Morgan Stanley Investment Banking Pitch Book slide image

Morgan Stanley Investment Banking Pitch Book

Morgan Stanley 2 Discounted Cash Flow Analysis Preliminary Discounted Cash Flow Analysis SMM Discounted Cash Flow Analysis Perpetuity Growth Rate Discount Rate Implied Valuation NPV of UFCF FV of Terminal Value PV of Terminal Value Aggregate Value Net Cash Equity Value FDSO Price/Share % Premium/ (Discount) to Current % of Aggregate Value UFCF Terminal Value Implied Terminal EBITDA Multiple Implied Exit FCF Multiple (P/LFCF) PGR 13.3% 1,440 4,904 1.500 2,940 315 3,255 185.0 $17.59 (9%) Share Price Sensitivity(2)(5) $/Share, Growth declines to 4% by 2032; EBITDA margin increases to 44% 49% 51% 6.5x 10.7x PROJECT ORANGE WACC 13.3% 12.8% 12.3% 11.8% 11.3% 2.5% $17.18 $18.05 $19.09 $20.16 $21.45 3.0% $17.59 $18.52 $19.63 $20.78 $22.18 3.5% $18.04 $19.04 $20.23 $21.48 $23.00 4.0% $18.54 $19.61 $20.90 $22.27 $23.93 4.5% $19.10 $20.26 $21.66 $23.16 $25.00 5. FDSO based on basic share count and dilutive securities schedule per latest filing 6. CY2023E NPV of uFCF stubbed for mid-year 3.0% 12.3% 1,513 5,432 1.807 3,320 315 3,635 185.2 $19.63 1% 46% 54% 7.2x 11.7x Notes 1. Management case through to FY2025 reflects forecasts provided by Management on 8/12/2022 2. Extrapolations were reviewed and approved by Management on 9/1/2022 3. Calculated as implied exited aggregate value divided by relevant perpetual operating metric 4. Table assumes 12 3% WACC and 3.5% PGR PGR 2.5% 3.0% 3.5% 11.3% 4.0% 4.5% 1,590 6,088 2,205 3,795 315 4,111 185.3 $22.18 14% 42% 58% 8.1x 13.1x AV / Revenue Implied Exit Multiples (2)(3) X, Growth declines to 4% by 2032; EBITDA margin increases to 44%; Assumes 12.3% WACC Multiple 3.0x 3.2x 13.3% 3.4x 3.6x 3.9x 1,440 5,179 1,584 3,024 315 3,339 185.1 $18.04 (7%) 48% 52% 6.9x 11.2x AV / EBITDA 6.8x 3.5% 12.3% 7.2x 7.7x 8.2x 8.8x 1,513 5,769 1,919 3,432 315 3,747 185.2 $20.23 4% 44% 56% 7.7x 12.4x P/FCF 11.1x 11.7x 12.4x 13.2x 14.1x PRELIMINARY AND CONFIDENTIAL DRAFT 11.3% 1,590 6,510 2,358 3,948 315 4,264 185.4 $23.00 18% 40% 60% 8.7x 13.9x 13.3% Terminal EBITDA Margin 1,440 5,485 1,677 3,117 315 3,433 185.1 $18.54 46% 54% 7.3x 11.8x 4.0% 12.3% 2% 1,513 6,147 2,045 3,557 315 3,873 185.3 $20.90 8% 43% 57% 8.2x 13.2x 11.3% 1,590 6,991 2,532 4,122 315 4,438 185.4 $23.93 23% Revenue and FCF Sensitivity(4)(5) $/Share, FY2032 Revenue Growth (linear decline from FY2026) 2032 Revenue Growth 39% 61% 9.3x 14.9x 4% 8% 12% 16% 34% $14.96 $15.77 $17.51 $19.46 $21.61 39% $17.06 $18.00 $20.02 $22.27 $24.77 44% $19.17 $20.23 $22.53 $25.08 $27.92 49% $21.28 $22.46 $25.03 $27.89 $31.07 $24.69 $27.54 $30.71 $34.22 54% $23.38 Range from Football Field (p. 7) 12
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