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Intrinsic Value of a SaaS Business: A 20 Year DCF

80 点作者 pstrazzulla超过 6 年前

4 条评论

aaavl2821超过 6 年前
The DCF is an alluring but dangerous way to value a company. It is alluring because it seems like a much more logical, first-principles way of valuing a company compared to slapping a market-based revenue multiple on a company&#x27;s projected sales. It is alluring because it is precise.<p>It is dangerous because it is not accurate. DCFs are very sensitive to assumptions, and confidence intervals for most assumptions are very wide. Two DCF models with credible, but different assumptions can yield hugely different valuations.<p>DCFs are also dangerous because stocks are not valued solely based on fundamental cash flows. In startups especially, if you do a typical DCF with conservative assumptions, you will miss outlier returns when an acquirer&#x27;s thesis hinges upon very aggressive assumptions or synergies that a DCF wouldn&#x27;t capture. This happens all the time in biotech.<p>It is not true that DCFs are independent of how the market values things. Many key inputs into the DCF, especially the discount rate and terminal value, are calculated in part based on how the market values things.<p>In practice, investment bankers and investors use several different methodologies, all somewhat flawed, to triangulate around a valuation. Often the DCF yields the highest valuation of these methodologies.
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justchilly超过 6 年前
The assumptions in your screen capture are dramatically more aggressive than any company in history. E.g. You are showing 60% yoy revenue growth 10 years in. For comparison: Google in year 10: 31%. Amazon in year 10: 23%. Dropbox in year 10: 27%. If these kinds of growth rates were possible, there would likely be much higher discount rates to go with them. Lots of investors do long term DCFs like this (and almost all update 5-year models on a rolling basis).They&#x27;re just not as useful as a shorter term model given lack of visibility that far into the future and likelyhood of having to return funds well before then.
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ttul超过 6 年前
I wanted to know the long-term value of my recurring revenue company. Being a programmer at heart, I wrote a python script that tested out 100,000 random scenarios of customer churn over the next 50 years. This gave me a histogram of future cash flows from the business, allowing me to state with some level of certainty what the range of future cash flow was likely to be.<p>I was really surprised at how valuable the company is when analyzed in this manner. And there’s no bullshit. You assume a churn rate and randomly try it out over thousands of scenarios.
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vbhartia超过 6 年前
great write up. always been curious about this... how do you value growth... especially as Uber &#x2F; Lyft IPO and face slowing growth.<p>What basis do you use to get the discount rate of a SaaS company? This seems fairly arbitrary and is a key part to valuing a company
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