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Invesco Emerging Markets Sovereign Debt ETF V.PCY


Primary Symbol: PCY

The investment seeks to track the investment results (before fees and expenses) of the DBIQ Emerging Market USD Liquid Balanced Index (the underlying index). The fund generally will invest at least 80% of its total assets in U.S. dollar-denominated government bonds from emerging market countries that comprise the underlying index. The underlying index measures potential returns of a theoretical portfolio of liquid emerging market U.S. dollar-denominated government bonds.


ARCA:PCY - Post by User

Comment by junior_mineron Jan 17, 2012 1:16pm
549 Views
Post# 19412858

Another quick and dirty numbers

Another quick and dirty numbers

 

First, let's not try to evaluate eligibility of the project using PE. No one in the industry does it that way. 
 
I found several problems in this news release:
 
* IRR and NPV are for 70/30 leveraged to shareholder equity. It creates better than IRR than what could be calculated on unleveraged basis. But unleveraged IRR is what determines if project is viable. (In other words, lenders don't give rats azz about PCY shareholder's IRR on their equity)
 
* USD 15.5/t is assumed coal price. But, would that coal price result in good enough mine IRR to justify its development?
 
Annual inflation escalations for input costs and end product costs are smoke and mirrors in NPV studies. You're not using current real value dollars. Most of NPV don't model inflation, because it does not add real information to NPV anyways. But it allows you to choose higher discount rate to appear more conservative than in reality.
 
However
I did quick and dirty unleveraged NPV calculation with the bits of information we got:
pre-tax NPV-8% = $1200 m
pre-tax NPV-12% = $640m
pre-tax IRR = 22%
Annual production = 5040 million kWh
annual revenues = $300m
annual operating costs = $115m
 
But this assumes that 15.5/t coal is enough to justify the mine. If this really is the case, it's not a bad project.

 

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