DCF Studio

    Z74.SI · SES · Communication Services

    Singapore Telecommunications Limited

    Also onConsensus Drift

    Implied value per share

    SGD 0.40

    Market price

    SGD 4.35

    Implied upside

    -90.9%

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

    Wrong toolThis model values the shares at 9.1% of the market price. A gap that size is a modelling failure rather than a view - most often an unusable beta, a currency or units mismatch, or a cashflow base that does not represent the business. Read the figures below as diagnostics, not as a call.
    NoteRisk-free rate is an assumption: USD assumption - no free live source available for this market.

    Current EV/EBITDA of 22.0x 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 0.40-90.9%
    Exit multiple
    SGD 2.64-39.2%
    Market price
    SGD 4.35

    Same forecast, different terminal treatment. Percentages vs price.

    Forecast Cashflows

    Reporting currency (SGD). Outflows negative.

    0m249m499mFY27FY28FY29FY30FY31
    Nominal FCFFDiscounted to todaySGD
    LineFY27FY28FY29FY30FY31CAGR
    RevenueSGD 14.1bnSGD 14.0bnSGD 13.9bnSGD 13.8bnSGD 13.7bn-0.8%
    EBITSGD 1.1bnSGD 1.0bnSGD 1.0bnSGD 1.0bnSGD 1.0bn-0.8%
    NOPATSGD 912.9mSGD 905.3mSGD 897.7mSGD 890.2mSGD 882.8m-0.8%
    Add depreciation & amortisationSGD 2.4bnSGD 2.4bnSGD 2.4bnSGD 2.4bnSGD 2.3bn-0.8%
    Less capital expenditureSGD -2.9bnSGD -2.8bnSGD -2.8bnSGD -2.8bnSGD -2.8bn-0.8%
    Less increase in working capitalSGD 20.3mSGD 20.2mSGD 20.0mSGD 19.8mSGD 19.7m+0.8%
    Free cashflow to firmSGD 499.0mSGD 494.8mSGD 490.7mSGD 486.6mSGD 482.5m-0.8%
    Discount factor0.96720.90480.84640.79180.7407-
    Present valueSGD 482.6mSGD 447.7mSGD 415.3mSGD 385.2mSGD 357.4m-7.2%
    Present Value Of The ForecastSGD 2.1bn

    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
    Beta0.497Reported 0.250, pulled toward 1.0 (Blume)
    Cost of equity7.43%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 70.9bn85.9% of capital
    Total debtSGD 11.7bn14.1% of capital, book value as a proxy
    Tax rate13.2%Effective, capped at statutory
    WACC6.90%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 0.40

    86% of EV

    Forecast FCFF, final year
    SGD 482.5m
    Capex at depreciation, working capital in reinvestment
    SGD 1.1bn
    Less reinvestment at g/ROIC (36.2% of NOPAT)
    SGD -411.2m
    Capitalised
    SGD 723.4m
    ROIC (WACC floor)
    6.9%
    Terminal value, undiscounted
    SGD 16.9bn
    Terminal value, discounted
    SGD 12.5bn
    Enterprise value
    SGD 14.6bn
    Less net debt
    SGD 8.0bn
    Equity value
    SGD 6.6bn

    Exit at 20.0x EBITDA

    Value per shareSGD 2.64

    96% of EV

    Terminal value, undiscounted
    SGD 67.1bn
    Terminal value, discounted
    SGD 49.7bn
    Enterprise value
    SGD 51.8bn
    Less net debt
    SGD 8.0bn
    Equity value
    SGD 43.8bn

    Spread between methods: 148%.

    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%
    4.90%0.790.800.800.810.82
    5.90%0.560.560.560.570.57
    6.90%0.390.390.400.400.40
    7.90%0.260.270.270.270.28
    8.90%0.170.170.170.180.18

    Outlined: this model. Green text: above today's price of 4.35. 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 year-0.8%45.2%+46.0pp
    EBIT margin7.4%43.4%+36.0pp
    Discount rate6.9%2.6%-4.3pp
    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.