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Sensitivity Analysis
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61-90 of 311
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Includes detailed footnotes explaining the methodology for beta, ERP, and WACC calculations.Bank of America | Investment Banking Pitch Book | 20 slides · Bank of America Merrill Lynch
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
32
Includes footnotes explaining methodology for beta unlevering and cost of debt.Bank of America | Investment Banking Pitch Book | 38 slides · Bank of America Merrill Lynch
Consulting deck Investment bank 1 hit
35
Includes detailed footnotes explaining the methodology for beta and WACC calculations.Bank of America | Investment Banking Pitch Book | 41 slides · Bank of America Merrill Lynch
Consulting deck Investment bank 1 hit
24
Includes detailed footnotes explaining the methodology for calculating levered/unlevered betas and WACC components.Bank of America | Investment Banking Pitch Book | 46 slides · Bank of America Merrill Lynch
Consulting deck Investment bank Beat · Evidence & ProofLoop · Aha Moment1 hit
41
Includes a financial projection table and sensitivity matrices for terminal value, enterprise value, equity value per share, and EBITDA multiples.Bank of America | Investment Banking Pitch Book | 46 slides · Bank of America Merrill Lynch
Consulting deck Investment bank Beat · Solution & Approach1 hit
42
Includes detailed footnotes regarding transaction assumptions and adjustments.Bank of America | Investment Banking Pitch Book | 46 slides · Bank of America Merrill Lynch
Consulting deck Investment bank Beat · Solution & Approach1 hit
24
Includes a sensitivity table for terminal yield vs. indicative growth and a summary reference range.Barclays | Investment Banking Pitch Book | 33 slides · Barclays
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
40
The table displays financial metrics including equity value, enterprise value, and various P/E, P/Revenue, and EV/EBITDA multiples based on different share price scenarios.Bear Stearns | Investment Banking Pitch Book | 80 slides · Bear Stearns
Consulting deck Investment bank 1 hit
54
The table presents a multi-scenario DCF valuation, showing PV of cash flows, terminal value, and implied FCF growth rates across different WACC and multiple assumptions.Bear Stearns | Investment Banking Pitch Book | 80 slides · Bear Stearns
Consulting deck Investment bank 1 hit
58
Includes footnotes regarding P/E multiples and forward financial metrics for the Enterprise Communications segment.Bear Stearns | Investment Banking Pitch Book | 80 slides · Bear Stearns
Consulting deck Investment bank 1 hit
62
The table displays PV of Period Cash Flows, PV of Terminal Value, and Implied FCF Growth Rate across different WACC levels and valuation multiples.Bear Stearns | Investment Banking Pitch Book | 80 slides · Bear Stearns
Consulting deck Investment bank 1 hit
79
The table displays accretion/dilution in both dollar and percentage terms across three share price scenarios ($10, $12, $14) and six synergy levels ($250M-$500M).Bear Stearns | Investment Banking Pitch Book | 80 slides · Bear Stearns
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
11
The slide presents four distinct sensitivity tables for a DCF model.Evercore | Investment Banking Pitch Book | 32 slides · Evercore
Consulting deck Investment bank Beat · Evidence & ProofLoop · Benchmark Gap1 hit
12
The slide presents a standard sensitivity analysis for valuation, commonly used in investment banking.Evercore | Investment Banking Pitch Book | 32 slides · Evercore
Consulting deck Investment bank Beat · Evidence & ProofLoop · Benchmark Gap1 hit
21
The slide presents four sensitivity tables (two for price, two for IRR) across two scenarios (Updated Case, Financing Case).Evercore | Investment Banking Pitch Book | 38 slides · Evercore
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
22
The slide uses a sensitivity table format to evaluate financial sponsor returns.Evercore | Investment Banking Pitch Book | 38 slides · Evercore
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
29
The slide presents four sensitivity tables (data matrices) for a DCF model.Evercore | Investment Banking Pitch Book | 38 slides · Evercore
Consulting deck Investment bank Loop · Day In Life1 hit
44
Includes sensitivity tables for WACC vs EBITDA multiple and WACC vs Perpetuity Growth Rate.Evercore | Investment Banking Pitch Book | 47 slides · Evercore
Consulting deck Investment bank 1 hit
15
Includes Goldman Sachs branding and standard investment banking disclaimer.Goldman Sachs | Investment Banking Pitch Book | 20 slides · Goldman Sachs
Consulting deck Investment bank Beat · Solution & ApproachLoop · Quick Win Big Bet1 hit
14
Includes Goldman Sachs branding and standard investment banking disclaimer language.Goldman Sachs | Investment Banking Pitch Book | 26 slides · Goldman Sachs
Consulting deck Investment bank 1 hit
22
Includes a peer benchmarking table for beta and debt metrics, and a sensitivity analysis table for WACC based on debt/total cap and unlevered beta.Moelis & Company | Investment Banking Pitch Book | 24 slides · Moelis & Company
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
32
Includes source citations for financial assumptions.Moelis & Company | Investment Banking Pitch Book | 37 slides · Moelis & Company
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
34
Includes specific methodology notes regarding beta selection and time horizon justification.Moelis & Company | Investment Banking Pitch Book | 40 slides · Moelis & Company
Consulting deck Investment bank Beat · Impact & Next StepsLoop · Quick Win Big Bet1 hit
16
Includes a sensitivity table for NOL value and a historical taxable income table.Morgan Stanley | Investment Banking Pitch Book | 35 slides · Morgan Stanley
Consulting deck Investment bank Beat · Evidence & Proof1 hit
27
Includes transaction summary, sources and uses table, purchase price summary, and two sensitivity tables for price and leverage.Perella Weinberg Partners | Investment Banking Pitch Book | 38 slides · Perella Weinberg Partners
Consulting deck Investment bank Beat · Evidence & ProofLoop · Cost Of Inaction1 hit
29
Valuation as of May 21, 2013. DCF valuation based on discount range of 12.0%-14.0% and terminal exit multiple range of 5.0x-6.0x trailing EBITDA. LBO valuation based on IRR range of 17.5%-22.5%, leverage of 7.7x LTM EBITDA, and terminal exit multiple range of 5.0x-6.0x trailing EBITDA.Perella Weinberg Partners | Investment Banking Pitch Book | 38 slides · Perella Weinberg Partners
Consulting deck Investment bank Beat · Impact & Next Steps1 hit
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Includes sensitivity analysis for both P/E and EBITDA valuation approaches.Perella Weinberg Partners | Investment Banking Pitch Book | 68 slides · Perella Weinberg Partners
Consulting deck Investment bank Beat · Evidence & Proof1 hit
58
LRP DCF based on 5.5x LTM EBITDA exit multiple and 13.0% WACC.Perella Weinberg Partners | Investment Banking Pitch Book | 68 slides · Perella Weinberg Partners
Consulting deck Investment bank Beat · Impact & Next StepsLoop · Cost Of Inaction1 hit
29
Includes two sensitivity tables with highlighted rows for the $160mm cost savings scenario.Pershing Square | Activist Presentation Deck | 31 slides · Pershing Square
Activist deck Activist investor Beat · Solution1 hit
38
Includes sensitivity tables for WACC vs Terminal Multiple.PJT Partners | Investment Banking Pitch Book | 53 slides · PJT Partners
Consulting deck Investment bank 1 hit