aswathdamodaran.blogspot.com · 2023-05-07 · 1124d

Musings on Markets: Good (Bad) Banks and Good (Bad) Investments: At the right price...

The article analyzes bank valuation using a Free Cash Flow to Equity (FCFE) model and explores how to differentiate between good and bad banks as investments by examining intrinsic value versus market pricing. The author argues that acquiring a good bank at too high a price results in a poor investment, while a bad bank at a bargain price can be superior, using Citibank as a case study of an undervalued quality bank versus JPMorgan Chase as an overpriced quality bank.

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Metrics in this report

Cost of Equity

11.67%percent

Large commercial banks (implied from 25 largest banks sample)

Price-to-Book Ratio

1.12ratio

median

US banking sector aggregate, end of 2022

Price-to-Book Ratio

0.94ratio

median

US banking sector aggregate, May 2023

Return on Equity

9.50%percent

average

Citibank, 5-year average (2018-2022)

Return on Equity

8.78%percent

Citibank, 2022

Return on Equity

12%percent

median

25 largest US banks by market cap, 2022

Return on Equity - Interquartile Range

9.38%-14.80%percent

US banks, 2021 (50% of banks fall within this range)

Return on Equity - Interquartile Range

9.24%-13.75%percent

US banks, 2022 (50% of banks fall within this range)

Tier 1 Capital Ratio

14.80%percent

Citibank, current

Tier 1 Capital Ratio

13-14%percent

aggregate

US banks collectively, post-2008 crisis

Tier 1 Capital Ratio

10-11%percent

aggregate

US banks collectively, years leading into 2008 crisis