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2 Capital Structure and Leverage Notes

This document provides a comprehensive overview of capital structure and leverage, specifically targeting Bachelor of Commerce students. It discusses the meaning of capital structure, various theories, factors affecting it, and the concept of optimum capital structure, along with EBIT-EPS analysis and types of leverage. The aim is to equip students with the knowledge to understand how capital structure decisions impact a firm's overall cost of capital and shareholder value.

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Himanshu Shukla
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0% found this document useful (0 votes)
17 views9 pages

2 Capital Structure and Leverage Notes

This document provides a comprehensive overview of capital structure and leverage, specifically targeting Bachelor of Commerce students. It discusses the meaning of capital structure, various theories, factors affecting it, and the concept of optimum capital structure, along with EBIT-EPS analysis and types of leverage. The aim is to equip students with the knowledge to understand how capital structure decisions impact a firm's overall cost of capital and shareholder value.

Uploaded by

Himanshu Shukla
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

​ omprehensive Study Notes: Capital​

C
​Structure and Leverage​
​Target Audience:​​Bachelor of Commerce ([Link]) Students​

​Format:​​Detailed, Printable PDF Guide​

​1. Capital Structure: Meaning and Introduction​


I​n financial management, while "Capitalization" refers to the​​total amount​​of long-term funds a​
​company raises,​​Capital Structure​​refers to the​​composition​​or mix​​of those funds. It​
​represents the proportionate relationship between different long-term sources of financing,​
​primarily debt (borrowed capital) and equity (owner's capital).​

​ firm needs capital to purchase assets and fund its growth. It can raise these funds through​
A
​various instruments:​

​​ E
● ​ quity Funds:​​Equity shares, Retained earnings, Preference​​shares.​
​●​ ​Debt Funds:​​Debentures, Long-term bank loans, Bonds.​

​ he central problem of the capital structure decision is to determine the ideal ratio between​
T
​debt and equity that minimizes the company's overall Cost of Capital and maximizes the wealth​
​of its shareholders.​

​Difference Between Financial Structure and Capital Structure​


​●​ F ​ inancial Structure:​​Consists of​​all​​sources of funds,​​including both long-term and​
​short-term liabilities. (Total Left side of the Balance Sheet).​
​●​ ​Capital Structure:​​Is a sub-part of the financial​​structure. It consists​​only​​of long-term​
​sources of funds.​

​2. Theories of Capital Structure​


​ o changes in the debt-equity mix actually affect the total value of the firm? Financial experts​
D
​have debated this for decades, leading to four major theories of capital structure.​

​ efore exploring the theories, it is essential to understand certain standard assumptions they​
B
​all share:​

​ .​ T
1 ​ here are only two sources of funds: Debt and Equity.​
​2.​ ​The total assets of the firm remain constant.​
​3.​ ​The firm has a 100% dividend payout ratio (retained earnings are zero).​
​ .​ T
4 ​ he operating profit (EBIT) is given and expected to remain constant.​
​5.​ ​The business risk is constant across all scenarios.​

​A. Net Income (NI) Approach​


​ roposed by​​David Durand​​, the Net Income approach​​argues that capital structure​​is​​relevant.​
P
​According to this theory, a firm can increase its total value and lower its overall Weighted​
​Average Cost of Capital (WACC) by increasing the proportion of debt in its capital structure.​

​The Logic:​

​●​ D ​ ebt is a cheaper source of finance than equity because interest is a tax-deductible​
​expense, and lenders require a lower return (since their risk is lower compared to​
​shareholders).​
​●​ ​The theory assumes that the Cost of Debt ($K_d$) and Cost of Equity ($K_e$) remain​
​constant regardless of how much debt the firm takes on.​
​●​ ​Therefore, injecting a higher proportion of cheaper debt will drag the overall average cost​
​of capital down, boosting the firm's value.​

​Formula for Value of Firm ($V$):​

​ $V = S + D$$​
$
​Where $S$ is the Market Value of Equity, and $D$ is the Market Value of Debt.​

