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Microlesson · 5-min read

Present Value of multiple cash flows — finite period, perpetuity, and timing (annuity due vs deferred)

# Present Value of Multiple Cash Flows

Most real decisions involve a series of cash flows, not a single amount. We classify these by (a) how long they last and (b) whether they are equal.

## 1. Finite period — cash flows that stop after `n₹ years

### A. Multiple Unequal cash flows

Discount each year's cash flow separately and add them up:

```

PV = CF₁/(1+r)¹ + CF₂/(1+r)² + CF₃/(1+r)³ + … + CFₙ/(1+r)ⁿ

```

### B. Multiple Equal cash flows (an annuity)

When every year's cash flow is the same, the sum collapses into a single factor — the Present Value Annuity Factor (PVAF):

```

PV = CF/(1+r)¹ + CF/(1+r)² + … + CF/(1+r)ⁿ

PV = Annual CF × PVAF(r%, n years)

```

PVAF is read from annuity tables; it saves you from discounting each year individually.

## 2. Infinite period — Perpetuity (cash flows that never end)

A perpetuity is a stream of cash flows expected to continue forever, with no end date.

### A. Equal cash flows forever

```

PV = Annual CF / Discount Rate

```

### B. Growing cash flows forever (growing perpetuity)

When the cash flow grows at a constant rate `g`:

```

PV = CF₁ / (Discount Rate − Growth Rate)

```

(CF₁ is next year's cash flow; this requires Discount Rate > Growth Rate.)

## 3. Timing of cash flows — when in the year do they arise?

The timing of cash flows materially changes the PV. Two cases:

TypeWhen CF arisesAlso called
Deferred AnnuityEnd of each yearCF in arrears
Annuity DueBeginning of each yearCF in advance

> Default rule: In the absence of information, always assume Deferred Annuity (cash flow at year-end).

### A. Deferred Annuity (equal CFs)

Same as the finite-equal-CF formula above:

```

PV = Annual CF × PVAF(r%, n years)

```

### B. Annuity Due (equal CFs)

Because each cash flow arrives one year earlier, it is discounted one period less. The adjustment:

```

PV = Annual CF × [1 + PVAF(r%, (n − 1) years)]

```

The first cash flow (received today) is taken at full value (₹1₹), and the remaining `n − 1₹ flows are discounted using PVAF for `n − 1₹ years.

Worked example

### Example 1

Unequal finite CFs: Receipts of ₹1,000, ₹2,000 and ₹3,000 at the end of years 1, 2 and 3; discount rate 10%.

`PV = 1,000/1.10 + 2,000/1.21 + 3,000/1.331`

`PV = 909.1 + 1,652.9 + 2,253.9 = ₹4,815.9`

### Example 2

Equal finite CFs (deferred annuity): ₹5,000 per year for 4 years at 10%. PVAF(10%, 4) = 3.170.

`PV = 5,000 × 3.170 = ₹15,850`

### Example 3

Annuity due: Same ₹5,000 for 4 years at 10%, but received at the start of each year. PVAF(10%, 3) = 2.487.

`PV = 5,000 × [1 + 2.487] = 5,000 × 3.487 = ₹17,435`

Note it is higher than the deferred case because each receipt arrives one year sooner.

### Example 4

Perpetuity: A bond pays ₹800 forever; required return 8%.

`PV = 800 / 0.08 = ₹10,000`

### Example 5

Growing perpetuity: Next year's dividend ₹10, growing 5% forever, required return 12%.

`PV = 10 / (0.12 − 0.05) = 10 / 0.07 = ₹142.86`

⚠️ Common exam mistakes

  • Forgetting the default assumption: if timing isn't stated, treat cash flows as a deferred annuity (year-end).
  • Using PVAF(r%, n) for an annuity due instead of the adjusted [1 + PVAF(r%, n−1)] factor.
  • In a growing perpetuity, using the current cash flow instead of next period's CF₁ in the numerator, or applying the formula when g ≥ r (which is invalid).
  • Adding undiscounted cash flows of different years directly instead of discounting each to present value.
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