Fundamental analysis

Valuation basics

Every valuation method is a structured opinion about the future wearing the costume of arithmetic. Knowing that is what stops you trusting the output too much.

Part of Fundamental analysisReading time 9 minLevel Intermediate

There are two broad approaches: compare the asset to similar ones (relative valuation), or estimate the cash it will produce and discount that back to today (intrinsic valuation). Both are useful. Neither is precise.

The P/E ratio

P/E = share price ÷ earnings per share. It is often described as the number of years of current earnings you are paying for. A P/E of 20 means paying £20 for every £1 of annual profit.

The critical insight is that a P/E is not a verdict — it is a question. A high P/E means the market expects growth. A low P/E means the market expects trouble. The useful work is deciding whether that expectation is right.

SituationNaive readingBetter question
P/E of 8Cheap — buyWhy so low? Declining industry? Debt? Earnings about to fall?
P/E of 45Expensive — avoidWhat growth is implied, and is it plausible?
No P/E (loss-making)UninvestableIs it investing for growth, or simply not working?

Other multiples

  • P/B (price to book) — price against net asset value. Meaningful for banks and asset-heavy businesses, nearly meaningless for software companies whose value is people and code.
  • EV/EBITDA — enterprise value against earnings before interest, tax, depreciation and amortisation. Useful for comparing companies with different debt levels, because enterprise value includes debt.
  • P/S (price to sales) — the fallback when there are no earnings. Weak, because sales without a path to profit are not worth much.
  • PEG — P/E divided by growth rate. A rough attempt to make high-growth and low-growth companies comparable. Treat as a sanity check, not a valuation.

Discounted cash flow, conceptually

A DCF estimates every pound of cash a business will generate in future, then discounts each one back to today's value — because £100 in five years is worth less than £100 now.

The discount rate reflects both risk and the return available elsewhere. This is exactly why interest rates move asset prices: raise the discount rate and every future cash flow is worth less today. Long-duration assets — high-growth companies whose profits sit far in the future — fall hardest, which is why they sell off most sharply when rates rise.

Reverse the model

The most practical use of valuation for a trader is backwards. Instead of asking “what is this worth?”, ask “what does today's price assume?”

If a share price only makes sense assuming 25% annual growth for a decade, you have a clear, falsifiable question to research: has any comparable company ever done that? Is the market it sells into even large enough? That is a far more tractable question than conjuring a price target from nothing.

Valuing other asset classes

AssetAnchorDifficulty
StocksDiscounted future cash flowHard but well-defined
BondsContractual coupons and principalThe most tractable — the cash flows are fixed
CurrenciesRelative rates, inflation, purchasing powerRelative only — there is no absolute value
CommoditiesMarginal cost of production, inventoriesSupply and demand, not cash flow
GoldNo cash flow at all — real yields and confidencePriced by what else is on offer
CryptoNetwork activity, supply schedule, liquidityNo agreed framework exists
MORE IN

Fundamental analysis