Monday, March 14, 2011

Optimal capital structure

Optimal capital structure
planABCD
Debt/equity2.331.861.220.82
Kd(after-tax)8.5%6.2%4.4%3.9%
Ke16.0%13.5%11.2%10.9%
Expected EPS$6.00$6.33$5.47$4.89
wd(2.33/(2.33+1))(1.86/(1.86+1))(1.22/(1.22+1))(0.82/(0.82+1))
we(1/(2.33+1))(1/(1.86+1))(1/(1.22+1))(1/(0.82+1))
WACC10.75% (*1)8.75% (*2)7.46% (*3)7.75% (*4)
(*1) (2.33/(2.33+1))*8.5% + (1/(2.33+1))*16.0% = 10.75%
(*2) (1.86/(1.86+1))*6.2% + (1/(1.86+1))*13.5% = 8.75%
(*3) (1.22/(1.22+1))*4.4% + (1/(1.22+1))*11.2% = 7.46%
(*4) (0.82/(0.82+1))*3.9% + (1/(0.82+1))*10.9% = 7.75%

The plan with the lowest WACC maximizes the firm's stock price and thus reflects the optimal capital structure.

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