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Module 06 of 1260 min readIntermediate

The terminal value — where DCFs are won or lost

Gordon growth vs exit multiple, the implied growth that makes them consistent, why TV is usually 65-85% of enterprise value, and the discipline of bounding it.

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Learning objectives

By the end of this module, you should be able to:

  • 01Compute terminal value using both Gordon growth (perpetuity) and exit multiple methods
  • 02Cross-check the two methods against each other to expose unrealistic assumptions
  • 03Defend a perpetual growth rate that is economically reasonable (between inflation and nominal GDP)
  • 04Apply the correct discount factor for TV (year-5, not year-6)

Terminal value is the present value of every cash flow beyond the explicit forecast period — in practice, year 6 to infinity. In a typical 5-year DCF, terminal value is 65-85% of total enterprise value. This is where DCFs are won or lost. Spend most of your sanity-checking effort here.

The Gordon growth (perpetuity) method

text
Terminal Value = FCF(year 6) / (WACC − g)
where g = perpetual growth rate

This is the standard textbook formula. It requires a perpetual growth rate that is below WACC (otherwise the formula explodes) and above zero (otherwise the business is shrinking forever, which is rarely true for going concerns). The economically defensible range is between long-term inflation and long-term real GDP growth — for most developed markets, 2-3%; for Kenya, perhaps 4-6% nominal, depending on inflation expectations.

The exit multiple method

text
Terminal Value = EBITDA(year 5) × Exit multiple
where Exit multiple is observed in current comparables

Multiply the year-5 EBITDA by an EV/EBITDA multiple drawn from current comparable companies, on the assumption the company exits at a similar multiple. This is the practitioner's preferred method because it grounds terminal value in observable market reality rather than a perpetuity assumption that no one can verify.

Cross-check the two methods

Always compute both. If your Gordon growth model implies an exit multiple of 30x and your comparables trade at 10x, something is wrong — either your discount rate is too low, your perpetual growth is too high, or both. Conversely, if your exit multiple implies a perpetual growth rate of 8% (which it might, with low WACC), you have an unrealistic terminal valuation that needs revisiting.

TV is the answer most of the time

If you tweak revenue growth in year 1 by 1%, the answer barely moves. If you tweak the perpetual growth rate by 0.5%, the answer can move 15%. Your sensitivity tables should focus on TV inputs (g, exit multiple) and WACC, not on early-period operating assumptions.

The discount factor for TV

TV is computed at year 5 (the end of the explicit period) and must be discounted back to today at the same WACC as the explicit cash flows. Use the year-5 discount factor (1 / (1 + WACC)^5), not year 6. This is a one-line error that turns up in surprisingly senior models.

Exercise

A 5-year DCF on a Kenyan industrial gives the following explicit-period FCFF: Y1 800, Y2 920, Y3 1,050, Y4 1,180, Y5 1,300 (all in KES millions). WACC is 15%. Year-6 FCFF is forecast at KES 1,365m. Compute terminal value via both methods, then assemble the full enterprise value. (1) Gordon growth at g = 4%. (2) Exit multiple at 7x EBITDA, with Y5 EBITDA = KES 2,000m. (3) Reconcile the two — what does each imply about the other? (4) What proportion of EV does terminal value represent in each case, and is that reasonable?

Key takeaways

  • Terminal value is 65-85% of enterprise value in a typical 5-year DCF — this is where DCFs are won or lost
  • Gordon growth: TV = FCF₆ / (WACC − g). Must have WACC > g and g > 0 economically
  • Exit multiple: TV = EBITDA₅ × multiple. Grounded in observable market comparables
  • Always compute both methods and reconcile — if the implied perpetual growth is unreasonable, your TV is wrong

Further reading

  1. 01

    Valuation: Measuring and Managing the Value of Companies, Chapter 12: Estimating Continuing Value

    Tim Koller, Marc Goedhart & David Wessels · Wiley · 2020

  2. 02

    The Dark Side of Valuation: Valuing Young, Distressed, and Complex Businesses

    Aswath Damodaran · FT Press · 2018

  3. 03
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