Sally Beauty / Hist.Data / Zero Real Growth

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

@SimSim 51 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: SBH DEMO

  • Earnings = Net Profit Margin (2011-2023) x Sales (2022-2023)

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.
  • 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.
  • 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.