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๐Ÿ’ฐConcept #102

Net Present Value (NPV)

Present value of future cash flows.

Why This Matters

Net Present Value (NPV) is the central tool of capital budgeting. It answers the most important question for any investment:

"After we account for the time value of money and risk, how much value (in today's dollars) does this project add to the business?"

NPV > 0

Project creates value โ†’ accept

NPV < 0

Project destroys value โ†’ reject

NPV Definition and Formula

NET PRESENT VALUE

NPV = ฮฃ CFโ‚œ / (1 + r)แต—

OR:

NPV = โˆ’CFโ‚€ + ฮฃ (CFโ‚œ / (1 + r)แต—) for t = 1 to N

CFโ‚œ = net cash flow in period t

r = discount rate (required return)

N = project life in periods

Decision: NPV > 0 accept ยท NPV < 0 reject ยท NPV = 0 indifferent

Choosing the Discount Rate

The discount rate represents the required rate of return, reflecting time value of money, risk compensation, and cost of capital.

WACC โ€” base rate for average-risk projects

Risk-adjusted โ€” higher/lower rates for above/below-average risk

ABC Coffee: r = 10% for small equipment investments

NPV Calculator

Enter initial outlay, cash flows (annual annuity or year-by-year), and discount rate to compute NPV and accept/reject decision. Pre-loaded with ABC's roaster project.

Net Present Value

$-124.76

Decision @ 10%

REJECT

NPV < 0

Sum of Discounted CFs

$-124.76

Present Value Breakdown

YearCash FlowPV FactorPresent Value
Y0โˆ’$43,0001.0000$-43,000.00
Y1+$10,0000.9091$9,090.91
Y2+$10,0000.8264$8,264.46
Y3+$10,0000.7513$7,513.15
Y4+$10,0000.6830$6,830.13
Y5+$18,0000.6209$11,176.58
NPV (Total PV)$-124.76

NPV Formula

NPV = ฮฃ CFโ‚œ / (1 + r)แต—

NPV > 0 โ†’ accept ยท NPV < 0 โ†’ reject ยท NPV = 0 โ†’ earns exactly r

Example โ€” NPV of ABC's Roaster Project

STEP 1 โ€” PV OF OPERATING FLOWS

PV = $10,000 ร— [(1 โˆ’ 1.10โปโต) / 0.10] = $10,000 ร— 3.791 โ‰ˆ $37,910

STEP 2 โ€” PV OF TERMINAL FLOW

PV = $8,000 / 1.10โต โ‰ˆ $8,000 ร— 0.6209 = $4,967

STEP 3 โ€” NPV

NPV = โˆ’$43,000 + $37,910 + $4,967 = โˆ’$123

At 10%, project barely fails. At 9%, NPV would be slightly positive.

ABC Roaster โ€” NPV Profile vs. Discount Rate

$0
+15.0K
0%
+6.6K
5%
+2.4K
8%
+1.1K
9%
-0.1K
10%
-1.3K
11%
-2.4K
12%
-5.5K
15%

NPV crosses zero near 9.9% โ€” that's the IRR. At 10%, NPV โ‰ˆ โˆ’$123 (barely negative).

Including Taxes and Depreciation

AFTER-TAX OPERATING CASH FLOW

CFโ‚œ = (Revenue โˆ’ Cash Expenses) ร— (1 โˆ’ Tax Rate) + Depreciation ร— Tax Rate

Second term = depreciation tax shield โ€” real cash savings from reduced taxes

Comparing Projects with NPV

Mutually Exclusive

Choose the project with the higher NPV at the appropriate discount rate.

Independent

Accept all projects with NPV > 0, subject to capital constraints (use Profitability Index to rank).

Capital Budgeting Module Track

NPV is module 3 of 4 (#100โ€“103):

ModuleCore Concept#
Capital Budgeting BasicsLong-term investments; cash flows; time value of money#100
Payback PeriodTime to recover initial investment from cash flows#101
Net Present Value (NPV) โ† You are hereDollar value added today from discounted cash flows#102
Internal Rate of Return (IRR)Discount rate where NPV = 0; compare to hurdle rate#103

Common Mistakes

Mixing nominal and real values

โŒ Wrong

Using inflation-adjusted cash flows with a nominal discount rate.

โœ… Right

Match nominal CFs with nominal r, or real CFs with real r.

Ignoring working capital

โŒ Wrong

Modeling only equipment cost, missing inventory/receivables funding.

โœ… Right

Include WC outflow at start and recovery at project end.

Double-counting depreciation

โŒ Wrong

Subtracting depreciation as cash expense AND adding tax shield.

โœ… Right

Depreciation affects taxes only โ€” not a cash outflow.

Key Takeaway

Net Present Value (NPV) discounts all expected project cash flows at an appropriate required rate of return and subtracts the initial investment to measure the value created today. A positive NPV means the project increases firm value; a negative NPV means it reduces value. NPV is the primary capital budgeting decision rule because it directly links project choice to value creation, while also respecting the time value of money and risk.

Test Your Understanding

NPV calculation, decision rules, ABC roaster, and project comparison.

Question 1: A project costs $20,000 today and yields $7,000 per year for 4 years. Discount rate 10%. PV factor โ‰ˆ 3.170. Approximate NPV?

Question 2: True or False: If a project's NPV is positive at a discount rate equal to the firm's cost of capital, accepting the project will increase the firm's value.

Question 3: ABC roaster: โˆ’$43,000 Y0; $10,000/yr Y1โ€“5; +$8,000 terminal Y5. At 10%, NPV is approximately:

Question 4: Two mutually exclusive projects: Project A NPV = $15,000; Project B NPV = $22,000. Which should be chosen?

Ready to Practice?

Build NPV models with annual or year-by-year cash flows, test sensitivity to discount rates, and compare projects in the Practice Lab.

Try the Practice Lab

What's Next?

Internal Rate of Return (IRR) โ€” The discount rate that makes NPV exactly zero, and how to interpret and compare it to the required rate of return.

Related Concepts

Up Next

Internal Rate of Return (IRR)