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Private equity · Investment banks · Search funds · Independent sponsors · Corporate development
★★★★★
“Financial models are really at the heart of M&A deals we run across here at our consultancy in Paris. Having this tool just makes it considerably faster and easier to run scenarios with our clients. Above all, it is professionally organized and formatted, making it easy for us to insert each section in our deliverables. Wholeheartedly recommend it to all PE pros!”
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Antoine Duboscq
M&A Consultancy, Paris
Inside the Model
Everything you need on one deal
All 26 worksheets, organized by function. Click any category to explore.
Firm Value
Enterprise value bridge: EBITDA multiple → EV → less net debt, minority interest, preferred → equity value → implied share price.
Premium
Acquisition premium analysis: 52-week high/low range, consensus analyst price targets, and % premium to current share price.
DCF_10
10-year unlevered DCF: Net Income → +Interest → +D&A → −CapEx → Unlevered FCF, WACC, terminal EBITDA multiple, and dual 5×5 sensitivity tables (Firm Value + Equity Value).
DCF_5
5-year DCF with independent WACC assumption set. Shorter-horizon model suited for high-growth or cyclical businesses.
Comps
Public company trading comps: EV/EBITDA, EV/Revenue, EV/EBIT, P/E, and NTM multiples across a fully customizable peer set.
LBO
Full LBO model: 7-tranche sources & uses (Bank Debt, Sr. Sub, Discount Notes, PIK Preferred, Outside/Rollover Equity), EV bridge, transaction multiples (EV/EBITDA, EV/EBIT, EV/EBITDA−CapEx), and summary credit statistics.
EVA
Economic Value Added: NOPAT build-up (Net Income + After-tax Interest + Rent), ending invested capital rollforward (book equity + debt + capitalized rent), and EVA = NOPAT − (Avg. Capital × WACC) with per-share output.
Why It's Different
Not a template. A working model.
Complete 3-Statement Model
Fully integrated P&L, balance sheet, and cash flow statement across 13 projected years. Every line ties automatically. A 3-scenario toggle (Base / Upside / Downside) lets you stress-test assumptions without rebuilding the model.
Five Valuation Frameworks
DCF (5yr + 10yr with dual sensitivity tables), LBO returns, public comps, and firm value / acquisition premium — all linked to the same operating model. No re-entering numbers between analyses.
Institutional Debt Modeling
Seven debt tranches in the LBO (Bank Debt, Sr. Sub, Discount Notes, PIK Preferred), plus a standalone High Yield analysis with full PIK toggle — rare in off-the-shelf models and critical for buyout deal structuring.