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FINS5514: Capital Budgeting and Financing Decisions
创建日期：2024-05-30 17:30:14
所属分类：金融Finance
标签： FINS5514
Capital Budgeting and Financing Decisions

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FINS5514: Capital Budgeting and

Financing Decisions
Lecture 5: Cost of Capital
Topics Covered Today
_______________________________________________________________________________
• Different Capital Sources
• Cost of Capital
– The Cost of Capital: Some Preliminaries
– The Cost of Equity
– The Costs of Debt and Preferred Stock
– The Weighted Average Cost of Capital
– Divisional and Project Costs of Capital
– Floatation costs
2
3Different Capital Sources
_______________________________________________________________________________
• Common shares
• Straight debt
• Hybrids:
– Preference shares
– Convertible debt
4Common Stock & Straight Debt
_______________________________________________________________________________
• Common shares are characterised by:
– Residual claim on firm’s assets
– Dividends are not tax deductible
– Cannot force liquidation if they receive no return
– Ranking last in liquidation
– Entails voting rights for board of directors
• Straight Debt is characterised by:
– Fixed claim on the firm’s assets
– Tax deductibility of interest payments
– Can force liquidation if firm fails to meet obligations
– Ranking “up the top” in liquidation
– Entails no voting rights for board of directors
5Hybrids – Preference Shares
_______________________________________________________________________________
• Hybrid securities are a mix of the characteristics of debt
and equity
• Preference shares are characterised by:
– Fixed dividends => increase financial risk
– Floating rate preferred shares - dividends linked to an
underlying security, such as a T-note
– May be redeemable at a fixed date
– Not tax deductible (in Australia)
– Cannot force liquidation if return not received
– But may be cumulative
• Precludes payment of common equity dividends
6Hybrids – Preference Shares
_______________________________________________________________________________
– Ranking below straight debt but above common equity
in liquidation
– No voting rights for board of directors
• Preference shares may also be convertible into equity
• Preference shares have:
– Tax disadvantage relative to debt
– Flexibility disadvantage relative to equity
• Preferred stock riskier than debt as:
– Rank lower than debt in liquidation
– Less likely to receive payments during “hard times”
7Hybrids – Convertible Debt
_______________________________________________________________________________
• A debt security with a fixed rate of interest that is
convertible to ordinary shares within or at a
specified time
• Alternatively, it is debt with an inseparable option
entitling the debtholder to convert it into a
specified number of shares at specified conversion
dates
• If the option is not exercised, the debt is repaid at
maturity
• If it is exercised, the debt obligation is extinguished
and replaced with equity
8Why Cost of Capital Is Important
_______________________________________________________________________________
• We know that the return earned on assets depends on
the risk of those assets
• The return to an investor is the same as the cost to the
company
• Our cost of capital provides us with an indication of how
the market views the risk of our assets
• Knowing our cost of capital can also help us determine
our required return for capital budgeting projects
9Required Return
_______________________________________________________________________________
• The required return is the same as the appropriate
discount rate and is based on the risk of the cash flows
• We need to know the required return for an investment
before we can compute the NPV and make a decision
about whether or not to take the investment
• We need to earn at least the required return to
compensate our investors for the financing they have
provided
10
Cost of Equity
_______________________________________________________________________________
• The cost of equity is the return required by equity
investors given the risk of the cash flows from the firm
– Business risk
– Financial risk
• There are two major methods for determining the cost
of equity
– Dividend growth model
– SML or CAPM
11
The Dividend Growth Model Approach
_______________________________________________________________________________
• If shares are expected to grow at a constant rate, then the
price can be expressed as:
• where
• D0 is the dividend just paid
• D1 is next projected dividend
• RE is the required return and
• the g is the constant growth rate of dividends
=
× 1 +

−
=


−
• This can be re-written as:

=


+
• This implies that investors will expect to receive the
dividend yield plus some capital gains in return for their
investment
7
13
Dividend Growth Model Example
_______________________________________________________________________________
• Suppose that your company is expected to pay a
dividend of $1.50 per share next year. There has been a
steady growth in dividends of 5.1% per year and the
market expects that to continue. The current price is
$25. What is the cost of equity?

