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Financing costs are reflected in the required rate of return which is used to discount after-tax cash flows and investment outlays to estimate net present value NPV i.e.. 2.2 The Intern

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Reading 7 Discounted Cash Flow Applications

–––––––––––––––––––––––––––––––––––––– Copyright © FinQuiz.com All rights reserved ––––––––––––––––––––––––––––––––––––––

Capital Budgeting refers to an investment

decision-making process used by an organization to evaluate

and select long-term investment projects

Capital Structure is the mix of debt and equity used to

finance investments and projects

Working capital management refers to the

management of the company’s short-term assets (i.e

inventory) and short-term liabilities (i.e accounts

payable)

Capital budgeting usually uses the following

assumptions:

1 Decisions are based on cash flows; not on accounting

profits (i.e net income):

ignored because it is assumed that if these benefits

or costs are real, they will eventually be reflected in

cash flows

incremental cash flows Sunk costs should be ignored

in the analysis

2 Timing of cash flows is critical i.e cash flows that are

received earlier are more valuable than cash flows

that are received later

3 Cash flows are based on opportunity costs:

Opportunity costs should be included in project costs

These costs refer to the cash flows that could be

generated from an asset if it was not used in the

project

4 Cash flows are analyzed on an after-tax basis Cash

flows on after-tax basis should be incorporated in the

analysis

5 Financing costs are ignored Financing costs are

reflected in the required rate of return which is used to

discount after-tax cash flows and investment outlays

to estimate net present value (NPV) i.e only projects

with expected return > cost of the capital (required

return) will increase the value of the firm

because when financing costs are included in both

cash flows and in the discount rate, it results in

double-counting the financing costs

6 Capital budgeting cash flows are not accounting net

income

For details, refer to Reading 35, Capital Budgeting.s

Independent projects are projects whose cash flows are independent of each other Since projects are

unrelated, each project is evaluated on the basis of its own profitability

Mutually exclusive projects compete directly with each other e.g if Projects A and B are mutually exclusive, you can choose A or B, but you cannot choose both

NPV = Present value of cash inflows − initial investment

1 +  −





where,

CFt = After-tax cash flow at time t

r = required rate of return for the investment

CF 0 = investment cash outflow at time zero

Decision Rule:

• Do not Accept a project if NPV< 0 Independent projects: All projects with positive NPV are accepted

Mutually exclusive projects: A project with the highest NPV is accepted

wealth

i.e the higher the opportunity cost of capital, the smaller the NPV

Advantages:

firm

(opportunity cost of capital)

Practice: Example 1, Volume 1, Reading 7

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2.2 The Internal Rate of Return and the Internal Rate of

Return Rule

IRR is the discount rate that makesPresent value of

future cash inflows = initial investment

0

using a financial calculator

As the name implies, internal rate of return (IRR) depends

only on the cash flows of the investment i.e no external

data is needed to calculate it

Example:

IRR is found by solving the following:

Solution:

IRR = 13.45%

Important to Note:

In the equation of calculating IRR, the IRR must be

compatible with the timing of cash flows i.e if cash flows

are semi-annual (quarterly), the IRR will be semi-annual

(quarterly)

When project’s cash flows are a perpetuity, IRR can be

estimated as follows:



= 0 Decision Rule:

•Do not Accept a project if IRR < Cost of Capital

NOTE:

•When IRR> opportunity cost of capital NPV> 0

•When IRR< opportunity cost of capital NPV< 0

both projects ≥ Cost of Capital

•If projects are mutually exclusive and project A IRR >

project B IRR and both IRR ≥ Cost of Capital, accept

Project A because IRRA>IRRB

Advantages of IRR:

2)IRR considers all cash flows

3)IRR involves less subjectivity

4)It is easy to understand

5)It is widely accepted

Limitations of IRR:

reinvested at the IRR; however, this may not always

be realistic

percentages can be misleading and involves difficulty

in ranking projects i.e a firm rather earn 100% on a

$100 investment, or 10% on a $10,000 investment

are or can be multiple IRRs or No IRR at all

No conflict exists between the decision rules for NPV and IRR when:

