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1 RMIT Classification: Trusted Financial Statement Analysis_BAFI1070_Final individual Assignment (2021 Semester XXXXXXXXXXMarks) Please analyse each Case in a report in Word or PDF format (on the...

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1

RMIT Classification: Trusted
Financial Statement Analysis_BAFI1070_Final individual Assignment (2021 Semester XXXXXXXXXXMarks)
Please analyse each Case in a report in Word or PDF format (on the first page of word file, please
clarify your course code, name and student ID). You could add a sperate Excel spreadsheet to
support calculations in related questions if needed. Ru
ics has already been provided to you on
Canvas.
Case 1(24 Marks):
Wonderplayer develops video game products for consumers. In June 2012, a team of analysts issued
a research report that valued Wonderplayer’s stock at $11.6 per share, compared to the then-
cu
ent market price of $13. The research report’s discounted cash flow valuation table is
eproduced below. The 2012 figures are as reported by Wonderplayer, but the 2013 through 2020
figures are analysts’ forecasts. Key assumptions include a weighted average cost of capital of 10%
and a perpetual growth rate of 2%. All dollar amounts are in millions except share value.
Required:
1, Comment on how the analyst of Wonderplayer calculate free cash flow compares with how the
professional CFA might compute free cash flow directly from the company’s financial statements. (4
marks)
2, What role does the 10% WACC play in the discounted cash flow valuation analysis? How about the
ole of WACC in the abnormal earnings valuation analysis? (2 mark)
3, Explain in detail to someone unfamiliar with present value calculations about how the Present
value 2013–2020(i.e. $ XXXXXXXXXXis computed. (4 marks)
4, Explain in detail how the figure $468.7 for Present value beyond 2020 is computed. (5 marks)
5, Why does the analyst team subtract an amount for net debt in a
iving at Equity value? (Note: The
term net debt is defined for spreadsheet purposes as financial liabilities (e.g., loans) minus any
financial assets (e.g., money market investments)) (2 marks)
6, What share value estimate would the Wonderplayer have calculated if they had used an abnormal
earnings value approach rather than a discounted cash flow approach and had developed forecasts
Actual XXXXXXXXXX XXXXXXXXXX 2020
Total Revenues: XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX
EBITDA XXXXXXXXXX XXXXXXXXXX 134.4
Capital expenditures XXXXXXXXXX XXXXXXXXXX3.5
Cash taxes XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX
Free cash flow XXXXXXXXXX XXXXXXXXXX
Discount factor: XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX
Present value XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX XXXXXXXXXX
Present value beyond XXXXXXXXXX
Present value XXXXXXXXXX
XXXXXXXXXX
Less net debt 54.1
Equity value XXXXXXXXXX
Shares ourstanding 50.35
Share value XXXXXXXXXX
Analyst Forecast

2

RMIT Classification: Trusted
of abnormal earnings and book values that were consistent with the cash flow forecast in the above
worksheet? Why? (3 marks)
7, Sometimes analysts’ research reports contain inadvertent computational e
ors. What would the
estimated value of Wonderplayer’s stock have been if the analysts mistakenly used 60 million shares
outstanding rather than the co
ect 50.35 million share count? (2 marks)
8, If you were the analyst of Wonderplayer in June 2012, what would be your investment
ecommendation advice to the investors of Wonderplayer based on your discounted cash flow
valuation analysis? (2 marks)
Case 2(7 Marks):
Siemens AG: Identifying differences and similarities between IFRS and GAAP
Presented below are excerpts from the 2018 annual report of Siemens AG, a German company that
operates in numerous industries, including technology, power generation, and medical diagnostics.
NOTE 1 Basis of presentation
Inventories—Inventories are valued at the lower of acquisition or production costs and net realizable
value, costs being generally determined on the basis of an average or first-in, first-out method.
NOTE 11 Inventories
Cost of sales includes inventories recognized as expense amounting to €57,029 million and €57,176
million, respectively, in fiscal 2018 and 2017. Compared to prior year, write-downs increased
(decreased) by €(19) million and €15 million as of September 30, 2018 and 2017.
Source: Siemens AG 2018 annual report.
Required:
3

