Sharing Q&A

M&A and Beta

M&A and Beta

by Tomás Pereira Correia de Castro -
Number of replies: 3

Good afternoon, 

Me and Alexandro have 2 questions: 

Our company did a major major acquisition on 2018. We believe that the combined company is substantially different from the original one. Should we stick with the 6-7 years or should we do the last 5 years. 

For the beta we did a regression for the last 5 years and last 2 years. As the last date of the data collected for this regression we should use 31/12/2023 or can we use 2025?

Thanks for your time. 

In reply to Tomás Pereira Correia de Castro

Re: M&A and Beta

by Diogo Vaz da Silva -
Good afternoon,

Please see below some comments on your questions:

1. Number of years used for historical data:
First, a general comment on the rationale behind choosing a certain period (may be helpful for others):
The optimal number of historical years to use when building a financial model is very situation-specific and not always obvious at the onset. In general, having more years of data to analyze is a good thing, but beyond a certain point, the additional years may offer diminishing returns in value-added.
We recommend students use the last 6-7 years, as this is typically long enough to analyze trends and smooth out cyclicality and one-off impacts/shocks. However, in some cases, it may be beneficial to consider longer periods (e.g., if the company experienced a multi-year shock longer than that period or if that period does not allow for a full appreciation of the industry cycle).

That being said, this does not imply that the same importance should be placed on each year of data used. The goal of the modelling exercise is not to simply project forward averages based on the chosen period.

On your specific case:
It is common for a company to be significantly different after a transformative acquisition. In those cases, it will likely make sense to put significantly more emphasis on the post-acquisition years. However, I would suggest still gathering data for the 6-7 years period, as it may provide valuable insights (e.g., changes in growth profile post acquisition, the ability of management to achieve synergies, changes in the capital intensity of the business, etc).

2. Beta calculation: 
The reference date of the valuation (i.e., price target) is December 2025, so you may use any information that is currently publicly available.
I may have misunderstood your point, but why do you think it could be more appropriate to use 31/12/2023? Is it because that is the last full financial year you have available?

Hope this helps, and let us know if you have any follow-up questions.

Best regards,

Diogo Vaz da Silva

In reply to Diogo Vaz da Silva

Re: M&A and Beta

by Tomás Pereira Correia de Castro -
Good afternoon,

Yes, regarding question 2, my rationale was to align the information used from the financial reports with the data used to compute the beta.

We will then reflect the full information public available.

I have no further questions at this time. Thank you for your time and assistance.

Tomás de Castro
In reply to Tomás Pereira Correia de Castro

Re: M&A and Beta

by Diogo Vaz da Silva -
Yes, trying to align for that does not make sense as you are not trying to value the company as of 31/12/2023.

Regarding the financial data used: I understand that you are building an annual model and that 2023 may be the last full year available. However, the company will likely have reported quarterly/semi-annual numbers in 2024. I recommend looking at the latest reporting and at least comparing that to your projections for 2024 (to ensure they make sense).

Also, to reiterate an important point discussed in the Valuation Q&A session: For a valuation with a reference date in December 2025, the first year discounted in the DCF is 2026.