DCF и NPV на собесе финансового аналитика

Зачем DCF на собесе финаналитика

DCF (Discounted Cash Flow) — стандартный метод оценки стоимости бизнеса / проекта. На собесе финаналитика типичная задача — оценить инвестиционный проект через NPV. Без понимания DCF / NPV — слабая позиция, особенно для FP&A / corporate finance ролей.

Слабый ответ — «сравню revenue». Сильный — про FCF projection, WACC, terminal value, sensitivity, validation через multiples.

Принцип DCF

Идея: value of business / project = sum of future cash flows, discounted к today.

Why discount? Future $1 < today's $1 из-за:

  • Inflation
  • Opportunity cost (could invest elsewhere)
  • Risk (future uncertain)

Discount rate = required return = cost of capital.

NPV (Net Present Value)

Formula:

NPV = Σ (CF_t / (1 + r)^t) - Initial Investment

где:

  • CF_t — cash flow в год t
  • r — discount rate
  • t — years

Decision rule:

  • NPV > 0 → проект выгоден (creates value)
  • NPV < 0 → отвергнуть
  • NPV = 0 → indifferent (break-even)

Пример:

  • Initial investment: $100k
  • CF year 1: $40k, year 2: $50k, year 3: $30k
  • Discount rate: 10%
  • NPV = -100 + 40/1.1 + 50/1.21 + 30/1.331 = -100 + 36.4 + 41.3 + 22.5 = $0.2k

Marginal. Boundary case — small assumption change flips decision.

IRR (Internal Rate of Return)

Definition: discount rate, при котором NPV = 0.

Use case: «какая return investment даёт?»

Decision rule:

  • IRR > hurdle rate → принять
  • IRR < hurdle rate → отвергнуть

Limitations:

  • Multiple IRR при alternating cash flows
  • Misleading для projects different scales
  • NPV preferable для capital budgeting decisions

WACC (Weighted Average Cost of Capital)

Стандартный discount rate для company-wide projects.

Formula:

WACC = (E/V) × Re + (D/V) × Rd × (1 - tax)

где:

  • E — market value of equity
  • D — market value of debt
  • V = E + D
  • Re — cost of equity (CAPM)
  • Rd — cost of debt (yield)
  • tax — corporate tax rate

Re via CAPM:

Re = Rf + β × (Rm - Rf)
  • Rf — risk-free rate (government bond yield)
  • β — stock volatility relative to market
  • Rm - Rf — equity risk premium (5-7%)

В РФ 2026: WACC обычно 15-25% для tech companies, 12-18% для stable.

Terminal value

Большая часть DCF value — terminal value (после explicit forecast period).

Gordon Growth Model (perpetuity):

TV = CF_(n+1) / (r - g)

где g = long-term growth rate (2-4% обычно).

Exit multiple:

TV = CF_n × multiple (e.g., EV/EBITDA 10x)

Discount TV к today:

PV of TV = TV / (1 + r)^n

Why terminal value matters:

  • Often 60-80% of total DCF value
  • Sensitive к g и discount rate
  • Sanity check: TV growth не должен превышать GDP growth long-term

Free Cash Flow (FCF)

Unlevered FCF (для company valuation):

EBIT × (1 - tax) + D&A - Capex - Δ working capital

Levered FCF (для equity valuation):

Net income + D&A - Capex - Δ WC - Net debt repayment

Уровень для DCF: обычно unlevered → discount at WACC → enterprise value.

DCF model steps

  1. Forecast operating model: revenue, costs, EBITDA на 5-10 years.

  2. Compute FCF: EBIT × (1-tax) + D&A - Capex - ΔWC.

  3. Determine WACC.

  4. Discount each FCF к present: CF_t / (1 + WACC)^t.

  5. Terminal value: Gordon growth or exit multiple.

  6. Sum: Enterprise Value = PV of FCFs + PV of TV.

  7. Equity value: EV - Net debt = Equity value.

  8. Per share value: Equity / shares outstanding.

Sensitivity analysis

DCF heavily зависит от assumptions. Always sensitivity.

Two-way data table (Excel):

  • Rows: WACC (10%, 12%, 14%, 16%, 18%)
  • Columns: terminal g (1%, 2%, 3%, 4%, 5%)
  • Cells: NPV / Enterprise Value

Other key sensitivities:

  • Revenue growth
  • EBITDA margin
  • Capex assumptions

Validation

DCF — assumptions-heavy. Sanity check:

1. Multiples comparison:

  • EV/EBITDA, EV/Revenue
  • Compare к peer multiples
  • DCF must be in reasonable range

2. IRR sanity:

  • Reasonable IRR (10-25% typical)
  • Если 40%+ — likely overestimated

3. Terminal value share:

  • 60-80% normal
  • 90% — flag (overdependent on terminal)

4. Forecast period choices:

  • 5-10 years explicit
  • Beyond — terminal

Типичные кейсы

«Оцените проект через NPV. Initial investment $1M, FCF $200k / year × 7 years, WACC 12%»

PV of FCFs: 200k × annuity factor (12%, 7 yr) = 200k × 4.564 = $912k. NPV = 912 - 1000 = -$88k → отвергнуть.

«Why NPV > IRR для decisions?»

IRR может mislead для projects different scales, multiple IRR при non-conventional CFs. NPV — absolute value created.

«Terminal value 80% of DCF. OK?»

Common, но flag. Means most value beyond forecast. Sensitivity на g critical.

«DCF vs multiples (relative valuation)?»

DCF — fundamental, future-oriented. Multiples — relative к peers, market-driven. Best: оба подхода вместе.

Частые ошибки

  • Constant FCF growth. Reality — non-linear, seasonal.
  • WACC без CAPM. «Pick 10%» — arbitrary.
  • Terminal g слишком high. Above GDP — unreasonable long-term.
  • Без sensitivity. Single number — false precision.
  • Mismatch unlevered FCF / levered discount rate. Conceptual error.

FAQ

DCF для startup?

Сложно — short history, high uncertainty. Альтернатива: VC-multiples, scenario analysis.

IRR vs MIRR?

MIRR (Modified IRR) — assumes reinvestment at WACC, не at IRR. Realistic. Используется для projects с non-standard CFs.

Inflation в DCF?

Real CF + real discount rate ИЛИ nominal CF + nominal discount rate. Don't mix.

DCF чувствителен к WACC?

Yes — небольшое изменение → big NPV swing. Sensitivity обязательна.

Где практиковать DCF?

Wall Street Prep, BIWS courses. Build DCF for public companies (Yandex, Tinkoff before delist) — compare к market value.

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