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Articles & papers

The Valuation of Cash Flow Forecasts: An Empirical Analysis

Steven N. Kaplan and Richard S. Ruback · The Journal of Finance, 1995 · The Journal of Finance, vol. 50, no. 4, pp. 1059-1093

Valuation & diligenceAnyone tempted to skip the DCF and just use a multiple
Why it is on the shelf. The empirical defense of fundamental valuation: discounted values of real transaction forecasts came within roughly ten percent of actual deal values on average, performing at least as well as comparable-company methods. Written by Kaplan with the co-author of this shelf’s HBR Guide.

The Institute's reading

Kaplan and Ruback took the cash flow forecasts from dozens of highly leveraged transactions and asked a simple question: does discounting them explain what buyers actually paid? The answer was yes, within about ten percent on average, and at least as accurately as multiples-based shortcuts. The forecasts themselves showed mild optimism, but the method held.

The Institute’s reading: owners tend to hear multiples because multiples are easy to say, and this paper is the standing rebuttal. A multiple is a compressed DCF with the assumptions hidden; doing the cash flow work forces the assumptions into the open, which is where a buyer or seller can actually argue with them. This is also why the Concierge explains valuation drivers but never quotes a number: the number belongs to the work.

Key propositions

  • DCF valuations of real deal forecasts tracked transaction values within roughly ten percent on average.
  • Fundamental methods performed at least as well as comparables, with assumptions visible instead of hidden.

In practice

  • Insist on seeing the cash flow model behind any number quoted to you, in either direction.
Acquisition Conciergeorientation · not legal, tax or valuation advice
Happy to dig into it. What would you like to pressure-test from The Valuation of Cash Flow Forecasts: An Empirical Analysis: one of its propositions, how it applies to your situation, or where it disagrees with the rest of the shelf?