Nike Inc.: Cost of Capital

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NIKE Inc.: Cost of Capital Understanding the case Kimi Ford of NorthPoint Group has to take the decision whether to invest in Nike, Inc. shares. She forecasted a discount rate of 12% and developed her own discounted-cash-flow forecast. According to her calculations, Nike was overvalued at its current share price of $42.09. By doing a sensitivity analysis, she found that Nike was undervalued at discount rates below 11.3%. Her assistant Cohen did her own analysis and calculated WACC to be 8.4%. What Joanna Cohen did wrong? While calculating WACC, Cohen used book value of both debt and equity. While book value of debt is an acceptable measure, market value should be used to determine the cost of equity. Her calculations gave a WACC of 8.4%. Assumptions * To determine the risk-free rate, current yield of 5.74% on 20 year U.S. Treasuries was used. This was chosen as 20 year period is closest data available to the period under study which is 25 years (1996 to 2001) * For Equity Risk Premium geometric mean was used which gave risk premium of 5.90%. This was selected because geometric mean is a better indicator than average mean for longer life valuations * For calculating Beta, average value of historic beta was used * Current portion of long-term debt was not used to calculate cost of debt. This was because the ratio of this as a portion of total debt raised is very less, especially as compared to notes payable and long-term debt * For calculating Cost of Capital, WACC method was used instead of Dividend Discount Model as DDM requires substantial dividend payout by the company which Nike does not Calculating Cost of Capital Debt as a proportion of total capital makes up 10.15% and equity is 89.95%. Cost of debt has been calculated to be 3.90%. Debt is made up of current portion of long term debt, notes payable and long-term debt. For cost of

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