I asked ChatGPT for a discounted cash flow on the Rolls-Royce share price. Here’s what it said…

Out of curiosity, James Beard used artificial intelligence software to see whether it thinks the Rolls-Royce share price is fairly stated.

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Rolls-Royce Hydrogen Test Rig at Loughborough University

Image source: Rolls-Royce plc

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One of the hotly debated topics in the world of investing at the moment is whether the Rolls-Royce Holdings (LSE:RR.) share price is overpriced. Many analysts prepare discounted cash flow (DCF) forecasts to answer questions like these and to determine their 12-month share price targets.

But there’s a lot of number crunching involved and it can be quite time consuming, which is why I recently asked ChatGPT to do the work for me and give an opinion as to what the Rolls-Royce share price should be.

Let’s see what it came up with.

Devil in the detail

The software’s starting point was free cash flow (FCF) in 2025 of £3bn, growing by 5% a year through until 2030 and then 2% annually thereafter.

Based on the estimates of analysts, this looks to be on the conservative side. It implies FCF of £3.48bn in 2028 compared to their £4.64bn forecast. If the software’s right, it won’t reach £4.64bn until 2034, six years later.    

ChatGPT used a discount rate of 9% given “moderate business risk”. A small change here and the outcome will be very different. However, discounting the forecast cash flows is necessary to reflect the concept that £1 received in, for example, a year’s time is worth less than it is today.

What did it say?

Based on these assumptions, ChatGPT’s valuation for Rolls-Royce was £50bn-£52bn, compared to the group’s current (15 December) market cap of approximately £93bn. In other words, it reckons the group’s shares are massively overvalued, by around 80%.

Can investors be so wrong? And what about the analysts? They have a 12-month share price target of £12.50 compared to the current price of £11.

For comparison — and as an illustration of how different inputs can produce significantly different results — the software noted two other estimates (£12.95 and £5.46) made by third-parties. Indeed, using a 7% discount rate in its own calculation would have increased the valuation by another £15bn or so.

Rather unhelpfully, ChatGPT concluded: “Depending on the input assumptions, valuations diverge — from modestly undervalued to substantially overvalued.”

On this basis, the exercise seems rather pointless.

What now?

So where does this leave us? Given that DCF calculations are fraught with difficulties, I’m going to take a high-level view of the prospects for the group’s three divisions.

In its civil aerospace business, revenue and earnings are likely to be boosted by the anticipated increase in global passenger and freight traffic. As well as having lucrative maintenance contracts, Rolls-Royce earns money whenever its engines are in the air. Unfortunately, we live in an increasingly dangerous world. But the group’s defence division should benefit. Finally, its power systems arm should grow as a result of the need for more data centres.

Of course, there are risks. The pandemic demonstrated the group’s vulnerability to a downturn in the aviation industry. And based on their current earnings multiple, the group’s shares are valued close to historical — and sector — highs.

But as long as the group continues to grow rapidly, I suspect very few investors are going to look too deeply at its discounted cash flows. On reflection, I think it’s operating in three industries that have excellent long-term prospects. This means I still think the group’s shares are worth considering even though they have been on an amazing rally lately.

James Beard has positions in Rolls-Royce Plc. The Motley Fool UK has recommended Rolls-Royce Plc. Views expressed on the companies mentioned in this article are those of the writer and therefore may differ from the official recommendations we make in our subscription services such as Share Advisor, Hidden Winners and Pro. Here at The Motley Fool we believe that considering a diverse range of insights makes us better investors.

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