Sunday, February 4, 2018

Valuation

Even though I think of myself as value investor, I am not a valuation purist. Specifically:

  • I do not use CAPM, as I do not think beta derived from price action has much meaning
  • I use flat 10% discount rate, and strive to be conservative in estimating cashflows
  • I try to read through and understand details of financial statements, but usually I do not model each variable separately, but use aggregate data
  • I strive to limit myself to companies with very good business models and able and honest management
  • I follow developments in each company I'm invested in and try to understand if there are any changes that permanently affect the business
  • I choose growth rates based on history and my understanding of the business, even if superficially they look wrong (e.g. for a few years I was estimating GOOG EPS growth in 14-18% range for the next 10 years - bold, but if anything, I actually underestimated it)
I also do not update my models very often - usually once a year, unless I think that the value has changed materially.

I just revisited the valuations I did 1.5 to 1 year back, and they are often quite close to current price. I do not attach too much meaning to this short term check, especially in the context of raging bull market. Anyhow, here it is:
Companyprevious priceprevious valuation2018-02-02 price2018 valuation
AAPL103168160183
BRK.B144222209223
GM314441188*
GOOG773106411111607
WFC4860.564-
VER11.0611.387.0910.63
KHC816277-
VRX--1897.5*
With '-' I marked stocks that I did not value this year.
* - yes, I'm estimating GM & VRX to be few-baggers within a few years. These valuations are of course very sensitive to the assumptions I made and on top of that VRX has a substantial risk due to high debt that I do not explicitly discount for. GM's valuation comes mostly from my projections of Transportations as a Service earnings, while VRX comes mostly from repayment of debt thanks to robust cash flows.

Based on this latest iteration, I will be rebalancing my portfolio soon. Stay tuned.

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