Conflict exists between the decision rules for NPV and IRR when:

NPV and IRR rank projects differently due to the following reasons:

1) Differences in cash flow patterns

2)Size (scale) differences: Required rate of return favors

small projects because the higher the opportunity cost, the more valuable these funds are Sometimes, the larger, low-rate-of-return project has the better NPV

3)Timing differences: Project with shorter payback

period provides more CF in early years for reinvestment Therefore, when required rate of return

is high, it favors project with early CFs

NPV versus IRR:

discount rate because it assumes reinvestment at r (opportunity cost of capital)

thus, IRR and IRR rankings are not affected by any external interest rate or discount rate

• It is more realistic to assume reinvestment at opportunity cost ‘r’; thus, NPV method is the best

It implies that whenever there is a conflict between NPV and IRR decision rule and to choose between mutually exclusive projects, we should always use NPV rule

Practice: Example 2 & 3, Volume 1, Reading 7

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3 PORTFOLIO RETURN MEASUREMENT

Holding Period Return (HPR): A holding period return

refers to the return earned by an investor from holding

an asset for a specified period of time e.g 1 day, 1

week, 1 month, 5 years etc

Total return = Capital gain (or loss) yield + Dividend yield

=

=+



− 1

where,

P = price

D = dividend

t-1 = beginning of the period

t = end of the period

The money-weighted rate of return (MWR) measures the

compound growth rate in the value of all funds invested

in the account over the entire evaluation period In U.S.,

it is known as “dollar-weighted return” It represents an

internal rate of return (IRR) of an investment Like IRR,

portfolio) are cash outflows for the investor

All additions to the portfolio are cash outflows for the

investor

investor are cash inflows for the investor

inflow for the investor

It is computed as follows:



where,

IRR represents the MWR

T = number of periods

CF t = cash flow at time t

performance of the portfolio manager when the

manager has discretion over the deposits and

withdrawals made by clients

Advantages of MWR: MWR requires an account to be

valued only at the beginning and end of the evaluation

period

Disadvantages of MWR:

external cash flows to an account

manager has little or no control over the external cash flows to an account

Example:

Assume,

of 1st year = $100

of 2nd year = $950

• Value of investments at the end of 3rd year = $1,270 CF0 = –100

CF1 = –950 CF2 = +350 CF3 = +1,270



−950

Solve for IRR, we have → IRR = 26.11%

The time-weighted rate of return (TWR) measures the compound rate of growth over a stated evaluation period of one unit of money initially invested in the account

an external cash flow occurs

the portfolio manager

of the portfolio manager when the manager has no control over the deposits and withdrawals made by clients

When there are no external cash flows, TWR is computed

as follows:

 = r =MV− MV

MV

In order to calculate time weighted return, first of all, holding period return for each sub-period is computed and then these sub-period returns must be linked together (known as chain-linking process) to compute the TWR for the entire evaluation period

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r twr = (1+r t,1 )×(1+r t,2 ) × … (1+r t,n ) –1

the time-weighted rate of return will not be

expressed as an annual rate

period has a weight = (length of the sub-period /

length of the full evaluation period)

If the investment is for more than one year,

time-weighted return can be annualized by calculating

geometric mean of n annual returns:

Time – weighted return = [(1+R1)(1+R2)…(1+Rn)]1/n – 1

Where,

R it = return for year i

n = total number of annual returns

Method of computing Time-weighted Return for the Year:

days daily returns) using the following formula:

where,

ri = r1, r2, …r365

ii Calculate annual return for the year by linking the

daily holding period returns as follows:

