Ulta Beauty / Hist.Data / Zero Real Growth

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

@SimSim 52 days ago

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 ULTA

  • Earnings = Net Profit Margin (2014-2023) x Sales (2023)

2024-10-30T11:32:21.555046 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ 8% 10% 12% Discount Rate -5% -2.5% 0% 2.5% 5% Terminal Growth -5% -2.5% 0% 2.5% 5% Tax-Rate Dividends
This plot shows the probability distributions that are common for all simulation years.
2024-10-30T11:32:22.980590 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ 250m 500m 750m 1b 1.25b Year 1 Earnings Year 2 (Same as previous) Earnings
This plot shows the probability distributions for individual simulation years.
2024-10-30T11:32:15.603449 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ 2.5b 5b 7.5b 10b 12.5b 15b 17.5b 20b Present Value (USD) SimSim.Run - Oct 30-2024 (UTC) Ulta Beauty / Hist.Data / Zero Real Growth Present Value of Stock using Terminal Values (Model PV-STK-TV) Prob Loss: 0.0% Normal Mean 8.79b / Std 2.4b Kernel Density Estimate (KDE)
  • This histogram shows the simulated Present Value.
  • 100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-30T11:32:16.634997 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ -17.5b -15b -12.5b -10b -7.5b -5b -2.5b 0 2.5b Net Present Value (USD) SimSim.Run - Oct 30-2024 (UTC) Ulta Beauty / Hist.Data / Zero Real Growth Present Value of Stock using Terminal Values (Model PV-STK-TV) Prob Loss: >99.9% Normal Mean -10.1b / Std 2.4b Kernel Density Estimate (KDE)
  • This histogram shows the simulated Net Present Value, when the current share-price is USD 370.
  • 100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-30T11:32:17.567337 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ -80% -60% -40% -20% 0% Net Present Value Ratio SimSim.Run - Oct 30-2024 (UTC) Ulta Beauty / Hist.Data / Zero Real Growth Present Value of Stock using Terminal Values (Model PV-STK-TV) Prob Loss: >99.9% Normal Mean -53.4% / Std 12% Kernel Density Estimate (KDE)
  • This histogram shows the simulated Net Present Value Ratio, when the current share-price is USD 370.
  • 100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-30T11:32:18.595095 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ 200 250 300 350 400 450 500 550 Current Share-Price -25b -20b -15b -10b -5b 0 5b Net Present Value (USD) SimSim.Run - Oct 30-2024 (UTC) Ulta Beauty / Hist.Data / Zero Real Growth Present Value of Stock using Terminal Values (Model PV-STK-TV) Prob Loss: >99.9%
  • This 2D histogram shows how different share-prices would impact the Net Present Value.
  • 100% of 500k simulation trials 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 370, 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 370.
2024-10-30T11:32:20.687135 image/svg+xml Matplotlib v3.9.2, https://matplotlib.org/ 200 250 300 350 400 450 500 550 Current Share-Price -75% -50% -25% 0% 25% 50% 75% Net Present Value Ratio SimSim.Run - Oct 30-2024 (UTC) Ulta Beauty / Hist.Data / Zero Real Growth Present Value of Stock using Terminal Values (Model PV-STK-TV) Prob Loss: >99.9%
  • This 2D histogram shows how different share-prices would impact the Net Present Value Ratio.
  • 100% of 500k simulation trials 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 370, 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 370.