Forum Topics Gordon Growth Model
Rick
Added a month ago

@Strawman an interesting write up on the Gordon Growth Model this morning in the weekly email. Thank you! I can see how that might work. Of course it would depend on the stability of dividends and whether growth was predictable, and all models are wrong anyway!

A business that pays out all its earnings in dividends is unlikely to grow, so your return is likely to be limited to the dividend. However, due to Australian tax laws most companies in Australia pay either partly or fully franked dividends. Whereas in the US franking credits don’t apply so most of the earnings are reinvested back into the business, which is often a better use of capital.

I don’t know where Gordon comes from, but Franking credits are meaningful for most Australians. However, they are neglected in Gordon’s Growth Model. I think Gordon’s Growth Model could be tweaked for the Aussie market to account for companies paying fully franking dividends. This will definitely make a significant difference to the valuation. The reworked formula for a businesses paying a fully franked dividend might look like this:

Target price = D / 0.7(r - g) where:

  • D = expected dividend next year
  • r = Required rate of return
  • g = Expected dividend growth rate


it could also be tweaked for businesses paying partially franked dividends, but it’s to early in the morning for that! ;)

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Strawman
Added a month ago

An awesome adjustment @Rick

Also shows you how valuable those franking credits can be.

In my example form the update, assuming DBI paid fully franked dividends , it lifts the fair value from 3.69 to 5.27!

It's actually 60% franked, which if my maths is right would be a valuation of 4.64

(It's also a good demonstration of just how sensitive these models can be... )

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SayWhatAgain
Added a month ago

Good idea @Rick - we could elaborate and add this to the formula:

(1 + Fk x T / 1 - T) so that

P = D x (1 + Fk x T / 1 - T) / r - g

Fk is the ratio of franking credits 0, 1, where 1 is fully franked

T is the corporate tax rate.

i think that would work…

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Rick
Added a month ago

@SayWhatAgain well done! It will work providing our D and g assumptions turn out to be correct, which we’ll only know in 5 or 10 years time. As with all these models it’s not the validity of the formula that’s the problem, it’s how well we can forecast the future of the business, and whether the growth (g) will come or not. The formula is still useful because you can test various growth rates within best and worst case scenarios to validate a reasonable valuation, or you could use it in reverse to see what growth is needed to support the current valuation. I think any tool that allows you to test scenarios like this is useful.

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SayWhatAgain
Added a month ago

ha ha ha definitely. I’ve only started learning about valuation, thanks to the SM platform :) I am developing my tools and this one will be one of them. Thanks for sharing the good idea!

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thetjs
Added a month ago

This is one of the many reasons I am a huge fan of this community.

Love a bit of math chat.

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