Readings: Valuation and Sustainability
4. Adjusted Present Value (APV)
As a result of the raising focus on sustainability, several markets or quasi-markets have emerged, on which traditionally non-financial factors such as carbon emissions can now be exchanged. Thereby, these factors attain a "market" value and can be reflected in a capital budgeting framework that is similar to the standard NPV analysis.
The most prominent initiative for such a market mechanism is the "Carbon Pricing Leadership Coalition (CPLC)", which was officially launched in Paris in 2015. As of 2018, the CPLC includes 33 national and sub-national government partners as well as a large range of NGOs, private partners, business organizations, and universities. The goal of the CPLC is to internalize the costs associated with carbon emission by applying a carbon price throughout the global economy. By 2030, the coalition wants to cover 50% of global emissions.
In what follows, we briefly introduce this capital budgeting framework with a simple example. Then we discuss the application of the framework in a broader context. In sum, the proposed Adjusted Present Value (APV) procedure is as follows:
- Conduct a standard NPV-analysis that relies on market prices. Only reflect the factors that have a binding and objective market price. The result is the so-called base case valuation.
- Conduct a second NPV analysis for all the factors for which there is a non-binding market or quasi-market price. Participation in these "markets" is voluntary, so that there is no legal obligation to actually pay a full price for the factors in question. A case in point are the carbon emissions mentioned above or a voluntary extension of maternity and paternity leave.
- The Adjusted Present Value (APV) of the project corresponds to the base case valuation plus the present value of the factors for which there is a non-binding market price:
Adjusted Present Value (APV) = Base Case Valuation + PV of Factors with Non-Binding Market Prices.
- Discuss mostly qualitatively what additional non-financial factors are relevant, which have not yet been discussed under steps (1) or (2) above (see before).
Let's look at a simple example.