Discounted Cash Flow

State Street Corp.

STT · Based on 10 years of SEC filings · Converted from CAD to USD

⚠ Cash flow predictability 40/100 (unstable) — FCF YoY std dev 86%, net income 18% (full history)

Average annual growth rates

Metric 10-Year 5-Year 3-Year
Sales
Free Cash Flow
Average (FCF & NI)
Net Income
Dividends

Average annual growth is the mean year-over-year change across each period.

Endpoint CAGR (better for long term trend)

Metric 10-Year 5-Year 3-Year
Sales
Free Cash Flow
Average (FCF & NI)
Net Income

Endpoint CAGR is the compound annual rate from the first to last year in each period.

Projections use average year-over-year growth. Change this in Settings.

Projected growth rate

Free cash flow growth
10-year: — 5-year: — 3-year: —
Averaged growth (FCF & NI)
10-year: — 5-year: — 3-year: —
Net income growth
10-year: — 5-year: — 3-year: —
Sales growth (not added to calculations)
10-year: — 5-year: — 3-year: —

Click a greyed-out slider to switch metrics. Slide between the 10-year, 5-year, and 3-year historic growth rates for FCF, net income, or their average.

%
%

Historical inputs (10 fiscal years)

YEAR Sales Net Income Free Cash Flow Net Margin EPS (diluted)
2016 $7.4b $1.6b $1.2b 21.0% $5.03
2017 $8.1b (9.4%) $1.6b (1.6%) $4.6b (275.4%) 19.5% (-7.2%) $5.32 (5.8%)
2018 $8.7b (7.3%) $1.9b (19.4%) $7.2b (56.4%) 21.7% (11.3%) $6.48 (21.8%)
2019 $8.5b (-1.9%) $1.6b (-13.7%) $3.6b (-49.6%) 19.1% (-12.1%) $5.43 (-16.2%)
2020 $8.5b (-0.5%) $1.8b (7.9%) $2.2b (-40.1%) 20.7% (8.4%) $6.40 (17.9%)
2021 $8.7b (2.8%) $2.0b (11.3%) $-5.5b (-353.1%) 22.4% (8.3%) $7.30 (14.1%)
2022 $8.8b (1.0%) $2.0b (3.0%) $8.1b (249.2%) 22.8% (2.0%) $7.28 (-0.3%)
2023 $8.7b (-1.7%) $1.4b (-29.9%) $-91.5m (-101.1%) 16.3% (-28.7%) $5.65 (-22.4%)
2024 $9.4b (8.8%) $2.0b (38.2%) $-10.3b (-11119.0%) 20.7% (27.0%) $8.33 (47.4%)
2025 $10.1b (7.3%) $2.1b (9.6%) $7.9b (176.7%) 21.1% (2.2%) $9.55 (14.6%)

Base FCF: (latest fiscal year)

Discount rate: %

Terminal growth:

Projection period: years

Alt A decline yrs:

Alt B total yrs:

SEC filings report in CAD. Values above are converted to USD for comparison with the US-listed share price.

Values abbreviated: b = billions, m = millions, k = thousands.

Projected cash flows

Year Projected cash flow Discount Factor Present Value

PV of projected FCF:

Terminal FCF:

Terminal value:

PV of terminal value:

Enterprise value (DCF):

DCF price per share:

Current price:

Alternative DCF Models

Model Fair Value Upside PV(FCFs) PV(Terminal) Total Years
Standard (10yr→TV) 10 + TV
Alt A (Gradual Decline)
Alt B (30yr Hard Stop) N/A

This is a simplified DCF model for illustration. It uses reported free cash flow, a single growth assumption, fixed WACC, and a Gordon Growth terminal value. It is not investment advice.

+ 10YR Financials Balance Sheet (10YR) Cash Flow (10YR) DCF Model