Time – weighted return = [(1+R1)(1+R2)…(1+R365)] – 1

This annual return represents the precise time-weighted

return for the year IF withdrawals and additions to the

portfolio occur only at the end of day Otherwise, it

represents the approximate time-weighted return for the

year

Time-weighted return can be annualized by calculating

geometric mean of n annual returns:

where,

R it = return in period t

n = total number of periods

Advantage of TWR: TWR is not sensitive to any external

cash flows to the account i.e additions and withdrawals

of funds

Disadvantage of TWR:

each time any cash flow occurs

administratively more cumbersome, expensive and potentially more error-prone

Example:

period 1 = $100

The annual return (based on the geometric average) over the entire period is

r = [(1.0150)(1.05800)] –1=0.0739 or 7.39%

TWR versus MWR:

period of strong (positive) performance, MWR > TWR

a period of strong (positive) performance, MWR < TWR

period of weak (negative) performance, MWR < TWR

a period of weak (negative) performance, MWR > TWR

similar results

• When large external cash flows occur (i.e > 10% of account) and during that evaluation period, account’s performance is highly volatile, then MWR and TWR will provide significantly different results

Practice: Example 4 & 5, Volume 1, Reading 7

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4 MONEY MARKET YIELDS

Money market instruments are short-term debt

instruments i.e having maturities of one year or less

These instruments pay par value (face value) at maturity

and are usually discount instruments i.e they do not pay

coupons, but instead are sold below (at discount from)

their par (face) value For example, T-bills are discount

instruments where,

receives face value at maturity

when he/she holds the T-bill to maturity

Other types of money-market instruments include

commercial paper and bankers’ acceptances (which

are discount instruments) and negotiable certificates of

deposit (which are interest bearing instruments that pay

coupons)

discount basis rather than price basis using the bank

discount rate (a 360-day year is commonly used in

pricing money market instruments) The bank discount

rate is defined as:

 !=360 − !



! =  "1 − !

360# where,

r BD = Annualized yield on a bank discount basis

n = Actual number of days remaining to maturity

Limitations of Yield on a bank discount basis: Bank

discount yield is not a meaningful measure of investors’

return because:

of its purchase price; but returns should be

evaluated relative to the amount invested (i.e

purchase price)

a 365-day year

3 It is annualized based on simple interest; thus, it

ignores the compound interest

•The discount rate for the T-bill can be used to find PV

of other cash flows with risk characteristics similar to

those of the T-bill

of T-bill, the T-bill's yield can be used as a base rate

and a risk premium is added to it to represent higher

risk of cash flows

earned by an investor by holding the instrument to maturity

$ =−+



where,

P 0 = initial purchase price of the instrument

P 1 = Price received for the instrument at its maturity

D 1 = Cash distribution paid by the instrument at its maturity (i.e interest)

For interest-bearing instruments: The purchase and sale prices must include any accrued interest* when the bond is purchased/sold between interest payment dates

*Coupon interest earned by the seller from the last coupon date but not received by the seller as the next coupon date occurs after the date of sale

NOTE:

it is called Full price

is called Clean price

3)Effective annual yield (EAY):

EAY = (I + HPY) 365/t - 1 Rule: The bank discount yield < effective annual yield

market yield can be used to compare the quoted yield on a T-bill to quoted yield on interest-bearing money-market instruments that pay interest on a 360-day basis

annualized holding period yield (assuming a 360-day year) i.e

Money market yield = rMM = (HPY) × (360/ t)

based on purchase price

Practice: Example 6, Volume 1, Reading 7

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• Thus, money market yield > bank discount yield

Or

360 >   !

annualized by multiplying it by 2, it is referred to as the

bond-equivalent yield It ignores compounding of

interest The bond equivalent yield is calculated as

follows:

Practice: Example 7, Volume 1, Reading 7 & End of Chapter Practice Problems for Reading 7

...

Disadvantages of MWR:

external cash flows to an account

manager has little or no control over the external cash flows to an account

Example:

Assume,

of 1st... to any external

cash flows to the account i.e additions and withdrawals

of funds

Disadvantage of TWR:

each time any cash flow occurs

administratively... together (known as chain-linking process) to compute the TWR for the entire evaluation period

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r

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