​B. Net Operating Income (NOI) Approach​


​ lso proposed by​​David Durand​​, the NOI approach is​​the exact opposite of the NI approach. It​
A
​argues that the capital structure decision is totally​​irrelevant​​. Any change in leverage (debt) will​
​not affect the total value of the firm or the overall cost of capital.​

​The Logic:​

​​ T
● ​ he overall Cost of Capital ($K_o$) remains constant for all degrees of leverage.​
​●​ ​The market values the firm as a whole based on its Net Operating Income (EBIT) and​
​business risk.​
​●​ ​When a firm uses more "cheap" debt, the financial risk for the equity shareholders​
​increases. To compensate for this higher risk, shareholders demand a higher return.​
​●​ ​Therefore, the Cost of Equity ($K_e$) rises proportionally to exactly offset the benefits of​
​the cheaper debt. The WACC remains stubbornly flat.​

​C. Traditional Approach​


​ hampioned by​​Ezra Solomon​​, this is a pragmatic, middle-ground​​approach. It accepts that​
C
​debt is cheaper than equity, but it rejects the idea that you can take on unlimited debt without​
​consequences. Capital structure​​does​​matter, and there​​is an optimal mix.​
​The Three Stages:​

​1.​ S ​ tage 1:​​Introducing debt initially reduces the overall​​cost of capital ($K_o$) and​
​increases the firm's value. Shareholders don't perceive a massive increase in risk yet, so​
​$K_e$ stays relatively stable.​
​2.​ ​Stage 2:​​As more debt is added, it reaches an optimal​​point. The WACC bottoms out and​
​the firm's value peaks. Here, the rising cost of equity exactly offsets the benefit of cheap​
​debt.​
​3.​ ​Stage 3:​​If the firm takes on extreme debt past the​​optimal point, financial risk becomes​
​severe. Both equity investors and lenders panic. $K_e$ spikes dramatically, and even​
​lenders demand higher interest ($K_d$ rises). Consequently, WACC rises, and the firm's​
​value falls.​

​D. Modigliani-Miller (MM) Hypothesis​


​ ranco Modigliani and Merton Miller provided a robust behavioral justification for the NOI​
F
​approach, proving it mathematically.​

​Proposition I (Without Taxes - 1958):​

I​n a perfect capital market with no taxes, no transaction costs, and identical borrowing rates for​
​individuals and firms, capital structure is irrelevant. Two identical firms—one leveraged (with​
​debt) and one unleveraged (all equity)—will have the exact same market value.​

​●​ T
​ he Arbitrage Process:​​If the leveraged firm has a​​higher value, investors will sell their​
​overvalued shares in the leveraged firm, borrow money personally, and buy undervalued​
​shares in the unleveraged firm. This buying/selling pressure will quickly bring the values of​
​both firms back to equality.​

​Proposition II (With Taxes - 1963):​

​ M later recognized that real-world corporate taxes change the game entirely. Because​
M
​interest payments are tax-deductible, debt provides a "Tax Shield." Therefore, the value of a​
​leveraged firm is equal to the value of an unleveraged firm​​plus​​the present value of the tax​
​shield. In this scenario, capital structure​​does​​matter,​​and a firm should ideally use 100% debt to​
​maximize the tax shield.​

​3. Factors Affecting Capital Structure​


I​n the real world, finding the perfect capital structure involves balancing multiple internal and​
​external factors.​

​Internal Factors​
​1.​ C
​ ost of Capital:​​The primary goal is to minimize the​​WACC. Management must compare​
​the after-tax cost of debt with the cost of equity.​
​2.​ R ​ isk Profile (Business vs. Financial Risk):​​If a firm has high business risk (volatile sales,​
​high fixed operating costs like an airline), it should avoid high financial risk (debt).​
​Conversely, a firm with stable, predictable cash flows (like a utility company) can afford​
​higher debt.​
​3.​ ​Cash Flow Ability:​​A firm must have sufficient, consistent​​cash flow to meet fixed​
​interest payments and principal repayment. Debt is a strict master; defaulting leads to​
​bankruptcy.​
​4.​ ​Desire for Control:​​Equity shares dilute ownership​​and voting rights. If existing​
​promoters want to retain tight control over the company, they will prefer issuing debt or​
​preference shares, which do not carry voting rights.​
​5.​ ​Trading on Equity:​​The practice of using fixed-cost​​funds (debt) to boost the return on​
​equity. Management must assess if the Return on Investment (ROI) is higher than the​
​interest rate.​

