Definitive Analysis
Definitive Analysis
Financial Statements
Company Industry Sector
Periods / Units
Fundamentals
Margins Returns Growth Rates Metrics/Ratios
Valuations
Projections DCF DDM EPV Multiples Valuations
Miscellaneous
Indicators Charts WACC Beta Predictability
Analysis Mode
Full Access
See Pricing Start Trial

Somnigroup International Inc

Intrinsic Value Analysis (Discounted Cash Flow)Industry: Household & Personal ProductsSector: Consumer Defensive

Fair Value Summary

Current Price$92.96
5Y Range3.02 – 20.06
5Y Selected11.54
(-) Safety Margin65.26%
5Y Buy Price$4.01
Upside (to Buy Price)-95.69%
10Y Range7.35 – 25.36
10Y Selected16.35
(-) Safety Margin65.26%
10Y Buy Price$5.68
Upside (to Buy Price)-93.89%

Company Predictability & Safety

MetricValue
Revenue R2 (5Y)0.5009
Revenue R2 (10Y)0.7876
Net Income R2 (5Y)0.0677
Net Income R2 (10Y)0.6441
EBITDA R2 (5Y)0.0107
EBITDA R2 (10Y)0.7355
FCF R2 (5Y)0.0140
FCF R2 (10Y)0.3798
Safety Score0.3474

DA 10-Year Projection

Metric2025202620272028202920302031203220332034
% Growth12.74%11.77%10.79%9.82%8.85%7.88%6.91%5.94%4.97%4.00%
Revenue5,558.916,212.956,883.637,559.898,229.218,877.909,491.5510,055.4810,555.3110,977.52
EBITDA705.39788.38873.48959.291,044.231,126.541,204.411,275.971,339.391,392.97
D&A-203.49-227.44-251.99-276.74-301.25-324.99-347.46-368.10-386.40-401.85
EBIT501.89560.94621.49682.55742.98801.55856.95907.87952.99991.11
Pro forma Taxes-117.57-131.40-145.59-159.89-174.05-187.77-200.75-212.67-223.25-232.18
NOPAT384.32429.54475.90522.66568.93613.78656.20695.19729.75758.94
Capital Expenditures-228.66-255.56-283.15-310.96-338.49-365.18-390.42-413.61-434.17-451.54
NWC Investment23.0023.9524.5624.7724.5123.7622.4720.6518.3015.46
(+) D&A203.49227.44251.99276.74301.25324.99347.46368.10386.40401.85
Free Cash Flow382.16425.37469.31513.20556.19597.35635.71670.33700.27724.71
Diluted Shares Outstanding200,625,000.00200,625,000.00200,625,000.00200,625,000.00200,625,000.00200,625,000.00200,625,000.00200,625,000.00200,625,000.00200,625,000.00

Discounting Periods

MetricDec-25Dec-26Dec-27Dec-28Dec-29Dec-30Dec-31Dec-32Dec-33Dec-34
Period Start9/30/251/1/261/1/271/1/281/1/291/1/301/1/311/1/321/1/331/1/34
Period End12/31/2512/31/2612/31/2712/31/2812/31/2912/31/3012/31/3112/31/3212/31/3312/31/34
Mid-Point11/15/257/2/267/2/277/1/287/2/297/2/307/2/317/1/327/2/337/2/34
Time (t)0.100.461.462.463.464.465.466.467.468.46
Valuation Date1/16/26

Base Case Projected Flows

WACC: 9.10%Terminal Growth: 2.39%
Metric2025202620272028202920302031203220332034TV (5y)TV (10y)
Discount Factor0.990.960.880.810.740.680.620.570.520.48
PV UFCF378.84408.66413.28414.25411.51405.10395.17381.94365.73346.92
Raw: 8,494.80
6,017.26
Raw: 11,068.58
5,072.87

