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Microlesson · 5-min read

Dividend Discount Model (DDM)

# Dividend Discount Model (DDM)

The DDM values a share as the present value of all expected future dividend payments, discounted at an appropriate risk-adjusted rate. The price it produces is the intrinsic value of the stock.

$$\text{Intrinsic value} = \text{PV of all future dividends} + \text{PV of stock sale price}$$

$$\text{Stock Intrinsic Value} = \frac{D_1}{(1+K_e)^1} + \frac{D_2}{(1+K_e)^2} + \dots + \frac{D_n}{(1+K_e)^n} + \frac{RV_n}{(1+K_e)^n}$$

where $RV_n$ is the realizable/terminal value at year $n$.

There are three variants depending on the assumed growth pattern of dividends.

## A. Zero Growth Model

Dividend stays constant forever (a perpetuity):

$$P_0 = \frac{D}{K_e}$$

SymbolMeaning
$D$Constant annual dividend
$K_e$Cost of capital
$P_0$Current market price

## B. Constant Growth Model

Dividends grow at a single constant rate $g$ forever. This is exactly the same as Gordon's Model:

$$P_0 = \frac{D_1}{K_e - g}$$

## C. Variable (Multi-stage) Growth Model

Used when more than one growth rate applies — e.g. high growth for a few years, then a constant long-run rate. Discount each explicit-period dividend individually, then apply Gordon's formula to the terminal value and discount it back.

Assuming growth becomes constant after year 4:

$$P_0 = \frac{D_1}{(1+K_e)^1} + \frac{D_2}{(1+K_e)^2} + \frac{D_3}{(1+K_e)^3} + \frac{D_4}{(1+K_e)^4} + \left[\frac{D_5}{K_e - g} \times \frac{1}{(1+K_e)^4}\right]$$

The last bracket computes the share value at the end of year 4 using the constant-growth formula (with the first post-stable dividend $D_5$) and then discounts that lump sum back to today.

⚠️ Common exam mistakes

  • In the variable-growth model, discounting the terminal value by (1+Ke)^5 instead of (1+Ke)^4 — the Gordon terminal value is computed AS AT the end of year 4, so it is discounted for 4 years only.
  • Using D4 instead of D5 in the terminal-value numerator. The constant-growth terminal formula uses the FIRST dividend of the stable phase.
  • Forgetting that the constant-growth DDM is identical to Gordon's model.
Reference:
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