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Relative Valuation Of Stocks Can Be A Trap

2012-11-21 09:44:47

February 15 2011| Filed Under Fundamental Analysis, Stock Analysis, Stocks

Relative valuation is a simple way to unearth low-priced companies with strong

fundamentals. As such, investors use comparative multiples like the

price-earnings ratio (P/E), enterprise multiple (EV/EBITDA) and price-to-book

ratio all the time to assess the relative worth and performance of companies,

and to identify buy and sell opportunities. The trouble is that while relative

valuation is quick and easy to use, it can be a trap for investors.

Tutorial: Stock-Picking Strategies

Quick and Easy

The concept behind relative valuation is simple and easy to understand: the

value of a company is determined in relation to how similar companies are

priced in the market. Here is how to do a relative valuation on a publicly

listed company:

Create a list of comparable companies, often industry peers, and obtain their

market values.

Convert these market values into comparable trading multiples, such as P/E,

price-to-book, enterprise-value-to-sales and EV/EBITDA multiples.

Compare the company's multiples with those of its peers to assess whether the

firm is over or undervalued.

No wonder relative valuation is so widespread. Key data - including industry

metrics and multiples - is readily available from investor services like

Multex, Reuters and Bloomberg for a small fee, if not free of charge. In

addition, the calculations can be performed with fewer assumptions and less

effort than fancy valuation models like discounted cash flow analysis (DCF).

(See, Taking Stock Of Discounted Cash Flow.)

Relative Valuation Trap

Relative valuation is quick and easy, perhaps. But because it's based on

nothing more than casual observations of multiples, it can easily go awry.

Consider this: a well-known company surprises the market with exceedingly

strong earnings. Its share price deservedly takes a big leap. In fact, the

firm's valuation goes up so much that its shares are soon trading at P/E

multiples dramatically higher than those of other industry players. Soon

investors ask themselves whether the multiples of other industry players look

cheap against those of the first company. After all, these firms are in the

same industry, aren't they? If the first company is now selling for so many

times more than its earnings, then other companies should trade at comparable

levels, right?

Not necessarily. Companies can trade on multiples lower than those of their

peers for all kinds of reasons. Sure, sometimes it's because the market has yet

to spot the company's true value, which means the firm represents a buying

opportunity. Other times, however, investors are better off staying away. How

often does an investor identify a company that seems really cheap, only to

discover that the company and its business are teetering on the verge of

collapse?

In 1998, when Kmart's share price was downtrodden, it became a favorite of some

investors. They couldn't help but think how downright cheap the shares of the

retail giant looked against those of higher-valued peers Walmart and Target.

Those Kmart investors failed to see that the business's model was fundamentally

flawed. The company's earnings continued to fall and, overburdened with debt,

Kmart filed for bankruptcy in 2002.

Investors need to be cautious of stocks that are proclaimed to be

"inexpensive". More often than not, the argument for buying a supposed

undervalued stock isn't that the company has a strong balance sheet, excellent

products or a competitive advantage. Trouble is, the company might look

undervalued because it's trading in an overvalued sector. Or, like Kmart, the

company might have intrinsic shortcomings that justify a lower multiple.

Multiples are based on the possibility that the market may presently be making

a comparative analysis error, whether overvaluation or undervaluation. A

relative value trap is a company that looks like a bargain compared to its

peers, but is not. Investors can get so caught up on multiples that they fail

to spot fundamental problems with the balance sheet, historical valuations and

most importantly, the business plan.

Do Your Homework

The key to keeping free from relative value traps is extra homework. The

challenge for investors is to spot the difference between companies and figure

out whether a company deserves a higher or lower multiple than its peers.

For starters, investors should be extra careful when picking comparable

companies. It is not enough simply to pick companies in the same industry or

businesses. Investors need also to identify companies that have similar

underlying fundamentals.

Aswath Damadoran, author of the "The Dark Side Of Valuation" (2001), argues

that any fundamental differences between comparable firms that might affect the

firms' multiples need to be thoroughly analyzed in relative valuation. All

companies, even those in the same industries, contain unique variables - such

as growth, risk and cash flow patterns - that determine the multiple. Kmart

investors, for instance, would have benefited from examining how fundamentals

like earnings growth and bankruptcy risk translated into trading-multiple

discounts.

Next, investors will do well to examine how the multiple is formulated. It is

imperative that the multiple be defined consistently across the firms being

compared. Remember, even well-known multiples can vary in their meaning and

use.

For example, let's say a company looks expensive relative to peers based on the

well used P/E multiple. The numerator - share price - is loosely defined. While

the current share price is typically used in the numerator, there are investors

and analysts who use the average price over the previous year. There are also

plenty of variants on the denominator. Earnings can be those from the most

recent annual statement, the last reported quarter, or forecasted earnings for

the next year. Earnings can be calculated with shares outstanding, or it can be

fully diluted, and it can also include or exclude extraordinary items. We've

seen in the past that reported earnings leave companies with plenty of room for

creative accounting and manipulation. Investors must discern on a

company-by-company basis what the multiple means.

The Bottom Line

Investors need all the tools they can get their hands on to come up with

reasonable assessments of company value. Full of traps and pitfalls, relative

valuation needs to be used in conjunction with other tools like DCF for a more

accurate gauge of how much a firm's shares are really worth.

by Ben McClure

Ben McClure is a long-time contributor to Investopedia.com.

Ben is the director of Bay of Thermi Limited, an independent research and

consulting firm that specializes in preparing early stage ventures for new

investment and the marketplace. He works with a wide range of clients in the

North America, Europe and Latin America. Ben was a highly-rated European

equities analyst at London-based Old Mutual Securities, and led new venture

development at a major technology commercialization consulting group in Canada.

He started his career as writer/analyst at the Economist Group. Mr. McClure

graduated from the University of Alberta's School of Business with an MBA.

Ben's hard and fast investing philosophy is that the herd is always wrong, but

heck, if it pays, there's nothing wrong with being a sheep.

He lives in Thessaloniki, Greece. You can learn more about Bay of Thermi

Limited at www.bayofthermi.com.