Foot Locker / Hist.Data / Zero Real Growth

Present Value of Stock using Terminal Values (Model PV‑STK‑TV)

@SimSim 5 months ago 8 Views

This model simulates the Present Value (PV) of a company to long-term shareholders, where the excess cash and all future earnings are assumed to be paid out as dividends. The model also simulates the Net Present Value (NPV) and NPV Ratio.

This model does NOT simulate future share-prices. Instead the simulated earnings for the final year are assumed to grow forever so they are used to calculate Terminal Values. If you want to simulate future share-prices, then you should use another model instead.

Docs Related Models

Keywords: DEMO FL

Earnings are simulated from historical Net Profit Margin (2004-2023) x recent sales (2021-2023).
Zero real growth.
Discount rate from historical S&P 500 5-7 year REAL avg. ann. returns (1971-2017) + 5% risk-premium.

Current Share-Price

Current Shares

Currency

Excess Cash

Show Per-Share

This plot shows the probability distributions that are common for all simulation years.

This plot shows the probability distributions for individual simulation years.

This histogram shows the simulated Present Value.
Out of 500k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

This histogram shows the simulated Net Present Value, when the current share-price is USD 26.
Out of 500k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

This histogram shows the simulated Net Present Value Ratio, when the current share-price is USD 26.
Out of 500k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

This 2D histogram shows how different share-prices would impact the Net Present Value.
Out of 500k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

The x-axis shows a range of share-prices around the current share-price of USD 26, which is marked as a dashed blue line.

The red box at the bottom shows the probability of loss if the current share-price is USD 26.

This 2D histogram shows how different share-prices would impact the Net Present Value Ratio.
Out of 500k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

The x-axis shows a range of share-prices around the current share-price of USD 26, which is marked as a dashed blue line.

The red box at the bottom shows the probability of loss if the current share-price is USD 26.

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