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7.1·6 min read

WACC: The Blended Cost of Capital

WACC is the return all investors collectively demand, weighted by how much capital each provides. It's the rate that discounts UFCF.

By the end you can
  • State the WACC formula and what each term means
  • Explain why the cost of debt is tax-affected
  • Describe the four building blocks you need to compute it
WACC

The Weighted Average Cost of Capital - the blended return demanded by all of a company's investors (debt and equity), weighted by each one's share of the capital structure. It's the for .

WACC=DVRd(1Tc)+EVRe\text{WACC} = \dfrac{D}{V}\,R_d\,(1 - T_c) + \dfrac{E}{V}\,R_e
D, E = market value of debt and equity; V = D + E; R_d, R_e = cost of debt and equity; T_c = tax rate.
Why debt is tax-affected

Interest is tax-deductible, so each dollar of interest saves the company TcT_c in taxes. The effective is therefore Rd×(1Tc)R_d \times (1 - T_c). This interest tax shield is the reason debt is 'cheaper' than equity - and the reason we tax-affect separately (so we don't double-count it).

To compute you need four things: the capital weights (D/V and E/V), the cost of debt, the tax rate, and the cost of equity. The first three are mostly observable; the has to be derived - that's , next.

Use a target capital structure

The weights should reflect the company's long-term target mix, not necessarily today's snapshot - a DCF assumes a constant structure over the forecast. Market values are preferred over book values (book debt is an acceptable proxy when debt trades near par).

Check yourself

Cost of debt is 6%, tax rate 25%. What after-tax cost of debt goes into WACC?

Try it: build a WACC

Blend the cost of equity and the after-tax cost of debt by their weights.

Cost of equity (Re)11.0%
Cost of debt (Rd)5.0%
Tax rate21.0%
Debt weight (D/V)30.0%
Weighted average cost of capital
8.9%
equity: 7.7%
debt: 1.2%