- CFA Exams
- CFA Level I Exam
- Topic 5. Equity Valuation
- Learning Module 22. Free Cash Flow Valuation
- Subject 3. Forecasting FCFF and FCFE
CFA Practice Question
Watson wants to forecast FCFE of Alcan, Inc for the year of 2011. After careful research and evaluation, he expects (per share value):
- EPS to grow 10% from $4 in 2010.
- Capital expenditure to grow 12% from $6 in 2010.
- Depreciation to grow to 50% from $3 in 2010.
- Working capital to grow 25% from $1 in 2010.
- Target debt ratio: 40%.
What is the expected FCFE for 2011?
Correct Answer: FCFE = NI - (1 - DR) (FCInv - Dep) - (1 - DR) WCInc = 4.4 + (1 - 0.4) x (3 x 1.5 - 6 x 1.12 - 1 x 1.25) = $2.318.
User Contributed Comments 7
User | Comment |
---|---|
danlan2 | NI+(1-DR)(DEP-FCInv-WCInv) |
MonkeySee | It is assumed that part of the change in working capital is funded by debt thus to maintain the capital structure. |
rhardin | We should subtract out working capital INVESTMENT and fixed capital INVESTMENT, not just the totals of what FC and WC will be in 2011. |
business | why depreciation is 0.6*1.5*3 added instead of just 1.5*3. Surely the debt holders are not funding part of depreciation. |
quanttrader | I for forecasted FCFE use only growth in FC & WC inv |
davidt876 | i'm a lil confused too business |
ashish100 | It's simple. Just thank danlan keep on keepin on. |