Emerging Markets

Emerging Markets

 

 

Summaries

 

Valuation Approach

1)      Real valuation: By real cash flow and real cost of capital

2)      Nominal valuation: By nominal cash flow and nominal cost of capital

 

*** 1 + Real growth rate  = (1+ nominal growth rate) / (1+inflation rate)

 

Cash flow of nominal NWC is associated with change of NWC. But NOT the case for real NWC.

 

Net income + interest (1-t) + D + A

= EBITDA – adjusted tax (where adjusted tax = tax – interest*t))

= NOPLAT (which is EBITA – adjusted tax) + D = Net Operating Profit Less Adjusted Tax + D

 

Invested capital = NWC + net PPE

 

Country risk should be taken care by adjusting the cash flow instead of the discount rate:

 

1)      the risk is diversifiable

2)      different companies handle and are affected differently

3)      country risk is one-sided risk

4)      management forecasts risk by adjusting cash flow instead of discount rate

 

To estimate WACC:

Risk free rate = US 10 year bond yield + (local inflation – US inflation)

 

Beta: regress industry (not stock) against global market (not local market)

 

Premium: over global diversified portfolio (~4.5 to 5.5%)

 

Pretax-rate: 1) as usual, firms’ outstanding debt YTM matters. 2) calculate local risk free rate + US spread of similar firm over treasury notes

 

Weights: Use global industry average of equity to asset and debt to asset ratios

 

Sovereign risk = difference between dollar-dominated local government bonds and similar US government bonds

 

 

In an inflationary environment:

 

ROIC overstated at nominal terms

Net PPE/revenue is understated

 

NWC/revenue is the same as real terms

 

 

 

 

 

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