Max Yield's Intrinsic Value Calculator

This calculator uses a modified Graham Formula

EPS (TTM) * (8.5 + (eps_next_5y * 1.5)) * average_corporate_bond_yield / corporate_bond_yield = intrinsic_value

If the ticker does not have estimated 5y growth rate data, the calculator will use the average 5y growth rate of 5%.

If we have not recently pulled the latest data for the ticker you enter it may take 10-20s for the data to load.

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Please note, the results should not be used as a buy or sell indicator but can be integrated into part of a trading plan and story as to why the stock should be bought or sold.

If you are interested in our Bulk intrinsic Value Dataset with thousands of tickers with the latest Intrinsic Value, Debt Ratios and Signals, please fill out the contact form and select "Bulk Intrinsic Value". Please provide your details, feel free to include a list of tickers you are interested in so we can be sure to include those in the data output.

What is the Intrinsic Value of a Stock?

The intrinsic value of a stock is the true value of the stock based on the company's fundamentals. The intrinsic value is calculated using a formula that takes into account the company's earnings, growth rate, and the current interest rate. The formula for calculating the intrinsic value of a stock is as follows:

                        Intrinsic Value = EPS (TTM) * (8.5 + (eps_next_5y * 1.5)) * average_corporate_bond_yield / corporate_bond_yield
                    

Where:

  • EPS (TTM) = Earnings Per Share (Trailing Twelve Months)
  • eps_next_5y = Estimated Earnings Per Share Growth Rate for the next 5 years
  • average_corporate_bond_yield = Average Corporate Bond Yield
  • corporate_bond_yield = Current Corporate Bond Yield

The intrinsic value of a stock is used by investors to determine whether a stock is undervalued or overvalued. If the intrinsic value of a stock is higher than the current market price, the stock is considered undervalued and may be a good investment. If the intrinsic value of a stock is lower than the current market price, the stock is considered overvalued and may be a bad investment. It is important to note that the intrinsic value of a stock is an estimate and may not be accurate. It is always recommended to do your own research and consult with a financial advisor before making any investment decisions.

How Does the Intrinsic Value Calculator Work?

This calculator estimates the intrinsic value of a stock by taking key financial metrics into account. The tool uses earnings per share (EPS), expected growth rates, and bond yields to calculate the true value of a company. By using this formula, it helps investors determine whether a stock is fairly priced, undervalued, or overvalued in relation to its fundamentals.

Why is Intrinsic Value Important?

Intrinsic value is important because it provides investors with a reliable method to assess the true worth of a company. By understanding the intrinsic value, investors can make more informed decisions, identify undervalued stocks, and minimize the risks associated with investing in overvalued companies. It offers a long-term perspective on a stock's potential beyond its market price.

How to Use the Intrinsic Value Calculator

To use the Intrinsic Value Calculator, simply enter the stock's ticker symbol into the input field. The calculator will automatically fetch all the necessary data, including:

  • EPS (TTM) - Earnings per share for the last 12 months
  • EPS Growth (Next 5 Years) - Expected growth rate for earnings per share over the next five years
  • Average Corporate Bond Yield - The current average yield for corporate bonds
  • Current Corporate Bond Yield - The bond yield that matches the current market conditions

Once the data is retrieved, the calculator will compute the intrinsic value of the stock and indicate whether it is undervalued or overvalued based on the formula and output an acceptable buy price 30% below the intrinsic value.

Understanding the Key Inputs

Each input in the intrinsic value formula plays a significant role in determining the stock's true value. Here's a breakdown of the key components:

  • EPS (TTM): This represents the earnings per share for the trailing twelve months, reflecting the company's historical profitability.
  • EPS Growth (Next 5 Years): The estimated growth rate for earnings per share over the next five years helps project the future growth potential of the company.
  • Corporate Bond Yields: These yields serve as a benchmark for the cost of capital, and the difference between average and current yields impacts the intrinsic value calculation.

