J.P.Morgan Investment Banking slide image

J.P.Morgan Investment Banking

APPENDIX Discounted cash flow analysis - Adjusted Upside Case Projections ($ millions, except per share data) Adjusted cash EBITDA Less: Mohegan adjustment Less: recurring equity earnings Less: Depreciation EBIT Less: Tax expense Net income Plus: Depreciation Less: Capex Plus: Capitalized interest adj. Plus: Cape Town notes monetization Plus: Kanahura notes monetization Plus: Reethi Rah notes monetization Less: Dev. Proj. Investments Less: Project advances Less: Lux (repayments)/issuances Plus: CF from AC land sale Less: Increases in NWC Plus: Equity earnings terminal valuation Plus: Palmilla dividend Plus: Dividend income Unle vered free cash flow Valuation Equity value per share WACC: 2006E $108 0 (6) (36) 3.00% $95.69 89.05 83.27 $66 (3) $64 36 (263) 26 0 0 0 (97) 0 (1) 0 7 0 0 14 ($214) 2007 E $306 0 (10) (90) $205 5 $210 90 (192) 32 0 0 0 (28) (20) (12) 0 1 0 0 47 $128 2008E $365 0 WACC: EⓇ * * * º °°pon-2-00 (17) (98) $250 (9) $241 98 (75) 18 76 5 1 (0) 1 8 65 $436 2009E $397 0 (22) (99) $276 (9) $267 99 (80) 0 10 2 0 O SONÔNOO 40 20 $377 2006E FV/EBITDA multiple 2010E $424 0 (27) (100) $297 (9) $288 100 (85) 0 ܘ ܘ ܘ ܘ ܘ ܚ ܘ ܗ ܘ ܚ ܟ 13 $330 Terminal growth rate 3.25% 2011E $437 0 (28) (99) $3 10 (10) $300 99 (88) 0 0 0 0 0 0 0 0 0 13 4 $329 2012E $450 0 (29) (99) $323 (10) $313 99 (90) 0 0 0 0 0 0 0 0 0 0 13 4 $338 2013E $464 0 (30) (98) Terminal growth rate 3.25% 3.50% 3.00% 3.50% 9.50% $97.74 $99.96 9.50% 17.3x 17.7x 18.1x 9.50% 10.00% 90.74 92.56 10.00% 16.2 16.5 16.8 10.00% 84.68 86.19 10.50% 15.3 15.5 15.7 10.50% 10.50% Note: Valuation date 6/30/06; assumes land value of $385mm and net debt of $662mm; 2006E adjusted to reflect only Q3-Q4 stub period ¹ Differs from EBITDA in that it includes non-recurring equity earnings and land sales per K-2 model JPMorgan $336 (10) $325 98 (93) 0 WACC: 0 0 0 0 0 0 0 0 0 13 4 $348 2014E $477 0 (30) (98) $349 (11) $338 98 (96) 0 0 0 0 0 0 0 0 0 13 4 $358 2015E $492 (52) (31) (98) 3.00% 10.7x 9.9 9.3 $311 (10) $301 98 (99) 0 0 0 0 0 0 0 0 0 423 13 5 $741 Implied terminal FV/EBITDA multiple Terminal growth rate 3.25% 11.1x 10.3 9.6 2016E $507 (54) (32) (98) $322 (10) $312 98 (101) 0 O O O O O O O O O 13 5 $326 3.50% 11.6x 10.7 10.0 PROJECT PLATO 21
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