Md Fozley Elahi

Unlevered Free Cash Flow, DCF Valuation Model, and Sensitivity Analysis

1. Project Title

Unilever DCF Valuation Using Unlevered Free Cash Flow

2. Project Objective

The objective of this project is to estimate the intrinsic value of the company using a Discounted Cash Flow (DCF) model based on Unlevered Free Cash Flow (UFCF). The model will support investment decision-making by comparing intrinsic value with the current market price.

3. Business Need / Justification

Investors need a reliable valuation framework to determine whether the company is undervalued or overvalued. This project helps:

  • Estimate enterprise value and equity value
  • Assess investment attractiveness
  • Support strategic financial decisions

4. Scope of Work

In Scope

  • Forecast EBITDA (2027–2031)
  • Calculate Unlevered Free Cash Flow
  • Apply DCF valuation methodology
  • Estimate Terminal Value using the growth model
  • Calculate Enterprise Value and Equity Value
  • Perform sensitivity analysis (WACC & terminal growth)

Out of Scope

  • Detailed operational forecasting
  • Macroeconomic scenario modeling
  • Industry-wide comparative valuation (comps)

5. Key Assumptions

  • Forecast period: 2027–2031
  • Terminal growth rate: 2%
  • WACC: 13.5%
  • Stable tax rate: ~17%
  • Constant capital expenditure and working capital trends

6. Methodology

Step 1: Forecast Cash Flows

Unlevered Free Cash Flow is calculated as:

  • EBITDA
  • Less: Taxes
  • Less: Capital Expenditure
  • Less: Change in Working Capital

Step 2: Discount Cash Flows

  • Discount projected UFCFs using WACC (13.5%)

Step 3: Calculate Terminal Value

  • Based on perpetual growth model (2%)

Step 4: Valuation Outputs

  • Enterprise Value = $133,793 (000)
  • Equity Value = $115,151 (000)
  • Equity Value per Share = $3.37

7. Key Deliverables

  • Fully functional DCF model (Excel)
  • Forecasted financials (EBITDA, UFCF)
  • Enterprise and equity valuation
  • Sensitivity analysis tables
  • Investment recommendation

8. Key Results / Insights

  • Current share price: $2.71
  • Intrinsic value: $3.37
  • Implied upside: 24%

This suggests the stock is undervalued

  • Terminal value contributes 61% of total value → high sensitivity to assumptions
  • Valuation is highly sensitive to WACC and growth rate

9. Risks & Limitations

  • High reliance on terminal value assumptions
  • Forecast uncertainty in EBITDA growth
  • Sensitivity to WACC changes
  • Simplified working capital assumptions

12. Success Criteria

  • Accurate and logical DCF model
  • Clear linkage between assumptions and outputs
  • Reasonable valuation vs market price
  • Decision-ready insights

13. Final Recommendation

Based on the DCF analysis, the company appears undervalued with a 24% upside, making it an attractive investment opportunity, subject to the validation of assumptions.

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