Skip to content

amoghgupta26/apple-financial-model

Repository files navigation

📊 Apple Inc. (AAPL) — Financial Model & DCF Valuation

Amogh Gupta | M.Sc. Quantitative Finance, Kiel University, Germany


I built this project to bridge the gap between theory and practice. My Quantitative Finance programme covers valuation in depth, but I wanted to actually sit down and build a full 3-statement model and DCF from scratch — the kind of work you'd do in an IB internship. Apple felt like the right company to start with: clean financials, a well-documented business, and an interesting valuation story given the Services segment transformation.

The result is an 8-sheet Excel model with 5 years of historical data and 5-year projections, a DCF valuation, trading comps against 5 peers, and a sensitivity analysis across 42 WACC/growth rate combinations. I also rebuilt the entire model in Python using openpyxl, partly to automate it and partly because working through it programmatically forced me to understand every single formula.

My base case implies a share price of ~$172 against a reference price of $195 — roughly 12% downside — which puts Apple in Hold territory at current levels.


🏢 Apple — Why It's Interesting Right Now

Apple is not a simple hardware story anymore. Services (~22% of revenue, ~70%+ gross margins) is growing at ~15% annually and is steadily shifting the margin profile of the whole company upward. That's the bull case in one sentence.

The bear case is China (~19% of revenue), App Store regulatory risk, and the question of whether Apple Intelligence actually drives a meaningful iPhone upgrade cycle or whether it's just marketing.

Detail Value
Ticker AAPL (NASDAQ)
Sector Technology
FY End September 30
Reference Price $195.00
Market Cap ~$3.0 Trillion
Shares Outstanding ~15.4 Billion

📐 Key Assumptions

The most important judgment calls in any model are the revenue growth rates and the WACC. Here's my thinking:

Revenue Growth

Year Growth Reasoning
FY2024E 4.3% iPhone 15 cycle recovery after FY2023 dip
FY2025E 7.0% iPhone 16 + early AI feature adoption
FY2026E 8.0% Services compounding + India market opening up
FY2027E 7.5% Vision Pro ecosystem, wearables maturing
FY2028E 6.5% Normalisation — harder to grow off a larger base

Margins

Metric FY2023A FY2028E Driver
Gross Margin 44.1% 45.5% Services mix shift
EBITDA Margin 32.8% 32.8% Stable opex leverage
Net Margin 25.3% 27.0% Interest income on net cash position

WACC

Component Value
Risk-Free Rate 4.25% (10Y UST)
Equity Risk Premium 5.50% (Damodaran)
Beta 1.25 (5Y monthly vs S&P 500)
Cost of Equity 11.1%
After-Tax Cost of Debt 4.06%
Equity Weight 92%
WACC 10.0%

📊 DCF — Methodology & Output

I used Unlevered Free Cash Flow (UFCF) discounted at WACC, which is standard for a company like Apple where the capital structure is relatively stable.

EBIT − Taxes on EBIT + D&A − CapEx − ΔNWC = UFCF

For terminal value I used two methods and averaged them:

  • Gordon Growth Model at 3.0% terminal growth rate
  • Exit Multiple at 22.0x EV/EBITDA (peer median)

Output

Component Value
PV of FCFs (FY24E–28E) $450B
PV of Terminal Value $2,280B
Enterprise Value $2,730B
Less: Net Debt ($66B)
Equity Value $2,664B
Implied Share Price ~$172

Terminal value is ~83% of EV — high, but expected for a business with Apple's long-term FCF profile.

Sensitivity — Implied Share Price vs WACC & Terminal Growth

WACC 8.5% WACC 9.5% WACC 10.0% WACC 10.5% WACC 11.5%
TGR 2.0% $215 $181 $167 $155 $135
TGR 3.0% $248 $204 $172 $158 $136
TGR 4.0% $306 $241 $213 $190 $157

🔍 Trading Comps

Peer EV/Revenue EV/EBITDA
Microsoft 12.1x 24.3x
Alphabet 6.2x 18.4x
Meta 7.8x 22.1x
Samsung 2.1x 14.2x
Sony 1.8x 12.3x
Median 6.5x 21.6x
Apple implied ~$159/share ~$169/share

💡 Conclusion: HOLD

At $195, Apple is not obviously cheap. My blended valuation range is $149–$194 with a midpoint of ~$171 — implying ~12% downside at current prices.

That said, I think the market is pricing in a reasonable bull case on Services and AI. If Apple Intelligence genuinely accelerates the upgrade cycle and Services reaches 30%+ of revenue by FY2027, the bull case of ~$230 is achievable.

The position I'd take: Hold existing, don't add at $195. Wait for a pullback toward $160–$170 before building a position.


📚 Data Sources

Data Source
Historical financials Apple 10-K filings, SEC EDGAR
Beta / price data Yahoo Finance
Equity risk premium Damodaran Online
Peer multiples Public filings

M.Sc. Quantitative Finance — Kiel University | Built as part of IB internship preparation

About

Full 3-statement financial model & DCF valuation for Apple Inc. (AAPL)

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors

Languages