DCF Scenario Lab: Cash Flow Valuation & Sensitivity Analysis

ECMSource Research Workbench · Advanced valuation

Build a simplified free-cash-flow-to-the-firm valuation, bridge enterprise value to equity, and see how value per share changes across discount-rate and perpetual-growth assumptions.

Build the base case

Use the same currency units for revenue and net debt. Net debt equals debt minus cash; enter a negative number when cash exceeds debt.

Model boundaries

This model uses one revenue-growth rate and one free-cash-flow margin throughout the explicit forecast. It discounts free cash flow to the firm at the weighted average cost of capital, then subtracts net debt.

It does not model changing margins, stock compensation, leases, pensions, minority interests, acquisitions, tax assets, or mid-year cash flows. Treat diluted shares and net debt as deliberate inputs, not afterthoughts.

The perpetual growth rate must remain below the discount rate. A terminal value that dominates the result means the valuation depends heavily on distant assumptions.

Method and evidence

FCFF = projected revenue × FCFF margin
Terminal value = final-year FCFF × (1 + perpetual growth) / (WACC − perpetual growth)
Enterprise value = PV of explicit FCFF + PV of terminal value
Equity value = enterprise value − net debt
Value per share = equity value / diluted shares