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L.5 · INTERMEDIATE · 2 MIN

Sensitivity Analysis: Stress-Testing Your DCF

Every DCF should include a sensitivity table showing how valuation changes with different assumptions. A good analyst presents a range, not a point estimate. The ‘margin of safety’ concept from Benjamin Graham is the gap between your intrinsic value and the market price.

Quiz · 5 questions ↓
§ 01
WACC ↓ / Growth →1.5%2.0%2.5%3.0%
8%$95$105$118$135
9%$78$85$93$103
10%$65$70$76$83
11%$55$59$63$68
§ 02

If your target price only works with a specific WACC and growth rate combination, you’re speculating, not investing. Look for companies where most of the sensitivity table shows upside — that’s a genuine margin of safety.

§ 03
Build a simple sensitivity table for a company you’re analyzing. Vary WACC from 8–12% and terminal growth from 1.5–3%. How wide is the range?
§ 04
Your sensitivity table shows a range of $55–$135 per share. The stock trades at $70. Is this a buy?
§ 05

The sensitivity table is the most honest part of a DCF. It shows you what you’re really betting on and how wrong you can be before losing money. If the stock price is above most of the table, walk away.

§ 06
Your DCF intrinsic value is $150/share. You ran sensitivity on WACC (±1%) and terminal growth (±0.5%). Range: $110-$210. Stock trades at $125. Decision?
Five questions · AI feedback

Sit with the ideas.

Your base case DCF gives a value of $120/share. Your bull case (lower WACC, higher growth) gives $180. Your bear case (higher WACC, lower growth) gives $75. The stock trades at $95. What is the most prudent conclusion?

Why:
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