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Chapter 8 solutions 5th edition - Solution manual of Business Analysis & Valuation Using financial statement.

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Recalculate the forecasts in Table 8-2 assuming that the NOPAT profit margin is held steady for the first five years of the forecast and thendeclines by 0.1 percentage points per year th

Trang 1

Discussion Questions

1.  How would the forecasts in Table 8-2 change if TJX were to maintain a sales growth rate of 10 percent per year from 2011 to 2020 (and all the other assumptions are kept unchanged)?

Income Statement

Sales

24,1

36

26,5

50

29,2

05

32,1

26

35,3

38

38,8

72

42,7

59

47,0

35

51,7

39

56,9

12 Net operating profit after tax

1,9

07

1,9

91

2,0

74

2,1

52

2,2

26

2,2

93

2,3

52

2,3

52

2,3

28

2,2

77

- Net interest expense after tax 124 146 161 179 198 219 243 269 298 330 = Net Income 1,783 1,846 1,912 1,974 2,028 2,074 2,109 2,082 2,030 1,946

Trang 3

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Beginning Balance

Sheet

Beg Net working capital 144 266 292 321 353 389 428 470 517 569 + Beg Net long-term assets

7,7

54

9,

027

10,0

03

11,0

83

12,2

80

13,6

05

15,0

73

16,6

97

18,4

97

20,4

88

= Net operating assets

7,89

9

9,2

93

10,29

5

11,40

5

12,63

3

13,99

4

15,50

0

17,16

8

19,01

4

21,05

8

Net debt

4,5

41

5,

343

5,9

19

6,5

57

7,2

64

8,0

46

8,9

12

9,8

71

10,

932

12,

107 + Preferred stock

+ Common stock

3,3

57

3,

950

4,3

76

4,8

47

5,3

70

5,9

48

6,5

88

7,29

7

8,08

2

8,95

0

= Net capital

7,899

9,293

10,295

11,405

12,633

13,994

15,500

17,168

19,014

21,058

Ratios

Trang 4

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Cash flows

Net Income

1,7 83

1,8

46

1,9

12

1,9

74

2,0

28

2,0

74

2,1

09

2,0

82

2,0

- Change in net working capital

(12 1)

(27)

(29)

(32)

(35)

(39)

(43)

(47)

(52) (57)

- Change in net long-term assets

(1, 273)

(976

)

(1,0 81)

(1,1 97)

(1,3 25)

(1,4 67)

(1,6 25)

(1,7 99)

(1,9 92) (2,049) + Change in net debt

80

2

57

6

63

8

70

7

78

2

86

6

95

9

1,

061

1,

175 1,211 = Free cash flow to equity

1,

190

1,

420

1,

440

1,

451

1,

450

1,

434

1,

400

1,

298

1,

161 1,051

Net operating profit after tax

1,9

07

1,9

91

2,0

74

2,1

52

2,2

26

2,2

93

2,3

52

2,3

52

2,3

- Change in net working capital

(12 1)

(27)

(29)

(32)

(35)

(39)

(43)

(47)

(52) (57)

- Change in net long-term assets

(1, 273)

(976

)

(1,0 81)

(1,1 97)

(1,3 25)

(1,4 67)

(1,6 25)

(1,7 99)

(1,9 92) (2,049) = Free cash flow to capital

51

3

98

9

96

4

92

4

86

6

78

7

68

4

50

6

28

Note: 2021 input values same as 2020

Trang 5

2 Recalculate the forecasts in Table 8-2 assuming that the NOPAT profit margin is held steady for the first five years of the forecast and then

declines by 0.1 percentage points per year thereafter (keeping all the other assumptions unchanged)

