Sally Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV‑STK‑TV)
@SimSim
51 days ago
Intro
Const
Dist 1
Dist 2
Sim
Sim Vary
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
2024-10-31T12:56:28.640605
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.
2024-10-31T12:56:29.756873
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
150m
200m
250m
Year 1
Earnings
Year 2
(Same as previous)
Earnings
This plot shows the probability distributions for individual
simulation years.
2024-10-31T12:56:21.066094
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
500m
1b
1.5b
2b
2.5b
3b
3.5b
4b
4.5b
Present Value (USD)
SimSim.Run - Oct 31-2024 (UTC)
Sally Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Normal Mean 2.1b / Std 430m
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.
2024-10-31T12:56:22.347856
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
-500m
0
500m
1b
1.5b
2b
2.5b
3b
Net Present Value (USD)
SimSim.Run - Oct 31-2024 (UTC)
Sally Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: 4.0%
Normal Mean 885m / Std 430m
Kernel Density Estimate (KDE)
This histogram shows the simulated Net Present Value, when the
current share-price is USD 11.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-31T12:56:23.543030
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
-50%
0%
50%
100%
150%
200%
250%
Net Present Value Ratio
SimSim.Run - Oct 31-2024 (UTC)
Sally Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: 4.0%
Normal Mean 73.2% / Std 36%
Kernel Density Estimate (KDE)
This histogram shows the simulated Net Present Value Ratio, when
the current share-price is USD 11.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-31T12:56:25.153329
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
6
8
10
12
14
16
Current Share-Price
-500m
0
500m
1b
1.5b
2b
2.5b
3b
Net Present Value (USD)
SimSim.Run - Oct 31-2024 (UTC)
Sally Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: 4.0%
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.
More
The x-axis shows a range of share-prices around the current share-price of
USD 11, 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 11.
2024-10-31T12:56:26.954652
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
6
8
10
12
14
16
Current Share-Price
0%
100%
200%
300%
400%
500%
Net Present Value Ratio
SimSim.Run - Oct 31-2024 (UTC)
Sally Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: 4.0%
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.
More
The x-axis shows a range of share-prices around the current share-price of
USD 11, 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 11.
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