Valuation methods: include tax debt and interest payment or not?

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August 28, 2021

by a searcher from University of Virginia-Darden - Darden School of Business in Charlottesville, VA, USA

I'm working on a a valuation and got to thinking when I value the company should I include yearly tax, interest, and principle payments (ie count them as a cost) like you would when using and Equity Residual Approach?

To put it another way instead of just discounting the EBITDAs for the forecasted period and the terminal value using our required rate of rate of return should I really be using net income after taxes (NOPAT) or free cash flows where the EBITDA is reduce by the yearly debt payment (principle + interest)

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Reply by an intermediary
from The University of Chicago in Chicago, IL, USA
1) Value is independent of target's capital structure, taxes, etc.
2) Value does depend on buyer's capital structure, interest, taxes, etc.
3) You should NEVER discount EBITDA. Discounting can ONLY be applied to cash flow.
4) You seem to know valuation math. So here are few comments. WACC assumes constant capital structure, which is never true. Hence, one cannot use FCFF b/c it uses WACC should not be used. That leaves us with FCFE. But that is a challenge b/c how do you know FCFE w/o knowing debt-service, which requires knowing price, which is what we are trying to determine. This is a circular problem. It can be solved through iterations. You can find my articles on Google, SSRN and BVR.
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Reply by a searcher
from The University of Chicago in Chicago, IL, USA
Financing decisions (i.e. how much debt or equity is put into the business) should not really affect the value of any asset. But taxes should be included. At a high level, free cash flows should be calculated as Net Operating Profit After Taxes (NOPAT) minus investments (Maintenance CAPEX + Increases in Working Capital). Once you run a DCF and calculate an appropriate enterprise value, you can always back into the implied EBITDA multiple to sanity check vs. what you think comps should be trading at. Hope this is helpful.
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