Limitations of the Intrinsic Value Calculator

While the intrinsic value calculator provides a useful estimate, it is important to understand that the result is based on assumptions. Factors such as future earnings growth and interest rates are uncertain and can fluctuate over time. Thus, the intrinsic value should be seen as an estimate rather than a precise number. It's recommended to use this tool in conjunction with other research and financial analysis.

Real-World Applications: How Investors Use Intrinsic Value

Investors use intrinsic value to guide their investment decisions. For example, a stock trading below its intrinsic value could present a buying opportunity, while a stock trading above its intrinsic value may signal a selling point. Understanding intrinsic value helps investors focus on a company's fundamentals rather than short-term market fluctuations.

Additional Resources

For more in-depth knowledge and tools related to financial statement analysis and stock evaluation, consider exploring the following resources:

FAQ

Q: What if I don’t know the EPS for the last 12 months?

A: You can find the EPS (TTM) on most financial websites or in the company’s most recent financial statements.

Q: Can I use this tool for all stocks?

A: Yes, this calculator can be applied to most stocks, though it works best for mature companies with predictable earnings.

Using Intrinsic Value in Value Investing

In value investing, the key strategy is to identify stocks that are undervalued by the market, with the expectation that their true value will eventually be recognized. This approach hinges on understanding the intrinsic value of a stock, which represents its "true" worth based on its fundamentals, including earnings, growth prospects, and economic conditions.

Identifying Undervalued Stocks

Value investors, like Warren Buffett and Benjamin Graham, use the intrinsic value formula to assess whether a stock is trading below its fair value. If a stock’s current market price is lower than its intrinsic value, it may be considered undervalued, representing a potential opportunity for investors to purchase it at a bargain price. The formula for intrinsic value helps investors take the emotions out of investing and focus on numbers and fundamentals rather than market sentiment.

According to Graham, a stock is undervalued if the intrinsic value is significantly higher than the current market price. This is referred to as a "margin of safety," which provides a cushion against potential investment risks.

Analyzing Financial Statements

To calculate intrinsic value accurately, investors need to rely on solid financial data. This is where financial statement analysis comes into play. A value investor looks at the balance sheet, income statement, and cash flow statement to evaluate a company’s profitability, debt levels, and cash flow. For instance, a company with strong cash flow, low debt, and consistent earnings growth might indicate that the stock is undervalued even if it is currently trading at a low price relative to its peers.

Key metrics to focus on include:

  • Earnings Per Share (EPS): This is a direct measure of a company's profitability.
  • Price-to-Earnings (P/E) Ratio: A low P/E ratio can suggest that a stock is undervalued compared to its earnings potential.
  • Debt-to-Equity Ratio: A lower ratio often signifies a more financially stable company.

The Role of Market Sentiment

While intrinsic value focuses on fundamental analysis, it is essential to recognize the role of market sentiment. A stock might be undervalued in the eyes of fundamental analysis but may not immediately rise in price if market sentiment is pessimistic. This is why patience is key in value investing—investors must be prepared to wait for the market to catch up to the intrinsic value of the stock.

Value Investing: A Long-Term Strategy

Value investing is inherently a long-term strategy. Once a value investor identifies an undervalued stock, they typically hold onto it for years, allowing the company’s growth and the market’s recognition of its intrinsic value to play out. Over time, the stock price should appreciate toward its intrinsic value, resulting in profitable returns for the investor.

As Charlie Munger (Buffett’s business partner) puts it, "The big money is not in the buying or the selling, but in the waiting." By focusing on intrinsic value, value investors avoid the temptation of short-term trading and instead focus on companies with solid fundamentals that are temporarily mispriced by the market.

Conclusion

In value investing, the concept of intrinsic value is a powerful tool for identifying opportunities in the stock market. By calculating the intrinsic value of a stock, analyzing its financial statements, and considering market sentiment, investors can identify undervalued stocks that have the potential for long-term growth. Using these principles, you can become a more disciplined and informed investor, capable of uncovering hidden gems that others might overlook.

For a deeper dive into how to use intrinsic value in value investing, you can explore these helpful resources:


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