DCF Studio

    SAF.PA · PAR · Industrials

    Safran SA

    Also onConsensus Drift

    Implied value per share

    EUR 254.14

    Market price

    EUR 323.00

    Implied upside

    -21.3%

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

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

    Current EV/EBITDA of 21.8x 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
    EUR 254.14-21.3%
    Exit multiple
    EUR 521.99+61.6%
    Market price
    EUR 323.00

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (EUR). Outflows negative.

    0bn5bn9bnFY26FY27FY28FY29FY30
    Nominal FCFFDiscounted to todayEUR
    LineFY26FY27FY28FY29FY30CAGR
    RevenueEUR 36.5bnEUR 42.6bnEUR 49.8bnEUR 58.2bnEUR 68.1bn+16.9%
    EBITEUR 5.1bnEUR 6.0bnEUR 7.0bnEUR 8.2bnEUR 9.6bn+16.9%
    NOPATEUR 3.8bnEUR 4.5bnEUR 5.2bnEUR 6.1bnEUR 7.1bn+16.9%
    Add depreciation & amortisationEUR 2.2bnEUR 2.6bnEUR 3.0bnEUR 3.5bnEUR 4.1bn+16.9%
    Less capital expenditureEUR -2.0bnEUR -2.3bnEUR -2.7bnEUR -3.1bnEUR -3.7bn+16.9%
    Less increase in working capitalEUR 967.9mEUR 1.1bnEUR 1.3bnEUR 1.5bnEUR 1.8bn-16.9%
    Free cashflow to firmEUR 5.1bnEUR 5.9bnEUR 6.9bnEUR 8.1bnEUR 9.4bn+16.9%
    Discount factor0.95880.88150.81040.74500.6850-
    Present valueEUR 4.8bnEUR 5.2bnEUR 5.6bnEUR 6.0bnEUR 6.5bn+7.5%
    Present Value Of The ForecastEUR 28.1bn

    Discount Rate

    Source shown per component. All overridable above.

    Risk-free rate3.20%EUR assumption - no free live source available for this market (assumption)
    Equity risk premium6.00%Market assumption
    Beta0.971Reported 0.957, pulled toward 1.0 (Blume)
    Cost of equity9.03%Risk-free + beta x equity risk premium
    Cost of debt3.20%Floored at the risk-free rate (implied cost of debt was lower)
    Market capitalisationEUR 133.8bn96.2% of capital
    Total debtEUR 5.3bn3.8% of capital, book value as a proxy
    Tax rate25.8%Effective, capped at statutory
    WACC8.77%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 shareEUR 254.14

    73% of EV

    Forecast FCFF, final year
    EUR 9.4bn
    Capex at depreciation, working capital in reinvestment
    EUR 8.2bn
    Less reinvestment at g/ROIC (16.1% of NOPAT)
    EUR -1.3bn
    Capitalised
    EUR 6.8bn
    ROIC (reported)
    15.5%
    Terminal value, undiscounted
    EUR 111.7bn
    Terminal value, discounted
    EUR 76.5bn
    Enterprise value
    EUR 104.6bn
    Less net debt
    EUR -1.6bn
    Equity value
    EUR 106.2bn

    Exit at 20.0x EBITDA

    Value per shareEUR 521.99

    87% of EV

    Terminal value, undiscounted
    EUR 275.1bn
    Terminal value, discounted
    EUR 188.4bn
    Enterprise value
    EUR 216.5bn
    Less net debt
    EUR -1.6bn
    Equity value
    EUR 218.1bn

    Spread between methods: 69%.

    Sensitivity

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

    Long-run growth
    Discount rate1.50%2.00%2.50%3.00%3.50%
    6.77%326.98344.79366.66394.20430.01
    7.77%276.27287.04299.78315.08333.87
    8.77%239.47246.29254.14263.27274.06
    9.77%211.53215.99220.99226.68233.21
    10.77%189.60192.55195.81199.43203.50

    Outlined: this model. Green text: above today's price of 323.00. 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 year16.9%23.0%+6.1pp
    EBIT margin14.1%18.7%+4.6pp
    Discount rate8.8%7.4%-1.4pp
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    Yahoo Finance and RBA data. General information, not advice. Methodology.