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L.1 · ADVANCED · 3 MIN

APV: When WACC Falls Apart

Adjusted Present Value (APV) separates what a company is worth from how it’s financed. APV = Unlevered Firm Value + PV(Tax Shields) − PV(Distress Costs). It’s more flexible than WACC for companies with changing capital structures.

Quiz · 5 questions ↓

The three components of the APV formula

APV = NPV of FCFs at Unlevered Cost of Equity + PV of Tax Shields − PV of Distress Costs

When APV beats WACC across leverage regimes

When to UseWACCAPV
Stable leveragePreferred — simplerWorks but unnecessary
Changing leverageInaccurate — WACC changes each yearPreferred — handles changing debt explicitly
LBO/restructuringMisleadingEssential — debt changes dramatically
Tax shields at riskAssumes full utilizationCan model uncertain tax shields separately

Why changing leverage breaks WACC

APV is intellectually cleaner than WACC because it doesn’t mix operating value with financing effects. When a company’s leverage is changing (LBOs, restructurings, high-growth companies), WACC gives wrong answers because it assumes constant capital structure.

Value an LBO target with APV versus WACC

For an LBO target, try both approaches: WACC assumes constant leverage (wrong for LBOs) vs. APV models declining debt separately. The APV approach naturally handles the changing capital structure.

Which method for a debt paydown

A company plans to pay down $500M in debt over 5 years. Should you use WACC or APV?

Tax shields minus the fragility they buy

APV reveals a truth WACC obscures: financing decisions create value only through the tax shield. If you remove taxes, WACC and APV give the same answer. In this frictionless frame the tax shield is the entire story — but the full APV formula SUBTRACTS expected distress costs, so leverage's real net effect is the shield minus the fragility it buys; past moderate leverage the two cross. (This is APV's lens -- it prices the tax-shield and distress-cost channels only; the signaling and agency-cost effects of leverage covered elsewhere in this path are separate value channels APV does not attempt to capture.)

Is WACC still valid post-LBO

You're DCF-ing a company with rapidly-changing capital structure (post-LBO, paying down debt fast). Is standard WACC approach still appropriate?

Why the T x D tax-shield shortcut breaks

The familiar T x D shortcut for the value of tax shields is not a free-standing fact -- it silently presumes PERPETUAL, FIXED-dollar debt whose shields are discounted at the cost of debt (Kd). Each year the shield is T x Kd x D, a level perpetuity as safe as the interest payments generating it; discount that perpetuity at Kd and the Kd terms cancel, so the value telescopes to T x D. Change the debt policy and the shortcut breaks: if the company instead targets a leverage RATIO, debt tracks firm value, so future shields fluctuate with the business and inherit business risk -- they belong at the unlevered cost of capital (Ku), which is higher than Kd and therefore produces a SMALLER shield value. The Hamada unlever/relever formula with its (1 - T) factor (the WACC path's unlevering-and-relevering module) bakes in the same fixed-debt, Kd-flavored assumption. Practical rule: fixed amortizing debt on a contractual schedule (LBOs, project finance) justifies Kd-flavored shields; a ratio-targeting compounder that rebalances debt as it grows justifies Ku. Pick the discount rate that matches the debt policy, not the one that gives the bigger number.

Check your understanding

Sit with the ideas.

A company generates $80M annual FCFF (perpetuity). Unlevered cost of equity is 12%. It has $500M of permanent debt at 6% interest. Tax rate is 25%. Using APV, what is the firm value?

Why:
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