CFA Level 1: Corporate Finance and Portfolio Management – Measures of Leverage and Working Capital Management

Reading 38: Measures of Leverage

€       Define and explain leverage, business risk, sales risk, operating risk, and financial risk, and classify a risk, given a description

  • Leverage:
    • Is the use of fixed costs in a company’s cost structure (cost structure is the mix of variable and fixed costs)
    • Fixed costs that are operating costs (such as depreciation or rent) are operating leverage
    • Fixed costs that are financial costs (such as interest expense) create financial leverage
  • Business Risk:
    • Is the risk associated with operating earnings. Operating earnings are risky because total revenue and costs are risky (because many factors effect revenue and costs). Business risk is: Sales risk + Operating risk.
  • Sales Risk:
    • This refers to the uncertainty with respect to the price and quantity of goods and services.
  • Operating Risk
    • This is the risk attributed to the operating cost structure, in particular the use of fixed costs in operations (e.g. more fixed costs in relation to variable costs = more operating risk).

€       Calculate and interpret the degree of operating leverage, the degree of financial leverage, and the degree of total leverage

  • Degree of Operating Leverage:
    • % change in operating income / % change in units sold   OR
    • Quantity * (Price-variable cost) / Quantity(P-V) – Fixed costs
  • Degree of financial leverage:
    • % change in NI / % change in operating income
    • NI = operating income – interest – taxes
  • Degree of total leverage:
    • Q(P-V) / Q(P-V) – F – C

€       Describe the effect of financial leverage on a company’s net income and return on equity

  •  

€       Calculate the breakeven quantity of sales and determine the company’s net income at various sales levels

  • Breakeven point: where revenues = costs
    • Q = (F+C) / (P-V)

€       Calculate and interpret the operating breakeven quantity of sales

  • Q = F / (P-V)

 

Reading 39: Dividends and Share Repurchases: Basics

€       Describe regular cash dividends, extra dividends, stock dividends, stock splits, and reverse stock splits, including their expected effect on a shareholder’s wealth and a company’s financial ratios

  • Cash Dividends
  • Extra or Special Dividends
    • Dividends that are given by a company that normally does not issue dividends or a dividend in addition to the regularly scheduled dividends
  • Stock Dividends
    • When the company pays in stock rather than cash
    • Cost per share is reduced (since you now have more stock for the same price that you paid for ‘less’ stock)
    • EPS goes down b/c you have the same earnings being divided by more shares
  • Stock Splits
    • Have no economic effect on the company and the shareholders
    • # of shares goes up, stock price goes down, EPS goes down, dividend goes down
  • Reverse Stock Splits
    • Does the opposite of a stock split

€       Describe dividend payment chronology, including the significance of declaration, holder-of-record, ex-dividend, and payment dates

  • Dividend payment chronology
    • Declaration Date: This is the first date on the timeline
    • Ex-dividend: usually 2-days before the holder-of-record date. It’s the first date that the stock trades without the dividend
    • Holder-of-record: if you own shares on this date then you’ll be eligible to receive the dividend
    • Payment dates: when the company actually pays its shareholders

€       Compare share repurchase methods

  • Buy in the open market:
  • Buy back a fixed number of shares at a fixed price:
  • Dutch auction:
    • The company gives a range of prices they are willing to buy the stock for
    • The shareholders who agreed to selling at the lower bid, gets their order filled first. The company moves “up the ladder” until their target shares have been purchased.
  • Repurchase by negotiation
    • A company might negotiate with a large shareholder to buy-back their shares (usually at a premium to market)

€       Calculate and compare the effects of a share repurchase on earnings per share when 1) the repurchase is financed with the company’s excess cash and 2) the company uses funded debt to finance the repurchase

  • Financed with excess cash:
    • EPS will increase because the number of shares dividing the same amount of earnings has decreased
  • Financed with debt:
    • Depending on the cost of debt the EPS could stay the same or decrease

€       Calculate the effect of a share repurchase on book value per share

€       Explain why a cash dividend and a share repurchase of the same amount are equivalent in terms of the effect on shareholders’ wealth, all else being equal

Reading 40: Working Capital Management

€       Describe primary and secondary sources of liquidity and factors that influence a company’s liquidity position

