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Corporate
Finance FIN 622
VU
Lesson
19
COST
OF DEBT & WEIGHTED AVERAGE
COST OF CAPITAL
(WACC)
The
following topics will be
discussed in this lecture.
Venture
Capital
Cost
of Debt & Bond
Weighted
average cost of debt
Tax
and cost of debt
Cost
of Loans & Leases
Overall
cost of capital
WACC
WACC
& Capital Budgeting
Venture
Capital
Venture
capital is capital typically
provided by outside investors
for financing of new,
growing or struggling
businesses.
Venture capital investments
generally are high risk
investments but offer the
potential for above
average
returns. A venture capitalist (VC) is a
person who makes such
investments. A venture capital fund
is
a
pooled investment vehicle (often a
partnership) that primarily invests the
financial capital of
third-party
investors
in enterprises that are too
risky for the standard capital
markets or bank loans.
Alternatives
to Venture Capital
Because
of the strict requirements venture capitalists
have for potential
investments, many
entrepreneurs
seek
initial funding from angel
investors, who may be more
willing to invest in highly
speculative
opportunities,
or may have a prior relationship
with the entrepreneur.
Furthermore,
many venture capital firms will
only seriously evaluate an investment in
a start-up otherwise
unknown
to them if the company can prove at
least some of its claims
about the technology and/or
market
potential
for its product or services.
To achieve this, or even
just to avoid the dilutive
effects of receiving
funding
before such claims are
proven, many start-ups seek
to self-finance until they reach a
point where
they
can credibly approach outside
capital providers such as VCs or
angels. This practice is
called
"bootstrapping".
In
industries where assets can
be scrutinized effectively because they
reliably generate future
revenue
streams
or have a good potential for
resale in case of foreclosure,
businesses may more cheaply
be able to
raise
debt to finance their growth.
Good examples would include
asset-intensive extractive industries
such
as
mining, or manufacturing industries. The
following factors should be considered
before making decision
to
raise capital through
venture:
limited
market and access of
VC
introduction
market it works on personal
contacts
very
expensive option
Stake
in management make it risky for
original owners.
No
physical collateral is required.
Venture
capitalist must be financially
strong.
previous
track record or success
rate
Style
of venture capitalist in addition to
money skill set will
definitely add
value.
Contacts
of VC are very important.
Exit
strategy must be finalized.
Cost
of Debt Bonds
A
company may have several
bond issues outstanding. From
debt family we need to
calculate first the
cost
of
each class of debt and
then we will calculate the
cost of debt by taking into
account cost of each
component
using their weight age from
total debt. Consider the following
example:
Weighted
Average
Bond
Book
%
of
MV
of
%
of
YTM
BV
MV
ISSUE
Value
BV
Bonds
MV
500.00
0.33
501.50
0.35
6.24
2.09
2.18
D
63
Corporate
Finance FIN 622
VU
496.00
0.33
440.50
0.31
8.36
2.78
2.56
F
200.00
0.13
206.90
0.14
7.31
0.98
1.05
R
297.00
0.20
287.40
0.20
7.90
1.57
1.58
T
1,493.00
1,436.30
7.42
7.37
A
company has four outstanding
bond issues having different
yield to maturity and market
value. We have
both
book values and market
values in the above table
but using market values
are preferred for
computing
weighted
average of cost of bond
interest because the market
value reflect the current risk level in
prices,
Total
BV of bond debt is 1493
million and third column
from left hosts the %
portion of each issue
from
the
total bond debt. In fourth
and 5th columns we have
market values of bonds and
weight of each issue
from
total market value.
In the
last two columns we have
cost of each issue by
multiplying YTM with BV and MV.
The weighted
average
cost of bond debt is 7.37%
using market values.
Like
the way we calculated the bond
single rate as cost of debt, the
cost of loan with a difference
that
normally
we take the book values of debt in
computing the single loan
rate.
It
will be pertinent to note
here that the interest paid on
loans, bonds and leases
are tax deductible whereas
the
dividend paid to preference shareholders
is NOT tax deductible. When we are
calculating the single
cost
rate
of debt family we must take
into account the tax deductibility of
loans, bonds and
leases.
After-tax
Cost of Debt
After-tax
cost of debt = Interest rate x (1 - tax
rate)
EXAMPLE:
0.08 =
10% x (1 - 0.2)
This
explains how we work out the
after tax cost of debt.
Weighted
Average Cost of Capital
Once
we have calculated the individual
component cost then we move ahead to
compute the overall
weighted
average cost of capital. The
process is to find the weight of each
component from overall
capitalization
and then multiply it by the
interest cost of each component.
Adding all the resulting
numbers
give us the WACC.
A calculation of a
firm's cost of capital in which
each category of capital is
proportionately weighted.
All
capital
sources - common stock, preferred stock,
bonds and any other
long-term debt - are included in
a
WACC
calculation.
WACC
is calculated by multiplying the cost of
each capital component by its
proportional weight and
then
summing:
Where:
Re =
cost of equity
Rd =
cost of debt
E =
market value of the firm's equity
D =
market value of the firm's
debt
V=E+D
E/V =
percentage of financing that is
equity
64
Corporate
Finance FIN 622
VU
D/V =
percentage of financing that is
debt
Tc = corporate tax
rate
Broadly
speaking, a company's assets
are financed by either debt or equity.
WACC is the average of the
costs
of these sources of financing, each of
which is weighted by its respective
use in the given situation. By
taking
a weighted average, we can see how
much interest the company
has to pay for every
dollar it
finances.
A firm's
WACC is the overall required return on
the firm as a whole and, as
such, it is often used
internally
by
company directors to determine the
economic feasibility of expansionary
opportunities and mergers. It
is
the appropriate
discount rate to use for
cash flows with risk that is
similar to that of the overall
firm.
Capital
Budgeting
A firm's
WACC is the overall required return on
the firm as a whole and, as
such, it is often used
internally
by
company directors to determine the
economic feasibility of expansionary
opportunities and mergers. It
is
the appropriate
discount rate to use for
cash flows with risk that is
similar to that of the overall
firm.
Popular
methods of capital budgeting include net
present value (NPV),
internal rate of return
(IRR),
discounted
cash flow (DCF) and
discounted payback period.
The discount rate used to
find out the PV of
future
cash flow is normally the
WACC.
In
capital budgeting context it should be
remember that WACC will
only be appropriate discount rate if
the
proposed
project has the same risk level. If the
risk levels of proposed and existing
projects are
different
then
it would be misleading to use
WACC as discount rate.
Consider
the following example that
will aid in understanding the
use of WACC in capital
budgeting
decisions.
·
Example: a
company intends to undertake a project
that will yield after tax
saving of Rs. 4 million
at
the
end of year one. However,
after that these savings are
estimated to grow at 6 percent. The
debt
equity
ratio of 0.5. Cost of equity
is 25% and cost of debt is
11%. This project has the
same level of
risk as the
existing company business. Advise
company on the financial viability of
project. Assume
tax
rate of 40 percent.
· WACC
= 2/3*25 + 1/3 * 11(1-40) =
18.86
· PV =
benefit / WACC - g
· PV =
4,000,000 / .1886 0.06 =
31,104,199/-
Since
the NPV is positive the project can be
undertake.
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