DCF Studio

    WIPRO.NS · NSI · Technology

    Wipro Limited

    Also onConsensus Drift

    Implied value per share

    INR 147.04

    Market price

    INR 166.83

    Implied upside

    -11.9%

    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 147.04-11.9%
    Exit multiple
    INR 160.77-3.6%
    Market price
    INR 166.83

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (INR). Outflows negative.

    0bn63bn127bnFY27FY28FY29FY30FY31
    Nominal FCFFDiscounted to todayINR
    LineFY27FY28FY29FY30FY31CAGR
    RevenueINR 933.5bnINR 940.8bnINR 948.1bnINR 955.5bnINR 963.0bn+0.8%
    EBITINR 147.2bnINR 148.3bnINR 149.5bnINR 150.7bnINR 151.8bn+0.8%
    NOPATINR 111.9bnINR 112.8bnINR 113.7bnINR 114.5bnINR 115.4bn+0.8%
    Add depreciation & amortisationINR 32.6bnINR 32.8bnINR 33.1bnINR 33.3bnINR 33.6bn+0.8%
    Less capital expenditureINR -14.4bnINR -14.5bnINR -14.7bnINR -14.8bnINR -14.9bn+0.8%
    Less increase in working capitalINR -7.2bnINR -7.3bnINR -7.3bnINR -7.4bnINR -7.5bn+0.8%
    Free cashflow to firmINR 122.8bnINR 123.7bnINR 124.7bnINR 125.7bnINR 126.7bn+0.8%
    Discount factor0.94980.85690.77300.69730.6291-
    Present valueINR 116.6bnINR 106.0bnINR 96.4bnINR 87.6bnINR 79.7bn-9.1%
    Present Value Of The ForecastINR 486.4bn

    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
    Beta0.593Reported 0.393, pulled toward 1.0 (Blume)
    Cost of equity11.55%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 1650.5bn89.1% of capital
    Total debtINR 202.9bn10.9% of capital, book value as a proxy
    Tax rate24.0%Effective, capped at statutory
    WACC10.85%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 147.04

    59% of EV

    Forecast FCFF, final year
    INR 126.7bn
    Capex at depreciation, working capital in reinvestment
    INR 118.6bn
    Less reinvestment at g/ROIC (22.1% of NOPAT)
    INR -26.2bn
    Capitalised
    INR 92.4bn
    ROIC (reported)
    11.3%
    Terminal value, undiscounted
    INR 1134.0bn
    Terminal value, discounted
    INR 713.4bn
    Enterprise value
    INR 1199.8bn
    Less net debt
    INR -340.7bn
    Equity value
    INR 1540.5bn

    Exit at 7.3x EBITDA

    Value per shareINR 160.77

    64% of EV

    Terminal value, undiscounted
    INR 1362.6bn
    Terminal value, discounted
    INR 857.2bn
    Enterprise value
    INR 1343.6bn
    Less net debt
    INR -340.7bn
    Equity value
    INR 1684.3bn

    Spread between methods: 9%.

    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%
    8.85%173.56175.71178.15180.95184.22
    9.85%158.15159.28160.52161.89163.42
    10.85%146.01146.52147.04147.60148.19
    11.85%136.59136.88137.17137.46137.75
    12.85%129.00129.25129.51129.76130.02

    Outlined: this model. Green text: above today's price of 166.83. 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 year0.8%13.9%+13.1pp
    EBIT margin15.8%18.6%+2.9pp
    Discount rate10.8%9.5%-1.4pp
    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.