RMIT Classification: Trusted
Using the Siemens AG note as an example, identify the similarities and differences between U.S.
GAAP and IFRS regarding inventory financial accounting and reporting.
Case 3(9 Marks):
Walla Corporation’s International Division consists of two of Walla’s subsidiaries. One of the
subsidiaries operates in the United Kingdom and the other on the European continent. The U.K.
subsidiary had identical sales revenue amounts, as measured in British pounds, in 20X1 and 20X2
and reported a 25% gross profit margin in both years. Similarly, the European subsidiary’s sales
evenue was the same in 20X1 and 20X2 when measured in euros. It reported a 33.33% gross profit
margin in both years. Both subsidiaries account for their inventories under FIFO.
Assume the British pound was rising steadily in value versus the U.S. dollar throughout 20X1 and
20X2. Assume the euro was declining steadily in value versus the U.S. dollar throughout 20X1 and
20X2.
Required:
1, If Walla uses the cu
ent rate method to translate the British subsidiary’s financial statements into
U.S. dollars, how is the British subsidiary’s 20X2 gross margin percentage, based on its U.S. dollar
financial statements, most likely to compare to its gross margin percentage based on the 20X2
British pound financial statements? Explain. (3 Marks)
2, If Walla uses the temporal method to translate the British subsidiary’s financial statements into
U.S. dollars, how is the British subsidiary’s 20X2 gross margin percentage, based on its U.S. dollar
financial statements, most likely to compare to its gross margin percentage based on the 20X2
British pound financial statements? Explain. (3 Marks)
3, If Walla uses the cu
ent rate method to translate both subsidiaries’ financial statements into U.S.
dollars, how is the gross margin percentage for the International Division in 20X2 most likely to
compare to the gross margin percentage of the International Division in 20X1? Explain. (3 Marks)
Answered 3 days After Oct 25, 2021 RMIT University

Solution

Rochak answered on Oct 28 2021
128 Votes
Case 1:
Answer 1: The analyst calculated the free cash flow through the EBITDA, but the CFA will calculate the free cash flow from net income, because for equity value one must calculate the free cash flow to firm to value the firm in order to find out the per share value.
Free cash flow to the Firm is a metric which is calculated by the CFA Analyst using the following formula:
Free Cash Flow = Net Income + Non-Cash Charges + Interest * (1 – Tax rate) – Capital Expenditures – Working capital expenditures
The formula which the analyst used is:
Free Cash Flow = EBITDA – Capital Expenditures – Cash Taxes
The analyst calculated the free cash flow but did not subtract the working capital expenditure which is a very important element which needs to be subtracted to calculate the free cash flow.
Working capital expenditure is a cash expenditure which the firm incurs, and this must be subtracted from the Net Income/EBITDA to calculate the free cash flow.
So we can say that the analyst valuation process is wrong and therefore the equity value which the analyst is getting is not very co
ect because the formula which is used to calculate the free cash flow is wrong, as working capital expenditure is a very important cash expenditure which needs to be subtracted from the net income to the calculate the free cash flow.
Answer 2: WACC plays a very important role in the discounted cash flow valuation analysis because it is the WACC only which helps us in calculating the present value of the future cash flow, so if the WACC is higher the share value will be less and if it is less the share value will be high.
The role which WACC plays in the discounted cash flow valuation is the same role it will play in the abnormal earnings valuation analysis.
Answer 3: Present Value = Cash Flow2013/((1+WACC) ^1) + Cash Flow2014/((1+WACC)^2) + Cash Flow2015/((1+WACC)^3) + Cash Flow2016/((1+WACC)^4) + Cash Flow2017/((1+WACC)^5) + Cash Flow2018/((1+WACC)^6) + Cash Flow2019/((1+WACC)^7) + Cash Flow2020/((1+WACC)^8)
= 4.7/((1+10%)^1) + 8.5/((1+10%)^2) + 17/((1+10%)^3) + 33.5/((1+10%)^4) + 39.6/((1+10%)^5) + 50.8/((1+10%)^6) + 66.3/((1+10%)^7) + 78.8/((1+10%)^8)
= $170.9977
The present value of cash flow is calculated using the WACC as the discount rate and we assume that the cost of the funding will be the WACC percentage and therefore to calculate the present value of the cash flow we need to discount each year’s cash flow using the discount rate which in the case of a company or a project is mostly WACC.
WACC is the Weighted Average Cost of Capital, which is the cost the company incurs on the overall capital the company has. WACC is calculated using the Cost of debt, cost of equity, debt value percentage in the capital structure, equity value percentage in the capital structure and the tax structure.
WACC = (Cost of Debt * (1-Tax rate) * debt value percentage in the capital structure) + Cost of equity * equity value percentage in the capital structure
This is the WACC, the WACC is the cost of capital for the company, the company uses this to discount all the cash flow the company generates, but if the company is discounting the cash flow a particular project than the WACC may change because of the risk the project may have.
Answer 4: Present Value Beyond 2020 = (Cash Flow2020 * (1+Perptual Growth rate)/(WACC – Perpetual Growth Rate))/((1+WACC)^8)
= (78.8 * (1+2%)/ (10%-2%))/((1+10%)^8)
= $468.7
This is the present...
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