  • Primary sources (using these sources is not likely to affect normal business operations)
    • Ready cash balances
    • Short-term funds (trade credit, bank lines of credit, short-term investment portfolios)
    • Cash flow management
  • Secondary sources:
    • Negotiating debt contracts, relieving pressures from high interest or principal repayments
    • Liquidating assets
    • Filing for bankruptcy protection and reorganization
  • Factors that influence a company’s liquidity position
    • Drag on liquidity (when receipts lag creating pressure from the decreased available funds)
      • Uncontrolled receivables: long outstanding receivables
      • Obsolete inventory: long unused inventory (slow inventory turnover ratios can indicate obsolete inventory)
      • Tight credit: if capital is scarce, short-term debt is more expensive
    • Pull on liquidity (when disbursements are paid too quickly requiring companies to expend funds before they receive funds from sales that could cover the liability)
      • Making payments early
      • Reduced credit limits
      • Limits on short-term lines of credit
      • Low liquidity positions

€       Compare a company’s liquidity measure with those of peer companies

  • Ratios:
    • Current
    • Quick
    • AR turnover
    • Inventory turnover
    • # of days of receivables
    • # of days of inventory
    • Operating cycle
    • Cash Conversion cycle

€       Evaluate working capital effectiveness of a company based on its operating and cash conversion cycles and compare the company’s effectiveness with that of peer companies

  • Shorter cash conversion cycle is better

€       Explain the effect of different types of cash flows on a company’s net daily cash position

€       Calculate and interpret comparable yields on various securities, compare portfolio returns against a standard benchmark, and evaluate a company’s short-term investment policy guidelines

  • Money Market Yield
  • Bond Equivalent Yield
  • Discount-basis Yield

€       Evaluate a company’s management of accounts receivable inventory, and accounts payable over time and compared to peer companies

€       Evaluate the choices of short-term funding available to a company and recommend a financing method


CFA Level 1: Corporate Finance and Portfolio Mangement

Reading 37: Cost of Capital €       Calculate and interpret the weighted average cost of capital (WACC) Formula: Wdrd(1-t) + wprp + were WACC is also referred to as the marginal cost of capital €       Describe how taxes affect the cost of capital from different capital sources Because interest is tax deductible we need to multiple


CFA Level 1 – Corporate Finance, Portfolio Management, Equity Investments: Working Capital Management – Intro to Portfolio Management

Financial Statement Analysis   Proforma Income Statement and Balance Sheet Forward looking financial statements (e.g. projections) – these are determined by what the economic driver is Steps to creating a Sales-driven pro forma are: i.            Estimate the relation between changes in sales and the changes in sales-driven income statement and balance sheet items (COGS as


CFA Level 1 – Corporate Finance, Portfolio Management, and Equity Investments: Working Capital Management

Working Capital Management Primary and Secondary Sources of Liquidity Primary Sources These are the sources of cash that are used on a day-to-day basis. Cash from selling goods or short-term investments Short-term funding: trade credit or lines of credit from a bank Secondary Sources Liquidating short-term or long-lived assets, negotiating debt agreements, or filing for


CFA Level 1 – Corporate Finance, Portfolio Management, and Equity Investments: Cost of Capital

Cost of Capital Know: WACC and how to calculate it Calculate: cost of retained earnings, new common stock, preferred stock and the after-tax cost of debt Calculate and Interpret WACC The weighted average cost of capital (WACC) is the discount rate the firm uses to discount its cash flows (it is sometimes called the marginal


CFA Level 1 – Corporate Finance, Portfolio Management, and Equity Investments – Capital Budgeting

Capital Budgeting Know: All the measurements involved when evaluating a capital project Decision rules for accept/reject Why NPV and IRR give the same accept/reject decision and why they can give conflicting rankings for mutually exclusive projects The Capital Budgeting Process as four Administrative Steps: Idea Generation: this is where good project ideas are generated 2.      


CFA Level 1: Financial Reporting and Analysis – Study Notes

Financial Reporting and Analysis – Master Study Sheet Raw and unedited, but hopefully still helpful. I will try to refine as I have time.


CFA Level 1: Financial Reporting and Analysis – Everything Else

Accounting Manipulations of the Cash Flow Statement Ways to Manipulate CF Stretching Accounts Payable A firm can temporarily increase CFO by delaying payment to its suppliers.  This essentially is zero-cost financing…but it cannot be sustained. One way to determine whether a firm is stretching its payables is to examine the number of days in accounts


CFA Level 1 – Financial Reporting and Analysis – Financial Reporting Quality: Red Flags and Accounting Warning Signs

Financial Reporting Quality: Red Flags and Accounting Warning Signs Incentives to Manipulate Earnings Overstate NI: Meet earnings expectations Remain in compliance with lending covenants Receive higher incentive compensation Understate NI: Obtain trade relief in the form of quotas or protective tariffs Negotiate favorable terms from creditors Negotiate favorable union contracts Activities that will result in


My Portfolio’s Performance (as of 2/23/12)