FIRST PRINCIPLES OF VALUATION

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Presentation transcript:

FIRST PRINCIPLES OF VALUATION

TIME VALUE OF MONEY: Six Functions of a Dollar Future Value of a One Time Deposit Present Value of a Single Future Cash Flow Future Value of an Annuity Present Value of an Annuity Sinking Fund Payment Payment to Amortize Debt

TVM: Future Value of a One Time Deposit with Annual Compounding

TVM: Future Value of a One Time Deposit with Annual Compounding HP 10B Keystrokes Clear registers Annual compounding $1,000 present value 6% annual interest Two year term Compute future value

TVM: Future Value of a One Time Deposit with Annual Compounding

TVM: Future Value of a One Time Deposit with Periodic Compounding

TVM: Future Value of a One Time Deposit with Periodic Compounding HP 10B Keystrokes Clear registers Monthly compounding $1,000 present value 6% annual interest 24 months Compute future value

TVM: Future Value of a One Time Deposit with Periodic Compounding

TVM: Quoted Rates vs Effective Annual Rates

TVM: Quoted Rates vs Effective Annual Rates

TVM: Quoted Rates vs Effective Annual Rates

TVM: Quoted Rates vs Effective Annual Rates

TVM: Quoted Rates vs Effective Annual Rates HP 10B Keystrokes Clears registers Monthly compounding 6% annual interest Compute effective rate Display 4 decimal places

TVM: Quoted Rates vs Effective Annual Rates

TVM: Quoted Rates vs Effective Annual Rates HP 10B Keystrokes Clears registers Compute e to 0.06 power Subtract 1 Multiply by 100 to get the percent.

TVM: Quoted Rates vs Effective Annual Rates

TVM: Present Value of a Future CF Annual Discounting

TVM: Present Value of a Future CF Annual Discounting: HP 10B Keystrokes Clears registers One payment per year $1,000 future value CF in two years 8% annual interest Compute present value

TVM: Present Value of a Future CF Annual Discounting

TVM: Annuities

TVM: Future Value of an Annual Ordinary Annuity

TVM: Future Value of an Annual Ordinary Annuity HP 10B Keystrokes Clear registers One payment per year $1,200 payment/year 6% annual interest For 3 years Compute future value

TVM: Future Value of an Annual Ordinary Annuity

TVM: Future Value of a Periodic Ordinary Annuity

TVM: Future Value of a Periodic Ordinary Annuity HP 10B Keystrokes Clears registers Monthly payments $100 payment/mo. 36 months (3 years) 6% annual interest Compute future value

TVM: Future Value of a Periodic Ordinary Annuity

TVM: Future Value of a Periodic Ordinary Annuity

TVM: Future Value of a Periodic Annuity Due

TVM: Future Value of a Periodic Annuity Due HP 10B Keystrokes Clear registers 12 payments per year 6% annual interest $100 payment/mo. Annuity due (BEGIN) 36 monthly payments Compute future value

TVM: Future Value of a Periodic Annuity Due

TVM: Present Value of an Annual Ordinary Annuity

TVM: Present Value of an Annual Ordinary Annuity HP 10B Keystrokes Clears registers 1 payment per year $1,200 payment/year 3 year term 8% annual interest Compute present value

TVM: Present Value of an Annual Ordinary Annuity

TVM: Present Value of an Annual Ordinary Annuity

TVM: Present Value of a Periodic Ordinary Annuity

TVM: Present Value of a Periodic Ordinary Annuity Hp 10B Keystrokes Clear registers Monthly payments $100 payment/mo. For 36 months 8% annual interest Compute present value

TVM: Present Value of a Periodic Ordinary Annuity

TVM: Present Value of a Periodic Annuity Due

TVM: Present Value of a Periodic Annuity Due HP 10B Keystrokes Clear registers Monthly payments $100 monthly payment 8% annual interest 36 months Annuity due (BEGIN) Compute present value

TVM: Present Value of a Periodic Annuity Due

TVM: Annual Sinking Fund Payment for Ordinary Annuities

TVM: Annual Sinking Fund Payment for Ordinary Annuities HP 10B Keystrokes Clears registers One payment per year 6% annual interest $5,000 future value In three years Compute the annual payment.

TVM: Periodic Sinking Fund Payment for Ordinary Annuities

TVM: Periodic Sinking Fund Payment for Ordinary Annuities

TVM: Periodic Sinking Fund Payment for Ordinary Annuities HP 10B Keystrokes Clear registers Quarterly payments $25,000 future value 24 payments (6 years) 8% annual interest Compute quarterly payment

TVM: Periodic Sinking Fund Payment for an Annuity Due

TVM: Periodic Sinking Fund Payment for an Annuity Due HP 10B Keystrokes Clear registers Quarterly payments $25,000 future value 24 quarterly payments 8% annual interest Annuity due (BEGIN) Compute quarterly payment

TVM: Annual Payment to Amortize Debt for Ordinary Annuities

TVM: Annual Payment to Amortize Debt for Ordinary Annuities HP 10B Keystrokes Clear registers Annual payments $5,000 present value 3 year term 8% annual interest Compute annual payment

TVM: Periodic Payment to Amortize Debt for Ordinary Annuities

TVM: Periodic Payment to Amortize Debt for Ordinary Annuities

TVM: Periodic Payment to Amortize Debt for Ordinary Annuities HP 10B Keystrokes Clear registers Monthly payments $100,000 loan (PV) 7.5% annual interest 360 monthly pmts Compute monthly payment

MORE TIME VALUE OF MONEY Perpetuities Growing Perpetuities The PV of Uneven Cash Flows The PV of Grouped Cash Flows

MORE TIME VALUE OF MONEY: Perpetuities

MORE TIME VALUE OF MONEY: Perpetuities

MORE TIME VALUE OF MONEY: Growing Perpetuities

MORE TIME VALUE OF MONEY: Growing Perpetuities

MORE TIME VALUE OF MONEY: The PV of Uneven Cash Flows

MORE TIME VALUE OF MONEY: The PV of Uneven Cash Flows

MORE TVM The PV of Uneven Cash Flows HP 10B Keystrokes Clears registers One payment per year Initial CF = 0 1st CF = $500 2nd CF = $0 3rd CF = $1,500 4th CF = $2,500 Discount rate = 10% Compute (net) present value

MORE TIME VALUE OF MONEY: The PV of Grouped Cash Flows

MORE TIME VALUE OF MONEY: The PV of Grouped Cash Flows HP 10B Keystrokes Clear registers One payment per year Initial CF = $0 1st grouped CF = $10,000 CF occurs 3 times 2nd grouped CF = $15,000 CF occurs 2 times 3rd CF = $100,000 (1 time) Annual discount rate = 12% Compute (net) present value