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Confused about discount rates in infrastructure funds
Jake
Posted: 27 September 2022 20:26:26(UTC)
#1

Joined: 27/09/2022(UTC)
Posts: 3

Hi everyone, I am still learning some of the fundamentals in investing. In particular now I am a bit unsure about why an increase in discount rates leads to a drop in NAV for an infrastructure trust (and possibly other trusts too). I read this article:
https://citywire.com/inv...-funds-falling/a2398279


I'm not very familiar with discount rates, but my understanding is it's the opposite of compounded interest rate, e.g., it tells you how much a pot of money should be now so that it reaches X amount in the future. The article says it has two components:
"There are two components to the discount rate. There is the risk-free component (typically government bond yields that provide compensation for waiting – i.e. the time value of money) and there is the risk premium component (the element that reflects the risk of default or delay on the underlying cashflows)."

The following is from the HICL Infrastructure (HICL) annual report 2022: "The discount rate is determined based on the Investment Manager’s knowledge of the market, which includes intelligence gained from bidding and disposal activities, discussions with financial advisers knowledgeable of these markets and publicly available information on relevant transactions."
So then it is an estimation set by the company (probably due to the risk premium component above).

From the table in the citywire article above it results that a larger discount rate leads to a reduction in NAV, suggesting a negative impact on the trust (which would also explain an unprecedented 9% plunge in value today for HICL). Something does not make sense in my mind though, as the way I see it is a higher discount rate would mean its current value would be boosted in the future, so it should have a positive outlook. I would appreciate if someone could clarify this. Thank you!
Mr Helpful
Posted: 05 October 2022 17:49:13(UTC)
#2

Joined: 04/11/2016(UTC)
Posts: 3,985

Mmm, would need a few days to ponder.
LondonYank
Posted: 06 October 2022 00:57:49(UTC)
#3

Joined: 28/04/2019(UTC)
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Jake;240302 wrote:

From the table in the citywire article above it results that a larger discount rate leads to a reduction in NAV, suggesting a negative impact on the trust (which would also explain an unprecedented 9% plunge in value today for HICL). Something does not make sense in my mind though, as the way I see it is a higher discount rate would mean its current value would be boosted in the future, so it should have a positive outlook. I would appreciate if someone could clarify this. Thank you!


There’s two different things you’re confusing here:

- NAV is the value today based on discounting future cash flows of the portfolio. One way to think about this is that if HICL were to liquidate the entire portfolio today, they would likely realize this at a lower value than a few weeks ago, given that buyers will be applying higher discount rates (ie, their borrowing costs to finance the acquisition will be higher, and risk premia may be different)

- If HICL did this and was 100% cash, they would be investing at higher discount rates, locking in higher future returns. This won’t happen without portfolio churn (and of course sellers willing to part at those prices). So yes, the portfolio could generate higher base returns in the future, but this doesn’t show up in NAV (which is the existing portfolio) and could take many years to play out given these are long life assets,

Hope this helps.
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Mr Helpful on 06/10/2022(UTC)
MarkSp
Posted: 06 October 2022 05:37:25(UTC)
#4

Joined: 02/02/2020(UTC)
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You have half the story

Higher discount rates reduce the present value of future income streams ===> NAV falls
Reduced Corporation tax reduces the share of future income streams paid to HMG ===>NAV rises
Inflation protection protects the real value of future income streams and makes their current value higher versus income streams from unprotected assets ==> NAV holds or rises

It all depends on what the planned discount rate is on which the "planned return" is based. If the planned return used a 7% discount rate as many of the wind/solar investments do we still have a long way to go.

It is the same set of event at play with REITS. Some REITS are low LTV c 5-10% others are at 45%. Some have debt fixed for a long time horizon with no need to refinance, some have interest rate hedges in place.

The last 3-4 podcasts on money makers have covered this topic
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Tim D on 06/10/2022(UTC)
Retail Newbie
Posted: 16 February 2025 09:36:58(UTC)
#5

Joined: 01/02/2024(UTC)
Posts: 1

The replies above explain why a higher discount rate leads to lower NAV, which makes sense.

However this week the managers of TRIG are quoted in City Wire as saying that lower discount rates have led to falling NAV. How can this possibly be true?

Am I missing something or are TRIG pulling the wool over our eyes?
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