Reading a 10-K
Table of Contents
Introduction
10-K is short for form 10-K. It's a document the SEC requires all public companies to file each year. It presents a financial picture of the company, like assets, liabilities and revenue.
Lecture notes on reading a 10k
Key to making distinction between information and noise
- Be focused
- Reading cover to cover looking for interesting stuff never works.
- Start with define items to find
- Tie information to your valuation metrics/models
3 ways to value a company:
- Intrinsic value or DCF Valuation
- Relative valuation
- Contingent claim valuation
Four groups to value a company
- How much does it make from existing assets
- Clues as to how it can grow in the future Running efficiently or potential for new investments
- How long can it keep the growth going before it becomes mature
- Risk: Operational & Financial
Key valuation questions
What you want to answer from the 10k?
Category | Key questions | Key Inputs |
---|---|---|
Cash from from existing investments | 1. How much capital is invested in existing assets? | 1. Current Revenues |
2. How much did hte firm earn on these assets? | 2. Current Earnings | |
3. Current capital invested | ||
(Debt + Equity - Cash | ||
Future Growth | 1. How much growth from new investments? | 1. Revenue Growth |
2. How much growth from improved efficiency | 2. Operating Margin | |
Quality of growth | 1. How much new capital will teh frim have to | 1. Reinvestment |
invest to deliver that growth | 2. Return on invested capital | |
Operating Risk | 1. What business does the firm operate in? | 1. Relative risk (Beta) |
2. What countries does the firm operate in? | 2. Equity Risk Premium | |
3. Cost of Capital | ||
Financial Risk | 1. How much debt does the firm have? | 1. Debt Ratio |
2. Are there any other contractual commitments? | 2. Cost of debt | |
Other assets | 1. Are there any operating assets? | 1. Non operating assets |
2. Are there other claims on equity? | 2. Minority interests | |
3. Options outstading | ||
Template for reading a financial disclosure
Timing & Currency
Period covered by financials, Reporting currency
Business mix
- Business segment breakdown (revenues)
- Geographic breakdown (revenues)
- Specific risks
Base year inputs for valuation
Income statement
- Revenues
- Earnings
- Interest exp
- Tax rate
Balance sheet
- Book equity
- Debt outstanding
- Cash & Working capital(WC)
- Corss holdings (majority & minority)
Statement of cash flows
- Change in WC
- Capital Expenditures
- Depreciation
- Debt issues (repaid)
Follow through footnotes to financials
- Operating lease
- Rental & other commitments
- Employee Options
- Timing of debt due
- Under funded obligations (pension & healthcare)
Share count
- Number of shares outstanding
- Restricted stock units (RSUs)
- Acquisitions paid for with stock
Corporate Governance
- Differences in voting rights across share classes
- Special rights or privileges given to insiders etc.
Example of a valuation (P&G Sept 2012)
Data sources
- Good source for macro economic data
- For individuals, public sites or yahoo finance