FIN435 • Discounted Cash Flow (DCF)

Step 1 — Free Cash Flow (FCF) from Financial Statements (Chapter 3)

Templates • EDGAR basics • FCF definition • Formula • In-class exercise • Case
FCF Calculator

What is Free Cash Flow (FCF)?

DCF input
Cash to all investors
Operations minus reinvestment

Free Cash Flow (FCF) is the cash generated by operations that is available for distribution to all investors (both debt holders and stockholders) after the firm makes the investments needed to support operations. A company’s value in DCF depends on the level and growth of FCF.

1) Five uses of Free Cash Flow
  • Pay interest on debt
  • Pay back principal on debt
  • Pay dividends
  • Buy back stock
  • Buy non-operating assets (e.g., marketable securities, investments in other companies)
2) Core FCF formula used in class
FCF = EBIT(1 − T) + Depreciation − (CapEx + ΔNOWC) where: EBIT = operating income T = tax rate CapEx = capital expenditures (investment in fixed assets) ΔNOWC = change in net operating working capital
Interpretation: FCF increases when operating profit after tax increases, and decreases when reinvestment needs (CapEx and working capital) rise.
3) In-class exercise (with solution)
Firm AAA: EBIT (operating income) = $3 million Depreciation = $1 million CapEx = $1 million Net operating working capital (NOWC) = $0.6 million Tax rate = 40% FCF = EBIT(1 − T) + Depreciation − (CapEx + NOWC) Solution: EBIT 3.0 Tax rate 40% Depreciation 1.0 CapEx + NOWC 1.6 FCF = 3*(1-0.40) + 1 − 1.6 = 1.2 (million)
4) Building the Cash Flow Statement from BS + IS (Excel checklist)

Use the prior-year and current-year balance sheets plus the current-year income statement. Key point: some working-capital changes require a sign change.

Cash Flow Statement Line Where it comes from Notes / Sign rules
Cash at beginning of year Last year’s Balance Sheet Equals last year’s cash ending balance
Net income Income Statement (current year) Starting point for CFO
+ Depreciation Income Statement / Notes Non-cash expense added back
−/+ Δ Accounts Receivable (AR) Balance Sheet: AR (current − last) Change sign: increase in AR reduces cash
−/+ Δ Inventory Balance Sheet: Inventory (current − last) Change sign: increase in inventory reduces cash
+/− Δ Accounts Payable (AP) Balance Sheet: AP (current − last) No sign change: increase in AP increases cash
Net cash from operations (CFO) Subtotal Cash generated by core operations
Cash from investing (CFI) Balance Sheet: Net fixed assets (NFA) Use Δ(NFA) and add back depreciation to infer CapEx. Change sign for investment outflows.
Cash from financing (CFF) Balance Sheet: LT debt, common stock; IS dividends Debt/equity issuance positive; dividends are cash outflow
Cash at end of year Balance Sheet (current year) Must match current-year cash on the BS
Validation rule: If your computed ending cash does not equal the balance sheet cash, do not proceed—re-check the working-capital sign rules and the investing section.
5) Templates (Financial Statements)
6) EDGAR note (where statements come from)
All companies (foreign and domestic) are required to file registration statements, periodic reports, and other forms electronically through EDGAR. For DCF Step 1: Pull the Income Statement, Balance Sheet, and Cash Flow Statement from the 10-K / 20-F, then build FCF using consistent definitions.

Assignments and materials

Chapter 3 deliverables (Step 1 of DCF)
  • PPT: Chapter 3 (Financial Statements → Cash Flow → FCF)
  • FCF calculator: jufinance.com/fcf
  • Case study: Cash Flow Statement and FCF only (due with the second midterm exam)
  • Case video (3/11/2024): (add your video link here)
Grading emphasis: correct construction (signs, reconciliation to ending cash) and clean FCF logic.
Optional: Step 2 of DCF (Chapter 12 — Cash Flow Estimation + Monte Carlo)
Monte Carlo quiz
DCF Game 1
DCF Game 2
  • Simple Monte Carlo DCF demo: DCF Simple Monte Carlo
  • Chapter 12 case study: due with the second midterm exam (Monte Carlo required)
Chapter 12 content belongs to Step 2 (forecasting and uncertainty). Step 1 is strictly: statements → cash flows → FCF definition.

Quick reminders

  • Be consistent about definitions (operating vs non-operating).
  • Do not mix units (millions vs dollars) inside one worksheet.
  • Reconcile ending cash before you compute FCF.
Disclaimer: Educational content for jufinance.com. Not investment, legal, or tax advice.