Valuing Pallas Pharma: A Five-Year DCF

Finance
medium60 min0 submissions
Stripe
Scenario

A private equity client is considering acquiring Pallas Pharma, a specialty pharma business in US. You have been asked to build the valuation case.

The company generated $598 M of revenue last year at an EBIT margin of 18%. Management projects revenue growth of 13% per year for five years, after which the business is expected to settle into mature, GDP-like growth.

Capital expenditure runs at 9% of revenue and depreciation & amortisation at 7%. Changes in net working capital consume roughly 5% of incremental revenue. The effective tax rate is 27%.

The company's equity beta is 1.25, the risk-free rate is 3.7%, and the equity risk premium is 5%. Debt carries a pre-tax cost of 9.7% and makes up 34% of the capital structure.

The seller is asking $2604 M for the enterprise.

Supporting data

operating

revenue m
598
tax rate pct
27
ebit margin pct
18
da pct of revenue
7
revenue growth pct
13
capex pct of revenue
9
nwc pct of incremental revenue
5

transaction

asking enterprise value m
2604

capital structure

equity beta
1.25
debt weight pct
34
risk free rate pct
3.7
equity risk premium pct
5
pre tax cost of debt pct
9.7
Your task

Value the business and advise on the asking price. Provide:

  1. Analysis — a five-year free cash flow projection, your WACC, and a terminal value.
  2. Risks — the assumptions your valuation is most sensitive to.
  3. Recommendation — is $2604 M attractive? What would you pay?

Show your calculations. State assumptions explicitly where the case is silent.

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How you'll be graded

100 points, 60% to pass.

  • discount rate20
  • recommendation20
  • terminal value20
  • cash flow projection25
  • sensitivity analysis15
Hint
Reveal suggested structure
  1. Free cash flow for each of years 1-5: FCF = EBIT × (1 − t) + D&A − capex − ΔNWC

  2. WACC:

    • Cost of equity = 3.7% + 1.25 × 5% = 9.95%
    • After-tax cost of debt = 9.7% × (1 − 27%) = 7.08%
    • WACC = 66% × cost of equity + 34% × after-tax cost of debt
  3. Terminal value at year 5, using either perpetuity growth (g below long-run GDP) or an exit EBITDA multiple. Sanity-check one against the other.

  4. Discount everything to today, sum, and compare with the asking price.

  5. Sensitivity across WACC and terminal growth.