​External Factors​
​1.​ C ​ apital Market Conditions (Stock Market):​​During a​​bullish stock market, investors are​
​eager to take risks, making it easy to issue equity shares at a premium. During a bearish​
​market, investors prefer safety, making debt or bonds easier to issue.​
​2.​ ​Taxation Policy:​​High corporate tax rates make debt​​exceptionally attractive because​
​interest is a deductible expense, whereas dividends are paid out of post-tax profits.​
​3.​ ​Attitude of Lenders/Banks:​​If banks perceive the industry​​as high-risk, they will demand​
​stringent collateral and high interest rates, forcing the company to rely on equity.​
​4.​ ​Floatation Costs:​​The costs of issuing securities​​(underwriting fees, prospectus printing,​
​brokerage). Issuing debt usually has lower floatation costs than floating a public issue of​
​equity.​

​4. EBIT-EPS Analysis​


​ arnings Before Interest and Taxes (EBIT)​​to​​Earnings​​Per Share (EPS)​​analysis is a vital tool​
E
​used by financial managers to evaluate alternative capital structures. It shows how changes in​
​operating profits (EBIT) impact the earnings available to equity shareholders (EPS) under​
​different financing plans.​

​ he core objective is to select the financial plan that yields the highest EPS for a given,​
T
​expected level of EBIT.​

​The Indifference Point​


​ he indifference point is the specific level of EBIT at which the EPS is identical under two​
T
​different financial plans. At this exact operating profit, it does not matter which capital​
​structure the firm chooses.​

​●​ ​If the expected EBIT is​​above​​the indifference point,​​the plan with​​more debt​​will yield a​
​ igher EPS (positive trading on equity).​
h
​ ​ ​If the expected EBIT is​​below​​the indifference point,​​the plan with​​more equity​​will yield a​

​higher EPS.​

​Formula for Indifference Point:​

​To find the indifference EBIT between Plan 1 and Plan 2, equate their EPS formulas:​

​ $\frac{(EBIT - I_1)(1 - t) - PD_1}{N_1} = \frac{(EBIT - I_2)(1 - t) - PD_2}{N_2}$$​


$
​Where:​

​​
● ​ I$ = Interest under the plan​
$
​●​ ​$t$ = Corporate Tax Rate​
​●​ ​$PD$ = Preference Dividend under the plan​
​●​ ​$N$ = Number of Equity Shares​

​Example of EBIT-EPS Analysis​


​ABC Ltd. requires ₹10,00,000 for expansion. It has two financing plans:​

​​ P
● ​ lan A:​​Issue 1,00,000 Equity Shares of ₹10 each.​​(Zero Debt)​
​●​ ​Plan B:​​Issue 50,000 Equity Shares of ₹10 each, and​​raise ₹5,00,000 through 10%​
​Debentures. (50% Debt)​

​Assume the corporate tax rate is 30%, and the expected EBIT is ₹2,00,000.​

​Calculation:​

​Particulars​ ​Plan A (100% Equity)​ ​Plan B (50% Debt)​

​EBIT​ ​₹ 2,00,000​ ​₹ 2,00,000​

​Less: Interest​ ​-​ ​(₹ 50,000)​

​EBT (Earnings Before Tax)​ ​₹ 2,00,000​ ​₹ 1,50,000​

​Less: Tax @ 30%​ ​(₹ 60,000)​ ​(₹ 45,000)​


​EAT (Earnings After Tax)​ ​₹ 1,40,000​ ​₹ 1,05,000​

​No. of Equity Shares​ ​1,00,000​ ​50,000​

​EPS (EAT / No. of shares)​ ​₹ 1.40​ ​₹ 2.10​

​ onclusion:​​Because the firm is earning a healthy​​EBIT, the use of debt in Plan B magnifies the​
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​returns for the shareholders, resulting in a higher EPS (₹2.10 vs ₹1.40).​