Income Statement

Sales

23,1

93

24,7

24

26,4

79

28,3

06

30,2

03

32,1

66

34,1

92

36,2

78

38,4

18

40,6

08 Net operating profit after tax

1,8 32

1,9

53

2,0

92

2,2

36

2,3

86

2,5

09

2,6

33

2,7

57

2,8

81

3,0

05

- Net interest expense after tax

12

4

13

6

14

6

15

8

16

9

18

2

19

4

20

8

22

1

2

36 = Net Income

1,7 08

1,8

17

1,9

45

2,0

79

2,2

17

2,3

27

2,4

38

2,5

49

2,6

60

2,7

69

- Preferred dividends

-

-

-

-

-

-

-

-

= Net income to common

1,7 08

1,8

17

1,9

45

2,0

79

2,2

17

2,3

27

2,4

38

2,5

49

2,6

60 2,7

69

Trang 6

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Beginning Balance Sheet

Beg Net working capital 144

+ Beg Net long-term assets

7,7

54

8,4

06

9,06

9

9,76

6

10,4

95

11,2

58

12,0

53

12,8

79

13,7

35

14,6

19

= Net operating assets

7,89

9

8,65

3 9,334

10,04

9

10,79

7

11,58

0

12,39

5

13,24

1

14,11

9

15,02

5

Net debt

4,5 41

4,9

75

5,3

67

5,7

78

6,2

08

6,6

58

7,1

26

7,6

13

8,1

18

8,6

39 + Preferred stock

-

-

-

-

-

-

-

-

+ Common stock

3,3

57

3,6

78

3,9

67

4,2

71

4,5

89

4,9

22

5,2

68

5,62

8

6,00

1

6,38

6

= Net capital

7,89

9

8,65

3 9,334

10,04

9

10,79

7

11,58

0

12,39

5

13,24

1

14,11

9

15,02

5

Ratios

Trang 7

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Cash flows

Net Income

1,70

8

1,81

7

1,94

5

2,07

9

2,21

7

2,32

7

2,43

8

2,54

9

2,66

0

2,76

9

-

Change in net working

capi-tal

(103

)

( 18) (18)

( 19)

( 20)

( 20)

( 21)

( 21)

( 22)

(23)

-

Change in net long-term

as-sets

(652

)

(663

) (697) (730) (763) (795) (826) (856) (884) (833) + Change in net debt

43

4

39

1

41

1

43

1

45

0

46

9

48

7

50

4

52

1

49

2 = Free cash flow to equity

1,3

88

1,5

28

1,6

42

1,7

60

1,88

4

1,98

1

2,07

8

2,17

7

2,27

5

2,40

5

Net operating profit after tax

1,83

2

1,95

3

2,09

2

2,23

6

2,38

6

2,50

9

2,63

3

2,75

7

2,88

1

3,00

5

-

Change in net working

capi-tal

(103

)

( 18) (18)

( 19)

( 20)

( 20)

( 21)

( 21)

( 22)

(23)

- Change in net long-term as-sets (652) (663) (697) (730) (763) (795) (826) (856) (884) (833) = Free cash flow to capital 1,077 1,273 1,377 1,487 1,604 1,694 1,786 1,880 1,975 2,149 Note: 2021 input values same as 2020

Trang 8

3. Recalculate the forecasts in Tables 8-2 assuming that the ratio of net operating working capital to sales is 3 percent, and the ratio of net long-term assets to sales holds steady at 33.4 percent for all the years from fiscal 2011 to fiscal 2020 Keep all the other assumptions unchanged.

Income Statement

Sales

23,1

93

24,7

24

26,4

79

28,3

06

30,2

03

32,1

66

34,1

92

36,2

78

38,4

18

40,6

08 Net operating profit after tax

1,8

32

1,8

54

1,8

80

1,8

97

1,9

03

1,8

99

1,8

81

1,8

14

1,7

29

1,6

24

- Net interest expense after tax

1

24

1

41

1

51

1

62

1

72

1

84

1

95

2

07

2

19

2

32 = Net Income

1,7

08

1,7

13

1,7

29

1,7

35

1,7

30

1,7

14

1,6

85

1,6

07

1,5

09

1,3

92

= Net income to common

1,7

08

1,7

13

1,7

29

1,7

35

1,7

30

1,7

14

1,6

85

1,6

07

1,5

09 1,3

92

Trang 9

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Beginning Balance Sheet

Beg Net working capital

144 1 742 794 849 906 965

1,02

6

1,08

8

1,15

3

1,21

8 + Beg Net long-term assets

7,7

54

8,25

8

8,84

4 9,454

10,08

8

10,74

3

11,42

0

12,11

7

12,83

2

13,56

3

= Net operating assets

7,89

9 8,999 9,638 10,303 10,994 11,708 12,446 13,205 13,984 14,781

Net debt

4,5

41

5,1

74

5,5

42

5,92

4

6,32

1

6,73

2

7,15

6

7,59

3

8,04

0

8,49

9 + Preferred stock

-

-

- - - - + Common stock

3,3

57

3,8

25

4,0

97

4,37

9 4,673 4,976 5,290 5,613 5,944 6,283

= Net capital

7,89

9 8,999 9,638 10,303 10,994 11,708 12,446 13,205 13,984 14,781

Ratios

Trang 10

Cash flows 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020

Net Income

1,7

08

1,7

13

1,7

29

1,7

35

1,7

30

1,7

14

1,6

85

1,6

07

1,5

09

1,3

92

- Change in net working capital

(598

)