=
1.50
25
+ .051 = .111 = 11.1%
14
Example: Estimating the Dividend Growth Rate
_______________________________________________________________________________
• Use the historical average
– Year Dividend Percent Change
– 2000 1.23 -
– 2001 1.30
– 2002 1.36
– 2003 1.43
– 2004 1.50
• Use analyst’s forecasts
– Often multiple forecasts are taken and averaged
(1.30 – 1.23) / 1.23 = 5.7%
(1.36 – 1.30) / 1.30 = 4.6%
(1.43 – 1.36) / 1.36 = 5.1%
(1.50 – 1.43) / 1.43 = 4.9%
Average = (5.7 + 4.6 + 5.1 + 4.9) / 4 = 5.1%
15
Advantages and Disadvantages of Dividend
Growth Model
______________________________________________________________________________
• Advantage – easy to understand and use
• Disadvantages
– Only applicable to companies currently paying dividends
– Not applicable if dividends aren’t growing at a reasonably
constant rate
– Extremely sensitive to the estimated growth rate – an
increase in g of 1% increases the cost of equity by 1%
– Does not explicitly consider risk
• Sharpe won the Nobel prize in Economics in 1990
along with Harry Markowitz and Merton Miller
Sharpe’s contribution
committee:“Developed
according to Nobel
a general theory for the
pricing of financial assets”
12
CAPM: By Sharpe and Lintner
_______________________________________________________________________________
Cost of equity capital in practice
13
Source: J. R. Graham and C. R. Harvey, “The Theory and Practice of Corporate Finance:
Evidence from the Field,” Journal of Financial Economics 60 (2001): 187–243.
From Survey of CFOs: what method do you use?
Capital asset pricing model (CAPM)
______________________________________________________________________________
• Total risk of investing in the firm is the sum of systematic
and unsystematic risk
• Unsystematic risk
– Applies to a single asset or a small group of assets
– For example, a strike by workers at a single firm
• Systematic risk
– Applies to a large number of assets.
– For example, uncertainty about the general economic
system
18
Required rate
of return =
Compensation for the
time value of money +
Compensation
for risk
• Diversification means spreading the risks across many
investments
– Ideally, these investments will have different patterns of
behaviour and different income streams
– This can be used to reduce or eliminate unsystematic risk.
• Systematic risk cannot be removed
• The (fair) expected return of an asset depends only on
that asset’s systematic risk
• CAPM relates systematic risk (β) to returns
– The more risk there is, the higher the expected returns will
be
– Higher expected returns compensate investors for taking
the risk inherent in the investment
19
Diversification (continued)
Risk (%)
Diversifiable (Unsystematic) Risk
Market (Systematic) Risk
Number of Investments
Total risk = Unsystematic Risk +
Systematic Risk.
Decreases as more investments are
added
21
The Security Market Line (SML) Approach
_______________________________________________________________________________
• where
• where Rf is the risk free rate
• RM is the return on the market
– Note that E(RM) – Rf is often called the market risk
premium
• β is the systematic risk of the asset relative to the
average (i.e., the market portfolio)

= +
(( ) − )
• The βi coefficient represents the market risk fraction of the
variance of return of a security
• Expected return E(ri) depends on βI
• To estimate betas:
• Regress stock returns (Rj) against market returns (Rm):
Rj = a + b Rm
where a is the intercept and b is the slope of the regression.
• The slope of the regression corresponds to the beta of the
stock, and measures the riskiness of the stock.
Properties of the β coefficient
_______________________________________________________________________________
23
Example – SML
_______________________________________________________________________________
• Suppose your company has an equity beta of .58 and
the current risk-free rate is 6.1%. If the expected market
risk premium is 8.6%, what is your cost of equity capital?
RE = 6.1 + .58(8.6) = 11.1%
• Since we came up with similar numbers using both the
dividend growth model and the SML approach, we
should feel pretty good about our estimate
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