​5. Optimum Capital Structure​


​Meaning​
​ n optimum capital structure is the specific mix of debt and equity that maximizes the market​
A
​value of the firm's shares while simultaneously minimizing the firm's overall weighted average​
​cost of capital (WACC). It is the financial "sweet spot" where the tax benefits of debt are​
​perfectly balanced against the risks of bankruptcy.​

​Characteristics of an Optimum Capital Structure​


​A well-designed capital structure should possess the following attributes:​

​1.​ S ​ implicity:​​It should be easy for investors to understand.​​An overly complex structure​
​with multiple classes of shares, convertible bonds, and derivatives can confuse the​
​market and depress the share price.​
​2.​ ​Flexibility:​​The structure must allow the firm to​​adapt to changing conditions. The​
​company should be able to raise additional capital when needed without violating​
​existing loan covenants, and it should be able to retire debt easily if it has surplus cash.​
​3.​ ​Economy:​​The overall cost of capital must be minimized.​​This usually dictates the​
​inclusion of a healthy proportion of tax-deductible debt.​
​4.​ ​Profitability (Trading on Equity):​​The structure should​​leverage fixed-cost funds to​
​magnify the EPS for equity shareholders, provided the return on assets exceeds the cost​
​of debt.​
​5.​ ​Solvency and Liquidity:​​The use of debt should be​​strictly kept within safe limits. The​
​firm must never struggle to pay its periodic interest or principal amounts. Bankruptcy risk​
​must be kept negligible.​
​6.​ ​Control:​​The capital structure should not lead to​​the dilution of control for the founding​
​promoters. Debt and preference shares help retain control, whereas issuing new equity​
​dilutes it.​

​6. Concept and Computation of Leverages​


I​n physics, a lever helps lift a heavy object with minimal force. In financial management,​
​Leverage​​refers to the use of fixed-cost assets or​​fixed-cost funds to magnify the returns to​
​the owners. Leverage represents the relationship between two financial variables.​

​There are three types of leverage: Operating, Financial, and Combined.​

​A. Operating Leverage​


​ perating leverage relates to the operational side of the business (the top half of the Income​
O
​Statement). It occurs when a firm has high​​fixed operating​​costs​​(e.g., factory rent, machinery​
​depreciation, permanent salaries).​

​ hen fixed costs are high, a small percentage change in Sales revenue will lead to a much​
W
​larger percentage change in operating profit (EBIT).​

​●​ F ​ ormula:​
​$$Operating\ Leverage\ (OL) = \frac{Contribution}{EBIT}$$​
​(Note: Contribution = Sales - Variable Costs. EBIT = Contribution - Fixed Costs)​
​●​ ​Implication:​​High operating leverage means high Business​​Risk. If sales drop slightly,​
​profits will plummet rapidly because the fixed costs must still be paid.​

​B. Financial Leverage​


​ inancial leverage relates to the financing side of the business (the bottom half of the Income​
F
​Statement). It occurs when a firm uses​​fixed financial​​costs​​(e.g., interest on debt, preference​
​dividends).​

I​t measures how a percentage change in operating profit (EBIT) causes a magnified percentage​
​change in Earnings Per Share (EPS).​

​●​ F ​ ormula:​
​$$Financial\ Leverage\ (FL) = \frac{EBIT}{EBT}$$​
​(Note: EBT = Earnings Before Tax, which is EBIT - Interest)​
​●​ ​Implication:​​High financial leverage indicates high​​Financial Risk. It signifies aggressive​
​"Trading on Equity." As long as EBIT is high, EPS will skyrocket. But if EBIT falls below the​
​interest obligations, the firm faces insolvency.​

​C. Combined Leverage​


​ ombined Leverage measures the total risk of the firm by combining both business risk and​
C
​financial risk. It shows the total impact of a change in Sales on the final EPS.​
​●​ F
​ ormula:​
​$$Combined\ Leverage\ (CL) = OL \times FL$$​
​Or:​
​$$Combined\ Leverage = \frac{Contribution}{EBT}$$​

