DDM and FCFE/FCFF — discounted cash flow valuation
In this chapter: Gordon growth model · Two-stage and three-stage DDM · FCFE definition and projection · FCFF and unlevered DCF · Discount-rate selection (CAPM, build-up)
DCF is the gold-standard valuation. CFA L2 tests both formula application and judgement (which model? which discount rate? which growth rate?).
**Gordon (constant growth) DDM**: V0 = D1 / (r – g), where D1 = next dividend, r = required return, g = perpetual growth. Useful for stable, mature companies (utilities, consumer staples). Sensitive to g; small changes in (r-g) swing value massively. **Two-stage DDM**: high growth for n years, then perpetual stable growth. Use for growth firms transitioning to maturity. **FCFE** = NI + D&A − CapEx − ΔWC − Net debt repayment + Net debt issued. (= cash available to equity holders.) Discount at cost of equity (re). **FCFF** = EBIT(1-t) + D&A − CapEx − ΔWC. (= cash available to all capital providers.) Discount at WACC. Subtract debt market value to get equity. When to use which: - DDM: regular dividend payers in stable industries. - FCFE: firms with irregular dividends, leverage stable. - FCFF: firms with changing capital structure, high leverage, negative FCFE.
Discount rate for equity (re): - **CAPM**: re = rf + β(MRP). Use for liquid public-market stocks with reliable beta. - **Build-up**: re = rf + ERP + size + specific risk premiums. For private/illiquid. - **Bond yield + risk premium**: re = company's bond yield + 3-5%. Quick check. WACC = w_d × r_d × (1-t) + w_e × r_e. Use **target** weights (market value), not book. Indian context: equity risk premium debate. Damodaran estimates ~6-8% for India (vs ~5-6% US) due to country risk. Beta typically 0.7-1.3 for established large-caps. Growth rate: - Sustainable growth = ROE × retention ratio. Use for steady-state. - Don't exceed long-run economy growth (~6-8% nominal for India long-term) for terminal stage.
L2 vignette pattern: given assumptions, compute equity value. Then ask sensitivity (e.g., what if g = 5% instead of 4%?). Traps: - Mismatch between cash flow and discount rate (FCFE → re, FCFF → WACC). Easy mistake under exam pressure. - Using book values for WACC weights instead of market. - Terminal-stage growth too high (must be < long-run economy nominal growth). - Not subtracting debt for FCFF→equity conversion. Residual income: V0 = B0 + Σ RI / (1+r)^t, where RI = NI – r×B(t-1). Useful when cash flows volatile but ROE/book stable.
- CFA Institute Equity curriculum
- Mismatching cash flow with discount rate (FCFE↔re; FCFF↔WACC).
- Using book weights in WACC instead of market.
- Setting terminal growth above long-run economy growth.
- Forgetting to subtract debt when converting EV to equity.
Frequently asked
Which model is best?
Why is terminal value usually >50% of total DCF value?
Practice questions
Click each question to reveal the answer and explanation.
Q 1Gordon model V = D1/(r-g) is best for:- (a)High-growth tech
- (b)Mature stable dividend payer
- (c)Cyclical commodity
- (d)IPO firm
- (a)High-growth tech
- (b)Mature stable dividend payer
- (c)Cyclical commodity
- (d)IPO firm
Q 2FCFE is discounted at:- (a)WACC
- (b)Cost of equity (re)
- (c)Cost of debt
- (d)Risk-free rate
- (a)WACC
- (b)Cost of equity (re)
- (c)Cost of debt
- (d)Risk-free rate
Q 3WACC weights should use:- (a)Book values
- (b)Target market values
- (c)Random
- (d)Beta-weighted
- (a)Book values
- (b)Target market values
- (c)Random
- (d)Beta-weighted
Q 4Sustainable growth =- (a)ROA × retention
- (b)ROE × retention
- (c)Dividend yield
- (d)Beta
- (a)ROA × retention
- (b)ROE × retention
- (c)Dividend yield
- (d)Beta
Q 5In terminal stage, growth should not exceed:- (a)10%
- (b)Long-run nominal economy growth
- (c)Inflation
- (d)Last 5-year average
- (a)10%
- (b)Long-run nominal economy growth
- (c)Inflation
- (d)Last 5-year average