (reported)
    21.3%
    Terminal value, undiscounted
    SGD 20.1bn
    Terminal value, discounted
    SGD 14.6bn
    Enterprise value
    SGD 18.5bn
    Less net debt
    SGD -1.6bn
    Equity value
    SGD 20.0bn

    Exit at 20.0x EBITDA

    Value per shareSGD 24.73

    84% of EV

    Terminal value, undiscounted
    SGD 28.9bn
    Terminal value, discounted
    SGD 21.0bn
    Enterprise value
    SGD 24.9bn
    Less net debt
    SGD -1.6bn
    Equity value
    SGD 26.4bn

    Spread between methods: 27%.

    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%
    5.38%24.7827.2030.4735.1042.18
    6.38%20.0521.4023.1125.3128.27
    7.38%16.9317.7618.7619.9921.52
    8.38%14.7115.2615.8916.6417.54
    9.38%13.0613.4313.8614.3414.91

    Outlined: this model. Green text: above today's price of 22.20. 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 year9.3%13.7%+4.4pp
    EBIT margin52.5%63.1%+10.7pp
    Discount rate7.4%6.5%-0.8pp
    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.