BUSINESS VALUATION

BUSINESS VALUATION

Marco Vulpiani

Instructional goals

The objective of the course is to provide candidates with main tools to perform advanced business valuation.

Intended learning outcomes

The lessons generally will deal with explanation of main theoretical valuation models, identification of valuation issues and analysis of possible approaches from academic/professional best practises.

Course Contents

Step 1: Financial Methods Discounted Cash flow Cost of Capital Step 2: Other methods Market Methods Asset-Based Methods Net Income Method Mixed Methods Economic Value Added Method Adjusted Present Value Method Step 3: Valuation of Shareholdings Step 4: Valuation of Groups Step 5: Valuation of M&A and LBO operations Step 6: Valuation of Distressed firms Step 7: Valuation of Intangibles Relief from Royalties Method Multi Period Excess Earnings Method Real Option Method

Reference Books

M. Vulpiani, "Special Cases of Business Valuation", 1st edition, McGraw Hill.

Teaching Methods

Classroom teaching Analysis of cases Testimonials Presentations and assignments tutorials

Assessment Method

Written Test: Mandatory

Thesis assignment criteria

Presentation of a thesis project consistent with the program.

Week 1 Contenuto sessioni on line e on campus

Lesson 1 Introduction to the Course. The Business Valuation. Price and Value. Evidences from the market. Main valuation methods. Lesson 2 Introduction to Financial methods. The theoretical rationale (MM – Gordon formula). Discounted Cash Flow Method (DCF). Case Study: a simplified application of DCF.

Week 2 Contenuto sessioni on line e on campus

Lesson 1 Approaches for the determination of main drivers for DCF (FCF in explicit period, Normalized FCF, Cost of Capital, g). Lesson 2 Cost of Capital. Methods for determination of Cost of Equity (CAPM, Expanded CAPM). Levering and Unlevering methods (Hamada formula). Small Cap Risk Premium. Methods for determination of other inputs of WACC calculation (weights, kd, etc..).

Week 3 Contenuto sessioni on line e on campus

Lesson 1 Specific Risk - Evidences From the Market and Possible Approaches for Its Quantification. Lesson 2 Case Study: application of DCF with WACC calculation.

Week 4 Contenuto sessioni on line e on campus

Lesson 1 Multiple methods. Equity methods. Income method. Lesson 2 Other valuation methods. Mixed method. EVA method.

Week 5 Contenuto sessioni on line e on campus

Lesson 1 Other valuation methods. APV method. Lesson 2 Case Study: Other Valuation methods application. Valuation of shareholdings. Discounts and Premia.

Week 6 Contenuto sessioni on line e on campus

Lesson 1 The Valuation of groups. Lesson 2 Valuation for accounting purposes - part 1: Impairment Test. Case study: Impairment Test.

Week 7 Contenuto sessioni on line e on campus

Lesson 1 Valuation of Small and New Business. Lesson 2 Valuation of M&A/LBO operations.

Week 8 Contenuto sessioni on line e on campus

Lesson 1 Valuation of Distressed firms. Lesson 2 Case Study: the valuation of a Distressed company.

Week 9 Contenuto sessioni on line e on campus

Lesson 1 Valuation of Intangibles. Brands. "Relief from Royalties" method. Lesson 2 Case Study: the valuation of a brand.

Week 10 Contenuto sessioni on line e on campus

Lesson 1 Valuation of Intangibles. Customer Relationship "Multi Period Excess Earnings" method. Lesson 2 Case Study: the valuation of a Customer Base.

Week 11 Contenuto sessioni on line e on campus

Lesson 1 Valuation of Intangibles. Licenses. "Real Option" approach. Lesson 2 Case Study: the valuation of a License.

Week 12 Contenuto sessioni on line e on campus

Lesson 1 Valuation for accounting purposes - part 2: Purchase Price Allocation. Lesson 2 Case study: Purchase Price Allocation.