BUSINESS VALUATION

Marco Vulpiani

Instructional goals

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

Prerequisites

Financial mathematics Accounting Fundamentals of Corporate Finance Capital Budgeting, Cost of Capital, Financial Structure Others Excel application of mathematics

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 practices.

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. The course includes a Virtual International Exchange Experience in collaboration with Deloitte UK (London Office). The experience consists of over 80 hours of synchronous activities, including virtual lectures, workshops, supervised group work, and mentoring sessions. Students work jointly with Deloitte UK professionals on an international business valuation project, involving regular online interaction, feedback, and final presentations.

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 Virtual International Exchange Experience in collaboration with Deloitte UK (London Office)

Assessment Method

Written Test: Mandatory Continuous assessment: Virtual International Exchange Experience 

Thesis assignment criteria

Presentation of a thesis project consistent with the program.

Week 1

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

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

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

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

Week 5

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

Week 6

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

Week 7

Lesson 1 Valuation of Small and New Business. Lesson 2 Valuation of M&A/LBO operations. Kick-Off Presentation of the Virtual International Exchange Experience by Deloitte UK (London office)

Week 8

Lesson 1 Valuation of Distressed firms. Lesson 2 Case Study: the valuation of a Distressed company. Supervised group Work on the Virtual International Exchange Experience

Week 9

Lesson 1 Valuation of Intangibles. Brands. "Relief from Royalties" method. Lesson 2 Case Study: the valuation of a brand. Supervised group Work on the Virtual International Exchange Experience

Week 10

Lesson 1 Valuation of Intangibles. Customer Relationship "Multi Period Excess Earnings" method. Lesson 2 Case Study: the valuation of a Customer Base. Supervised group Work on the Virtual International Exchange Experience

Week 11

Lesson 1 Valuation of Intangibles. Licenses. "Real Option" approach. Lesson 2 Case Study: the valuation of a License. Supervised group Work on the Virtual International Exchange Experience

Week 12

Lesson 1 Valuation for accounting purposes - part 2: Purchase Price Allocation. Lesson 2 Case study: Purchase Price Allocation. Student Presentations of the Virtual International Exchange Experience to Deloitte UK