Base Case Valuation

5-Year Horizon10-Year Horizon
UFCFUFCF
Enterprise Value8,043.818,994.27
(-) Net Debt6,111.506,111.50
Equity Value1,932.312,882.77
(/) Shares Out200.63200.63
Fair Value$9.63$14.37
(-) Safety Margin65.26%65.26%
Buy Price$3.35$4.99
Current Price$92.96$92.96
Upside (to Buy Price)-96.40%-94.63%

Conservative Projected Flows

WACC: 10.10%Terminal Growth: 1.89%
Metric2025202620272028202920302031203220332034TV (5y)TV (10y)
Discount Factor0.990.960.870.790.720.650.590.540.490.44
PV UFCF378.50406.95407.81405.05398.72388.95375.96360.07341.66321.15
Raw: 6,907.77
4,719.45
Raw: 9,000.71
3,801.31

Conservative Valuation

5-Year Horizon10-Year Horizon
UFCFUFCF
Enterprise Value6,716.497,586.15
(-) Net Debt6,111.506,111.50
Equity Value604.991,474.65
(/) Shares Out200.63200.63
Fair Value$3.02$7.35
(-) Safety Margin65.26%65.26%
Buy Price$1.05$2.55
Current Price$92.96$92.96
Upside (to Buy Price)-98.87%-97.25%

Aggressive Projected Flows

WACC: 8.10%Terminal Growth: 2.89%
Metric2025202620272028202920302031203220332034TV (5y)TV (10y)
Discount Factor0.990.960.890.830.760.710.650.600.560.52
PV UFCF379.19410.40418.87423.74424.83422.09415.54405.35391.73375.03
Raw: 10,996.69
8,078.74
Raw: 14,328.49
7,131.72

Aggressive Valuation

5-Year Horizon10-Year Horizon
UFCFUFCF
Enterprise Value10,135.7811,198.50
(-) Net Debt6,111.506,111.50
Equity Value4,024.285,087.00
(/) Shares Out200.63200.63
Fair Value$20.06$25.36
(-) Safety Margin65.26%65.26%
Buy Price$6.97$8.81
Current Price$92.96$92.96
Upside (to Buy Price)-92.50%-90.52%

Reverse DCF: Market Implied Growth

Current Price$92.96
WACC Used9.1%
IMPLIED REVENUE GROWTH136.11%
Metric2027202820292030203120322033203420352036
Implied Revenue16,093.1537,997.2889,714.76211,824.08500,134.441,180,859.412,788,108.236,582,957.7015,542,915.9936,698,130.02
Constant Implied Growth136.11%136.11%136.11%136.11%136.11%136.11%136.11%136.11%136.11%136.11%
Implied Free Cash Flow1.613.808.9721.1850.01118.09278.81658.301,554.293,669.81
Discount Factor0.930.810.740.680.620.570.520.480.440.40
Present Value of Implied FCF1.503.076.6414.3731.0967.28145.61315.13682.001,475.98

Rolling Historical DCF (Backtest)

Valuation based on actual realized growth.
YearValuation DateActual PriceRealized Growth (5Y)Calculated Fair ValueValuation Delta
20112011-06-24$16.35-12.81%$64.08291.92%

Monte Carlo Simulation (1,000 Iterations)

Mean Fair Value
$15.52
Median
$14.19
10th Percentile
$6.85
90th Percentile
$25.53

Fair Value Distribution

$-0.44 - $2.80
10
$2.80 - $6.04
67
$6.04 - $9.28
142
$9.28 - $12.52
169
$12.52 - $15.76
200
$15.76 - $19.00
149
$19.00 - $22.24
91
$22.24 - $25.48
71
$25.48 - $28.72
46
$28.72 - $31.95
19
$31.95 - $35.19
14
$35.19 - $38.43
9
$38.43 - $41.67
3
$41.67 - $44.91
5
$44.91 - $48.15
0
$48.15 - $51.39
1
$51.39 - $54.63
2
$54.63 - $57.87
0
$57.87 - $61.11
1
$61.11 - $64.34
1