Corporate Beta and WACC Presentation
Budget: ₹600 – ₹1,500 INR
I need a concise yet data-rich PowerPoint that walks through the last five years of one listed company and pinpoints its systematic risk profile. The spotlight is on beta: please calculate it yourself—either with the Excel SLOPE formula or a full regression—then show the figure, discuss its statistical significance, and compare it with the published industry beta so the audience can see immediately whether the firm is riskier or safer than its peers.
The deck should flow in the classic valuation order. Start by extracting the relevant numbers from each annual report (cite page numbers in small text boxes on the slides). From there, estimate the cost of equity under three lenses: CAPM, Dividend Discount–based sustainable-growth model, and any other widely accepted model you think adds insight. Move on to the cost of debt, factor in the tax shield, and build WACC twice—once with book values and once with market values—to illustrate how capital-structure choices can shift the hurdle rate. I also need a quick look at target capital structure assumptions that investment banks use for the same firm.
Because only systematic risk is required, ignore currency or options exposure except for a single sentence noting they are outside scope. Do emphasise:
• the raw beta value
• how it stacks up against the industry beta
• why that difference matters to investors and managers
Conclude with five-year trends for total debt, equity, and the debt-to-equity ratio, calling out any periods of over- or under-leveraging and the resulting tax-shield benefit.
Deliverables
• Editable PowerPoint (≈15–20 slides) with clear sourcing on every data point
• Supporting Excel workbook containing all raw data pulls, beta regression, and WACC calculations
Keep the narrative tight and visually engaging; this presentation will count toward 40 % of a course grade, so clarity and accuracy are critical.
The deck should flow in the classic valuation order. Start by extracting the relevant numbers from each annual report (cite page numbers in small text boxes on the slides). From there, estimate the cost of equity under three lenses: CAPM, Dividend Discount–based sustainable-growth model, and any other widely accepted model you think adds insight. Move on to the cost of debt, factor in the tax shield, and build WACC twice—once with book values and once with market values—to illustrate how capital-structure choices can shift the hurdle rate. I also need a quick look at target capital structure assumptions that investment banks use for the same firm.
Because only systematic risk is required, ignore currency or options exposure except for a single sentence noting they are outside scope. Do emphasise:
• the raw beta value
• how it stacks up against the industry beta
• why that difference matters to investors and managers
Conclude with five-year trends for total debt, equity, and the debt-to-equity ratio, calling out any periods of over- or under-leveraging and the resulting tax-shield benefit.
Deliverables
• Editable PowerPoint (≈15–20 slides) with clear sourcing on every data point
• Supporting Excel workbook containing all raw data pulls, beta regression, and WACC calculations
Keep the narrative tight and visually engaging; this presentation will count toward 40 % of a course grade, so clarity and accuracy are critical.