"Unlevered beta" Essays and Research Papers

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    Midland Energy Resources Case Analysis Midland Energy Capital Planning Model • Fund significant overseas growth • As domestic natural resources dwindle‚ overseas investments are the main drivers of growth for Midland. These investments are analyzed and evaluated is US dollars (foreign cash flows are converted to US dollars) and have a US dollar discount rate applied to them. In 2006‚ 77.7% of Midland’s total earnings from equity affiliates came from non-US investments. • Invest in value creating

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    Marriot Case Study

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    Marriot Case Study AF 325 12/12/11 1. The divisional hurdle rates at Marriott have a significant impact on the firm’s financial and operating strategies. For every 1% increase in the hurdle rate there would be a 1% decrease in the net present value of projects inflows. It makes sense to institute these divisional hurdle rates in each of the company’s three divisions since it will assure that projects taken on will have a positive net present value. It is essential for Marriott to make

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    Ameritrade 1997 Case

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    asset beta and CAPM model‚ and explain the steps for computing the asset beta and CAPM to produce the cost of capital for the investment project. II. Mr. Ricketts is aware that Ameritrade does not have a beta estimate due to short trading history‚ and demands us to hand pick comparable firms that will be valuable in assessing the risk of Ameritrade’s planned investment. III. Using the supplied financial data to calculate the asset betas for the comparable firms. I. Definition of Asset beta.

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    Abc Acquitsion

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    For a long‐term investor the geometric average with treasury bonds (4.84%) is used.  For a short‐term investor the arithmetic average with treasury bills (7.92%) is used.  In both cases the longest possible period is taken.    Solutions     1. In December 1995‚ Boise Cascade’s stock had a beta of 0.95. The treasury bill  rate at the time was 5.8%‚ and the treasury bond rate was 6.4%. The firm had  debt outstanding of $1.7 billion and a market value of equity of $1.5 billion;  the corporate marginal tax rate was 36%.   a. Estimate the ex

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    to that‚ there was limited information about Marriot’s competitors. This information has to be used to determine the target leverage and with the lack of data‚ it has an impact on calculating for beta. For this case‚ we show how to estimate beta based on competitive companies and to use these betas to adjust for capital structure‚ ultimately calculating the WACC. We also have to choose the appropriate market risk premium and risk free rate. Furthermore‚ choosing the suitable time period to estimate

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    Marriott Case Solutions

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    for lodging division = 9.25% WACC for restaurant division = 13.84% WACC for Marriott’s contract division = 23.07% Market Value Leverage D/V Beta βs Tax Rate τ Unlevered Beta = βs / (1 + (1 – τ) D/E) Hilton 14.00 0.76 44.00 0.70 Holiday 79.00 1.35 44.00 0.43 La Quinta 69.00 0.89 44.00 0.40 Ramada 65.00 1.36 44.00 0.67 Total Average Unlevered Beta 0.55 βu = 0.55 Cost of Equity Using the target debt ratio of 74%: βTs = βu (1 + (1 - τ) D/E) βTs = .55 (1 + (1 - .44)(.74/.26)) βTs = 1.427

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    Ameritrade: Case Study

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    will be considered in order to assess each possible variable that may influence the result. Areas of focus include the risk free rate‚ market index average returns‚ the market risk premium‚ identifying suitable comparables and calculating the asset betas. The appropriate risk free rate was calculated using U.S. 10-year securities with an annualized YTM of 6.34%. The proposed investment is assumed to have a ten-year life cycle due to the ever-changing environments of both the discount and Internet industries

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    The Boeing 7e7

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    model is applied to estimate the cost of equity of the commercial aircraft division: R_EC= β_EC*(R_M-R_f )+R_f where REC is the cost of equity capital of the commercial aircraft division. βEC is the beta for the commercial division of Boeing. This beta is used instead of the company’s overall beta is because the 7E7 project is a project on the commercial aircraft section. It will help to improve the evaluation process when comparing the WACC with the IRR. Rm is the market rate of return in US and

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    Marketing Managment

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    increasing its level of debt until it is financed with 60% debt and 40% equity. The beta on its common stock at the current level of debt is 1.5‚ the risk free rate is 6%‚ the market risk premium is 4%‚ and LIC faces a 40% Tax rate. a. What is LIC’s current cost of Equity? b. What is LIC’s Unlevered Beta? c. What will be the new beta and new cost of equity if LIC recapitalizes? Equations: Stock’s beta is the relevant measure of risk for

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    Finance 459 help

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    Chapter 10) • Midland’s target debt ratio is different from its actual debt ratio ➢ Table 1 vs. Exhibit #5 ➢ Current equity beta (1.25) does not reflect the “true” equity beta at target debt ratio for Midland. How to solve this issue? Hamada Equation ➢ Asset beta (unlevered beta) – reflects business risk in the market in which a firm operates. ➢ Equity beta (levered beta) – considers

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