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DCF Valuation Calculator

Projects free cash flow at a constant growth rate for a number of years, discounts each year and a Gordon-growth terminal value at the discount rate, and reports enterprise value, equity value (after net debt) and value per share.

When to use

You want an intrinsic value of a company or project from its current free cash flow, a growth assumption, a discount rate (e.g. WACC) and a terminal growth rate.

Do not use when: Cash flows are irregular or already listed year by year (use npv), the company has negative free cash flow, or you want the rate of return of known flows (use irr). Informational only; not financial advice.

Formula

FCF_t = current_free_cash_flow × (1 + g)^t; PV = Σ_{t=1..N} FCF_t / (1 + r)^t; TV = FCF_N × (1 + g_T) / (r − g_T); EV = PV + TV / (1 + r)^N; equity = EV − net_debt; per share = equity / shares_outstanding

Two-stage discounted cash flow with end-of-year flows and a Gordon-growth perpetuity for the terminal value; the result is only as good as the growth, discount-rate and terminal assumptions. Informational mathematics only; not financial advice.

Inputs

ParameterTypeUnitRequiredDescription
current_free_cash_flownumberyesMost recent annual free cash flow (year 0) in currency units. Range: > 0, ≤ 1000000000000000
growth_rate_percentnumber% per yearyesAnnual growth of free cash flow during the projection period. Range: ≥ -50, ≤ 100
projection_yearsintegeryearsdefault 5Number of explicitly projected years before the terminal value. Range: ≥ 1, ≤ 20
discount_rate_percentnumber% per yearyesRequired return or WACC used to discount the cash flows. Range: > 0, ≤ 100
terminal_growth_percentnumber% per yearyesPerpetual growth after the projection period; must be below the discount rate. Range: ≥ -10, ≤ 20
shares_outstandingnumbernoOptional share count for the value per share. Range: > 0, ≤ 10000000000000
net_debtnumberdefault 0Debt minus cash, subtracted from enterprise value to get equity value (negative for net cash). Range: ≥ -1000000000000000, ≤ 1000000000000000

Outputs

OutputTypeUnitDescription
pv_of_cash_flowsnumberΣ FCF_t / (1 + r)^t over the projection years.
terminal_valuenumberFCF_N × (1 + g_terminal) / (r − g_terminal) at the end of year N.
pv_of_terminal_valuenumberterminal_value / (1 + r)^N.
enterprise_valuenumberpv_of_cash_flows + pv_of_terminal_value.
terminal_value_share_percentnumber%pv_of_terminal_value / enterprise_value × 100 (high values mean the result depends mostly on the terminal assumptions).
equity_valuenumberenterprise_value − net_debt.
value_per_sharenumberequity_value / shares_outstanding (only when shares are given).
cash_flowslistOne row per year: year, fcf, discount_factor, present_value.

Example

FCF 100, 10 % growth, 5 years, 10 % discount, 2 % terminal: {"current_free_cash_flow":100,"growth_rate_percent":10,"projection_years":5,"discount_rate_percent":10,"terminal_growth_percent":2}{"pv_of_cash_flows":500,"terminal_value":2053.4,"pv_of_terminal_value":1275,"enterprise_value":1775,"terminal_value_share_percent":71.83,"equity_value":1775}

FCF 5 M, 8 % growth, 10 years, 9 % discount, 2.5 % terminal, 2 M shares, net debt 10 M: {"current_free_cash_flow":5000000,"growth_rate_percent":8,"projection_years":10,"discount_rate_percent":9,"terminal_growth_percent":2.5,"shares_outstanding":2000000,"net_debt":10000000}{"pv_of_cash_flows":47545244.93,"terminal_value":170222932.48,"pv_of_terminal_value":71904006.26,"enterprise_value":119449251.19,"equity_value":109449251.19,"value_per_share":54.72}

GET https://tttkmbb.com/api/v1/calculate/dcf-valuation?current_free_cash_flow=100&growth_rate_percent=10&projection_years=5&discount_rate_percent=10&terminal_growth_percent=2

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FAQ

Why must the terminal growth rate be below the discount rate?

The Gordon formula TV = FCF × (1 + g)/(r − g) sums an infinite geometric series that only converges when g < r; a perpetual growth rate should also not exceed long-run economic growth.

What is the difference between enterprise value and equity value?

Enterprise value belongs to all capital providers; subtracting net debt (debt minus cash) leaves the value attributable to shareholders, which divided by the share count gives the per-share value.

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