Question #69
Reading: Reading 22 Market-Based Valuation - Price and Enterprise Value Multiples
PDF File: Reading 22 Market-Based Valuation - Price and Enterprise Value Multiples.pdf
Page: 26
Status: Correct
Correct Answer: A
Part of Context Group: Q69-71
First in Group
Shared Context
Question
Based on a comparison of the actual trailing P/FCFE ratio compared to the justified trailing P/FCFE ratio (based on Davenport's FCFE valuation model) for 2008, Sanford is:
Answer Choices:
A. overvalued because the actual P/FCFE ratio is greater than the justified P/FCFE ratio for 2008
B. correctly valued because the actual P/FCFE ratio is equal to the justified P/FCFE ratio for 2008
C. undervalued because the actual P/FCFE ratio is less than the justified P/FCFE ratio for 2008
Explanation
ln (
) = T × ln (
Sanford P/E
Index P/E
1 + Sanford short-term growth rate + Sanford dividend yield
1 + Index growth rate + Index dividend yield
Sanford's actual P/FCFE ratio is the current market price of $15 divided by FCFE for 2008:
The justified P/FCFE ratio is the value derived from the FCFE valuation model ($11.18)
divided by FCFE for 2008:
Based on this analysis, Sanford is overvalued on an absolute basis (NOT relative to the
industry benchmark) because the actual P/FCFE ratio is greater than the justified P/FCFE
ratio.