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Preferred-share valuation and the feature table

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A perpetuity with a name: a straight preferred is worth its annual dividend over the required return; the inverse reads the implied return off a price; and the bond / preferred / common table places it.

The perpetuity returns

Module 7 priced a level perpetuity as : a payment that never stops is worth the payment over the rate. A straight preferred share is that cash flow — a fixed dividend, no maturity, no growth (Lesson 9.5). So its price is:

where is the annual dividend and the return the market requires of this issuer's preferred, given its rating and the level of rates.

Worked example — Maritime Ferries' $1.10 quarterly preferred

Maritime Ferries' preferred pays $1.10 a quarter=1.10*4 = $4.40 a year. The market requires 5.5 % on preferreds of its quality:

=4.40/0.055 = $80.00

The course prices preferreds annually: the four quarterly payments are summed to one annual dividend and discounted at the annual rate. (Bigel's quarterly-compounding variant is not used.)

The inverse. The market prices the same share at $88.00. What return does that imply? Rearrange: $r = D / P_0$ — =4.40/88 = 5.00 %. For a straight preferred the dividend yield and the implied return are the same number, because there is no growth and no maturity to add anything. A price above 80 means the market now requires less than 5.5 % — rates have fallen or the issuer's credit has improved; the arithmetic is Lesson 10.3's discount/premium logic with a perpetual term.

The feature table

The MCQ places the preferred between its two neighbours:

FeatureBondPreferredCommon
Claim in a wind-upfirst (secured), then unsecuredafter all debt, before commonresidual
Paymentinterest — contractualdividend — fixed but discretionarydividend — if declared, variable
Maturityyesusually none (unless retractable)none
Votenoneusually noneone per share
Cost to the issuerinterest is tax-deductibledividend is not deductiblenot deductible

The last row is the one students miss. Because interest is deductible and dividends are paid from after-tax profit, a preferred is a costlier source of capital for the issuer than a bond with the same coupon — which is why an issuer that could borrow usually does, and why the preferred pays a higher stated rate than the same company's debentures. For the holder, the preferred dividend is eligible for the dividend tax credit, which is part of why they accept the discretionary payment.

Recompute

At a required return of 6.5 %: =4.40/0.065 = $67.69 — a higher required rate, a lower price, the same inverse relation as a bond. The two formulas, cold: price = annual dividend ÷ required return; implied return = annual dividend ÷ price.

FeatureBondPreferredCommonClaim in a wind-upfirstafter debt, beforecommonresidualPaymentinterest,contractualfixed butdiscretionaryif declaredMaturityyesusually nonenoneVotenoneusually noneone per shareTax to the issuerdeductiblenot deductiblenot deductibleMaritime Ferries $1.10 quarterly: 4.40 ÷ 0.055 = 80.00; at a price of 88.00 the implied return is 4.40 ÷88 = 5.00 %.
Preferred sits between bond and common on every row. The tax row is the one that decides an issuer’s choice: interest is deductible, dividends are not.
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