​Example of Computing Leverages​


​A manufacturing company has the following data:​

​​
● ​ ales: 10,000 units @ ₹50 per unit (Total Sales = ₹5,00,000)​
S
​●​ ​Variable Cost: ₹30 per unit (Total VC = ₹3,00,000)​
​●​ ​Fixed Operating Costs: ₹1,00,000​
​●​ ​Interest on Debt: ₹40,000​

​Step 1: Prepare Income Statement​

​​
● ​ ales: ₹5,00,000​
S
​●​ ​Less: Variable Cost:​​₹3,00,000​
​●​ ​Contribution:​​₹2,00,000​
​●​ ​Less: Fixed Cost:​​₹1,00,000​
​●​ ​EBIT:​​₹1,00,000​
​●​ ​Less: Interest:​​₹40,000​
​●​ ​EBT:​​₹60,000​

​Step 2: Calculate Leverages​

​1.​ O ​ perating Leverage (OL):​​Contribution / EBIT = 2,00,000​​/ 1,00,000 =​​2.0​


​(Meaning: A 10% increase in sales will result in a 20% increase in EBIT).​
​2.​ ​Financial Leverage (FL):​​EBIT / EBT = 1,00,000 / 60,000​​=​​1.67​
​(Meaning: A 10% increase in EBIT will result in a 16.7% increase in EPS).​
​3.​ ​Combined Leverage (CL):​​OL × FL = 2.0 × 1.67 =​​3.34​
​(Meaning: A 10% increase in sales will result in a massive 33.4% increase in the final EPS).​

​7. Capital Gearing​


​Concept​
​ apital Gearing​​is an extension of capital structure​​analysis. It focuses specifically on the ratio​
C
​between funds bearing fixed interest/dividend charges (Debentures, Bank Loans, Preference​
​Shares) and the equity funds (Equity Share Capital + Reserves & Surplus).​

I​t is essentially another way to evaluate financial leverage, but viewed purely through the lens​
​of the balance sheet.​

​Types of Capital Gearing​


​1.​ H ​ ighly Geared (High Gearing):​​A company is said to be highly geared when the​
​proportion of fixed-cost capital is considerably​​higher​​than the equity capital.​
​○​ ​Example:​​Debt = ₹70 Lakhs, Equity = ₹30 Lakhs.​
​○​ ​Effect:​​High risk. In bad times, the heavy interest​​burden can crush the company. In​
​good times, equity shareholders reap massive rewards.​
​2.​ ​Lowly Geared (Low Gearing):​​A company is lowly geared​​when the proportion of equity​
​capital is​​higher​​than the fixed-cost capital.​
​○​ ​Example:​​Debt = ₹20 Lakhs, Equity = ₹80 Lakhs.​
​○​ ​Effect:​​Safe and conservative. The risk of bankruptcy​​is negligible, but equity​
​shareholders will not experience rapid, magnified growth in their EPS.​

​Importance and Significance of Capital Gearing​


​ nderstanding whether a company is highly or lowly geared is crucial for management and​
U
​investors alike:​

​●​ M ​ agnification of Dividends:​​A highly geared company​​has a small equity base. Once​
​fixed interest is paid, the remaining profit is distributed among a small number of shares,​
​leading to very high dividend rates during boom periods.​
​●​ ​Economic Cycle Preparedness:​​* During an economic​​boom, high gearing is ideal. Sales​
​are rising, and the fixed interest costs remain static, generating huge surpluses for equity​
​owners.​
​○​ ​During an economic depression, low gearing is vital. Falling sales can quickly wipe​
​out operating profit, making it impossible to pay fixed interest in a highly geared​
​firm.​
​●​ ​Impact on Share Price:​​Due to the massive fluctuations​​in EPS associated with high​
​gearing, the market price of shares of highly geared companies is highly volatile and​
​speculative. Lowly geared company shares are generally more stable and favored by​
​conservative, long-term investors.​
​●​ ​Strategic Expansion:​​A newly formed company should ideally start with low gearing​
​because its profits are uncertain. As the company matures, stabilizes its cash flows, and​
​builds a market presence, it can gradually shift towards higher gearing to fund large​
​expansions without diluting control.​

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