Deep Stock Research
XII
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VALUATION SCENARIOS - DISCOUNTED CASH FLOW (DCF) ANALYSIS
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Stock: NVDA
Current Price: $180.99
Shares Outstanding: 24,490,000,000M

Base Year FCF (FY 2024): $64,089,000,000

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BEAR CASE (Probability: 30%)
Conservative: Below-trend growth, high risk premium, recession scenario

ASSUMPTIONS:
  • FCF Growth Rate (Years 1-10): 2.0%
  • Discount Rate (WACC): 13.0%
  • Terminal Growth Rate: 1.5%

10-YEAR FCF PROJECTION:
Year     FCF ($M)        PV Factor    PV of FCF ($M) 
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1        $65,370,780,000      0.8850 $57,850,247,788
2        $66,678,195,600      0.7831 $52,218,807,737
3        $68,011,759,512      0.6931 $47,135,560,967
4        $69,371,994,702      0.6133 $42,547,143,527
5        $70,759,434,596      0.5428 $38,405,386,193
6        $72,174,623,288      0.4803 $34,666,808,776
7        $73,618,115,754      0.4251 $31,292,163,674
8        $75,090,478,069      0.3762 $28,246,023,847
9        $76,592,287,630      0.3329 $25,496,410,906
10       $78,124,133,383      0.2946 $23,014,459,402
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Total PV of 10-Year FCF:            $380,873,012,817

TERMINAL VALUE:
  • Year 11 FCF: $79,295,995,384
  • Terminal Value: $689,530,394,642
  • PV of Terminal Value: $203,127,619,940

VALUATION SUMMARY:
  • Enterprise Value: $584,000,632,757
  • Shares Outstanding: 24,490,000,000M
  • Intrinsic Value per Share: $23.85
  • Current Price: $180.99
  • Upside/Downside: -86.8%
  • Margin of Safety: -659.0%
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BASE CASE (Probability: 50%)
Moderate: Sustainable growth, Buffett's hurdle rate (10-11%), conservative terminal value

ASSUMPTIONS:
  • FCF Growth Rate (Years 1-10): 6.0%
  • Discount Rate (WACC): 11.0%
  • Terminal Growth Rate: 2.0%

10-YEAR FCF PROJECTION:
Year     FCF ($M)        PV Factor    PV of FCF ($M) 
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1        $67,934,340,000      0.9009 $61,202,108,108
2        $72,010,400,400      0.8116 $58,445,256,392
3        $76,331,024,424      0.7312 $55,812,587,185
4        $80,910,885,889      0.6587 $53,298,506,681
5        $85,765,539,043      0.5935 $50,897,673,047
6        $90,911,471,385      0.5346 $48,604,985,072
7        $96,366,159,668      0.4817 $46,415,571,330
8        $102,148,129,249      0.4339 $44,324,779,828
9        $108,277,017,004      0.3909 $42,328,168,124
10       $114,773,638,024      0.3522 $40,421,493,884
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Total PV of 10-Year FCF:            $501,751,129,650

TERMINAL VALUE:
  • Year 11 FCF: $117,069,110,784
  • Terminal Value: $1,300,767,897,602
  • PV of Terminal Value: $458,110,264,024

VALUATION SUMMARY:
  • Enterprise Value: $959,861,393,674
  • Shares Outstanding: 24,490,000,000M
  • Intrinsic Value per Share: $39.19
  • Current Price: $180.99
  • Upside/Downside: -78.3%
  • Margin of Safety: -361.8%
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BULL CASE (Probability: 20%)
Optimistic but realistic: Strong execution, quality business, above-average but sustainable growth

ASSUMPTIONS:
  • FCF Growth Rate (Years 1-10): 12.0%
  • Discount Rate (WACC): 9.0%
  • Terminal Growth Rate: 2.5%

10-YEAR FCF PROJECTION:
Year     FCF ($M)        PV Factor    PV of FCF ($M) 
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1        $71,779,680,000      0.9174 $65,852,917,431
2        $80,393,241,600      0.8417 $67,665,383,049
3        $90,040,430,592      0.7722 $69,527,733,041
4        $100,845,282,263      0.7084 $71,441,340,372
5        $112,946,716,135      0.6499 $73,407,615,795
6        $126,500,322,071      0.5963 $75,428,008,890
7        $141,680,360,719      0.5470 $77,504,009,135
8        $158,682,004,006      0.5019 $79,637,147,001
9        $177,723,844,486      0.4604 $81,828,995,084
10       $199,050,705,825      0.4224 $84,081,169,261
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Total PV of 10-Year FCF:            $746,374,319,059

TERMINAL VALUE:
  • Year 11 FCF: $204,026,973,470
  • Terminal Value: $3,138,876,514,926
  • PV of Terminal Value: $1,325,895,361,416

VALUATION SUMMARY:
  • Enterprise Value: $2,072,269,680,475
  • Shares Outstanding: 24,490,000,000M
  • Intrinsic Value per Share: $84.62
  • Current Price: $180.99
  • Upside/Downside: -53.2%
  • Margin of Safety: -113.9%
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SENSITIVITY ANALYSIS - Intrinsic Value per Share
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How intrinsic value changes with different growth and discount rates:

Growth →           3%          5%          8%         10%         12%         15%   
WACC ↓      ------------------------------------------------------------------
   8%    $    51↓  $    59↓  $    75↓  $    88↓  $   102↓  $   129↓ 
   9%    $    43↓  $    50↓  $    63↓  $    73↓  $    85↓  $   106↓ 
  10%    $    37↓  $    43↓  $    53↓  $    62↓  $    72↓  $    89↓ 
  11%    $    33↓  $    38↓  $    47↓  $    54↓  $    62↓  $    77↓ 
  12%    $    29↓  $    33↓  $    41↓  $    47↓  $    54↓  $    67↓ 

Current Price: $180.99
Base FCF: $64,089,000,000M
Terminal Growth: 2.5% (constant)

Legend: ↑ = 30%+ upside  |  ↓ = 10%+ downside
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PROBABILITY-WEIGHTED VALUATION
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Bear Case (23.85) × 25%  = $5.96
Base Case (39.19) × 50%  = $19.59
Bull Case (84.62) × 25%  = $21.16

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Weighted Average Intrinsic Value: $46.71
Current Price: $180.99
Upside/Downside: -74.2%
Margin of Safety: -287.5%
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