Morgan Stanley Investment Banking Pitch Book slide image

Morgan Stanley Investment Banking Pitch Book

Project Roosevelt Price per Share, $(1) Methodology Market Reference: Broker Price Target • Single broker with current estimates Valuation Analysis: SOTP (2)(3) • Owned asset valuations based on DCF and private market bids • Management Co. based on comps 2016E EBITDA Multiples Trading Comps (2)(3) • 2016E EBITDA Multiples 3(a) DCF (Unlevered) 3(b) DCF (Levered) MONROE VALUATION Preliminary Illustrative Summary Valuation Monroe Equity Value Per Share (Standalone Case) • 4-year projected unlevered cash flows $0.00 Standalone Asset Sales • Selling one or both hotel assets $0.00 Morgan Stanley $0.00 • 4-year projected levered cash flows $0.00 Excludes Unidentified Contracts $0.00 1 $0.72 0.50 0.00 Notes 1. Negative per share values curtailed at $0.00 2. Based on Tier 1 peers which include BEL, H, HLT, IHG, MAR and HOT $1.30 1.00 I Current Price I (3/12/16) $1.63 $1.38 1 I 1 1.50 1 2.00 I Trousdale Offer $2.25 1 $2.37 2.50 3.00 Strictly Confidential One research analyst covers Monroe; $1.30 price target released the day after Company's 4Q15 earnings call Consensus 2016E EBITDA estimate of $44.5MM compared to management projected $36.2MM (23% delta) Owned asset valued at range of bids, DCF valuations, and BOVS Discount Rate: 7.0%-9.0% - Exit Cap Rate: 7.0%, 7.25% for Clift - EBITDA multiple for Management Business, F&B, and public company costs: 9.4x-12.6x (tier one comps) $23MM of NOL value at the mid-point • Tier one comps 2016E EBITDA range of 9.4x to 12.6x $36.2MM Proj. 2016 EBITDA • $23MM of NOL Value at the mid-point Discount Rate: 7.2% -8.5% (4) Exit EBITDA Multiple for Owned Hotels and Mgmt Business: 11.5x-13.5x Cost of Equity: 11.8%-15.0% Exit Total EBITDA Multiple: 11.5x- 13.5x 3. EBITDA used to determine going concem value does not include lost contracts or termination payments, instead the present value of these cash flows were included in the analysis to obtain a company per share value 4. Terminal value assumes going concem achieves more typical capital structure. Utilizes tier 1 lodging long term beta of 1.3, risk free rate of 2.1%, market risk premium of 6%, and weighting of 30% debt and 10% pref to total capitalization based on tier 1 lodging comps to calculate WACC 26
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