Foot Locker / Hist.Data / Zero Real Growth

Present Value of Stock using P/S Ratios (Model PV‑STK‑PS)

@SimSim 3 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 simulates the future share-prices using P/S (Price-To-Sales) ratios so the earnings can be zero or negative.

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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.
P/S historical (2004-2023)

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.

The dashed blue lines show the median P/S ratios calculated from the simulated Sales in each year, and the current Market-Cap (current share-price X number of shares) minus the Excess Cash. This lets you easily see if there is likely going to be a future loss or gain from re-valuation of the stock's P/S ratio.

This violin-plot shows the simulated Present Value for investment periods between 1-10 years.
Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

If there are losses in some simulations, then the red boxes on the bottom show the probability of loss for each future year.

This violin-plot shows the simulated Net Present Value for investment periods between 1-10 years, when the current share-price is USD 26.
Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

If there are losses in some simulations, then the red boxes on the bottom show the probability of loss for each future year.

This violin-plot shows the simulated Net Present Value Ratio, for investment periods between 1-10 years, when the current share-price is USD 26.
Out of 100k simulation trials 100% had valid results. Outliers >10.0 IQR are removed.

If there are losses in some simulations, then the red boxes on the bottom show the probability of loss for each future year.

This 2D histogram shows how different share-prices would impact the Net Present Value, when considering all investment periods between 1-10 years.
Out of 100k 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 when the current share-price is USD 26, and considering all investment periods between 1-10 years.

This 2D histogram shows how different share-prices would impact the Net Present Value Ratio, when considering all investment periods between 1-10 years.
Out of 100k 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 when the current share-price is USD 26, and considering all investment periods between 1-10 years.

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