Glossary: M08 — Equity Valuation: Concepts and Basic Tools

TermDefinition
Asset-Based ValuationValuing a company by estimating the market value of assets minus liabilities
Book Value per Share (BVPS)(Total Equity - Preferred Equity) / Common Shares Outstanding
Capital Gains YieldThe portion of total return from price appreciation: in the GGM
Constant Growth DDMA DDM assuming dividends grow at a constant rate forever (Gordon Growth Model)
Discounted Cash Flow (DCF)A valuation method that estimates value as the present value of expected future cash flows
Dividend Discount Model (DDM)A model valuing a stock as the present value of all expected future dividends
Dividend Payout RatioDividends per share divided by earnings per share:
Dividend YieldAnnual dividend per share divided by price per share:
Enterprise Value (EV)Market Cap + Total Debt - Cash; measures total firm value to all capital providers
EV/EBITDAEnterprise value divided by EBITDA; a capital-structure-neutral valuation multiple
Fairly ValuedA security whose market price approximately equals its estimated intrinsic value
Forward (Leading) P/EPrice divided by expected next-year earnings per share
Free Cash Flow to Equity (FCFE)Cash flow available to equity holders after all expenses, reinvestment, and debt payments
Free Cash Flow to Firm (FCFF)Cash flow available to all capital providers (equity + debt)
Gordon Growth Model (GGM); values a stock with constant dividend growth
Intrinsic ValueThe true underlying value of a security based on complete analysis of its fundamentals
Justified MultipleA valuation multiple derived from a fundamental model (e.g., justified P/E from GGM)
Margin of SafetyThe difference between intrinsic value and market price; provides a buffer against errors
Market MultipleA valuation multiple observed from comparable companies or the market
Multi-Period DDMA DDM that discounts dividends over multiple periods plus a terminal value
Multiplier ModelA valuation approach using ratios like P/E, P/B, P/S to compare securities
Net Asset Value (NAV)Market value of assets minus market value of liabilities
One-Period DDM; the simplest form of the DDM
OvervaluedA security whose market price exceeds its estimated intrinsic value
P/B (Price-to-Book)Market price per share divided by book value per share
P/CF (Price-to-Cash Flow)Market price per share divided by cash flow per share
P/E (Price-to-Earnings)Market price per share divided by earnings per share
P/S (Price-to-Sales)Market price per share divided by sales per share
Present Value ModelA valuation model that discounts expected future cash flows to the present
Required Rate of ReturnThe minimum return an investor requires to compensate for risk: in valuation models
Retention RatioThe proportion of earnings retained by the company:
Sustainable Growth Rate; the growth rate achievable without external financing
Terminal ValueThe estimated value of a company beyond the explicit forecast period
Trailing P/EPrice divided by the most recent 12 months of earnings per share
UndervaluedA security whose market price is below its estimated intrinsic value

Related: M08 Module Page | Equity Formulas