(53

)

(55

)

(57

)

(59

)

(61

)

(63

)

(64

)

(66

)

(69

)

- Change in net long-term assets

(503

)

(586

)

(610

)

(633

)

(656

)

(677

)

(697

)

(715

)

(731

)

(773

) + Change in net debt 633

36

7

38

2

39

7

41

1

42

4

43

7

44

8

45

8

48

4 = Free cash flow to equity

1,24 0

1,

442

1,

446

1,

441

1,

427

1,

401

1,

363

1,

276

1,

171

1,

034

Net operating profit after tax

1,8

32

1,8

54

1,8

80

1,8

97

1,9

03

1,8

99

1,8

81

1,8

14

1,7

29

1,6

24

- Change in net working capital

(598

)

(53

)

(55

)

(57

)

(59

)

(61

)

(63

)

(64

)

(66

)

(69

)

- Change in net long-term assets

(503

)

(586

)

(610

)

(633

)

(656

)

(677

)

(697

)

(715

)

(731

)

(773

) = Free cash flow to capital 731

1,

215

1,

215

1,

206

1,

188

1,

160

1,

121

1,

035

93

2

78

2 Note: 2021 input values same as 2020 Also, net operating working capital to sales ratio for 2011 is an actual

Trang 11

4.  Calculate TJX’s cash payouts to its shareholders in the years 2011–2020 that are implicitly assumed in the projections in Table 8-2

The cash payouts made to shareholders are simply the free cash flows to equity These are the surplus cash flows available after

reinvesting needed funds in working capital and assets The values are presented in Table 8-2 and are $1,387.6 in 2011, declining to

$1,024.7 in 2020.

5.  How would the abnormal earnings calculations in Table 8-3 change if the cost of equity assumption is changed to 12%?

Equity Valuation

Abnormal earnings

1,

305

1,

277

1,

257

1,

226

1,

183

1,

125

1,

054

93

1

78

7

62

2

Trang 12

6.  What would be the total equity value (as calculated for scenarios in Table 8-6 using abnormal earnings) if the sales growth in years 2021 and

beyond is 8.5 percent and the company is able to generate abnormal returns at the same level as in fiscal 2020 forever (keeping all the other

assumptions in the table unchanged)?

Income Statement

Sales

23,1

93

24,7

24

26,4

79

28,3

06

30,2

03

32,1

66

34,1

92

36,2

78

38,4

18

40,6

08

44,06

0 Net operating profit after tax

1,8

32

1,8

54

1,8

80

1,8

97

1,9

03

1,8

98

1,8

81

1,8

14

1,7

29

1,6

24 1,762

- Net interest expense after tax

1

24

1

36

1

46

1

58

1

69

1

82

1

94

2

08

2

21

2

36 256 = Net Income

1,7

08

1,7

19

1,7

34

1,7

39

1,7

33

1,7

16

1,6

86

1,6

06

1,5

07

1,3

89 1,507

= Net income to common

1,7

08

1,7

19

1,7

34

1,7

39

1,7

33

1,7

16

1,6

86

1,6

06

1,5

07 1,3

89 1,507

Trang 13

2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Beginning Balance Sheet

Beg Net working capital

1

44 247 265 283 302

322 342 363 384 406 441 + Beg Net long-term assets

7 ,754

8,

406

9,

069

9,76

6

10,4

95

11,2

58

12,0

53

12,8

79

13,7

35

14,6

19 15,862

= Net operating assets

7,

989

8,6

53

9,3

34

10,04

9

10,79

7

11,58

0

12,39

5

13,24

1

14,11

9

15,02

Net debt

4 ,541

4,

975

5,367

5,7

78

6,2

08

6,6

58

7,1

26

7,6

13

8,1

18

8,6

39 9,373

- - - - + Common stock

3 ,357

3,

678

3,967

4,2

71

4,5

89

4,9

22

5,2

68

5,62

8

6,00

1

6,38

6 6,929

= Net capital

7,

899

8,6

53

9,3

34

10,04

9

10,79

7

11,58

0

12,39

5

13,24

1

14,11

9

15,02

Ratios

Book value of assets

Book value of equity

Net operating asset

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