SABR — Valuation Models

Interactive models with editable assumptions. All calculations run client-side.

Valuation Summary

Model	Intrinsic Value	vs Price ($1.61)
DCF	$-6.39	-496.8%
Graham Number	—	—
Reverse DCF	—	implied g: 28.8%
DDM	—	—
EV/EBITDA	$1.68	+4.2%

Values reflect default assumptions. Adjust inputs in each model below to update.

1 — Discounted Cash Flow (DCF)

Assumptions

Base FCF($B)Yahoo: $62.38M

Near-term growth (yrs 1–5)(%)Rev: 3.4% / EPS: —

Long-term growth (yrs 6–10)(%)

Terminal growth rate(%)

WACC(%)Computed: 1.25%

Computed WACC: 1.25%

Cost of equity (Re)9.94%(Rf 4.30% + β 1.02 × ERP 5.50%)

Cost of debt (Rd)0.00%(no debt / unavailable → 0%)

Tax rate (T)21.00%(US statutory fallback)

Equity weight (E/V)12.61%

Debt weight (D/V)87.39%

Results

Intrinsic Value / share—

Current Price$1.61

Upside / Downside—

Net Debt (used)$3.62B

Sensitivity: WACC (rows) × Near-term g (cols)

WACC \ Near-term	-3.0%	1.0%	5.0%	9.0%	13.0%
7.0%	$-6.36	$-5.80	$-5.14	$-4.38	$-3.50
8.0%	$-6.86	$-6.41	$-5.88	$-5.27	$-4.56
9.0%	$-7.21	$-6.83	$-6.39	$-5.88	$-5.30
10.0%	$-7.46	$-7.14	$-6.76	$-6.33	$-5.83
11.0%	$-7.65	$-7.37	$-7.05	$-6.67	$-6.24

2 — Graham Number

Assumptions

MultiplierGraham used 22.5 (15× P/E × 1.5× P/B)

EPS (trailing)($)Yahoo: $-0.65

Book Value / share($)Yahoo: $-2.66

Results

Graham Number requires positive EPS and positive Book Value per share. EPS is zero or negative. BVPS is zero or negative.

Graham Number—

Current Price$1.61

Margin of Safety—

Formula: √(22.5 × max(0,EPS) × max(0,BVPS))

3 — Reverse DCF (Implied Growth)

Assumptions

WACC(%)Computed: 1.25%

Terminal growth rate(%)

Computed WACC: 1.25%

Cost of equity (Re)9.94%(Rf 4.30% + β 1.02 × ERP 5.50%)

Cost of debt (Rd)0.00%(no debt / unavailable → 0%)

Tax rate (T)21.00%(US statutory fallback)

Equity weight (E/V)12.61%

Debt weight (D/V)87.39%

Results

Current Price$1.61

Implied Near-term FCF Growth65.0%

Historical Revenue Growth3.4%

Historical Earnings Growth—

Base FCF (TTM)$62.38M

Implied growth is the FCF growth rate (yrs 1–5) that makes the DCF intrinsic value equal the current price. Long-term growth is set to half the implied near-term rate.

4 — Dividend Discount Model (DDM)

Assumptions

Annual dividend D0($/share)Yahoo: —

Dividend growth rate (g)(%)

Required return (r)(%)

Results

This company does not pay a dividend. DDM is not applicable — the intrinsic value shown uses D0 = $0 unless you enter a hypothetical dividend above.

DDM Intrinsic Value / share—

Current Price$1.61

Upside / Downside—

Formula: D0 × (1+g) / (r − g)

5 — EV/EBITDA Multiple

Assumptions

EBITDA($B)Yahoo: $387.20M

Target EV/EBITDA multipleCurrent: 11.1×

Net Debt($B)Default: $3.62B

Results

Implied Equity Value / share$1.68

Current Price$1.61

Upside / Downside+4.2%

Implied EV$4.28B

Sensitivity: EV/EBITDA multiple (rows) × Net Debt (cols)

Mult \ Net Debt	$1.62B	$2.62B	$3.62B	$4.62B	$5.62B
7.1x	$2.82	$0.29	$-2.24	$-4.77	$-7.30
9.1x	$4.78	$2.25	$-0.28	$-2.81	$-5.34
11.1x	$6.74	$4.21	$1.68	$-0.85	$-3.38
13.1x	$8.70	$6.17	$3.64	$1.11	$-1.42
15.1x	$10.66	$8.13	$5.60	$3.07	$0.54

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