Fairness opinionsManaged Care2017

Aetna acquired by CVS Health: fairness opinion by Allen and Barclays and Goldman Sachs and Centerview Partners

Announced December 3, 2017 · One-step merger · Cash and stock · DEFM14A filed February 9, 2018
Managed Care Health Plans
Enterprise value
$71B
EV / LTM EBITDA
12.1x
EBITDA $5.9B · 10% margin
EV / LTM revenue
1.18x
revenue $61B
DCF discount rate
7.0%–8.5%
Perpetuity growth

Deal terms

ConsiderationCash and stock
Price per share$145.00
Premium
Premium basisUndisturbed closing price per Aetna common share of $160.12 as of the unaffected date (October 25, 2017)
StructureOne-step merger
Termination fee$2.1B
Reverse termination fee$2.1B
Go-shopNone
Outside date

$145.00 in cash plus 0.8378 of a share of CVS Health common stock per Aetna common share. Implied ~$207.94 per share based on CVS closing price of $75.12 on December 1, 2017; ~$208.28 based on CVS closing price on October 25, 2017 (unaffected date); ~$204.11 based on February 8, 2018 closing price.

Opinion of Allen to the target board

Delivered December 3, 2017

Discounted cash flow assumptions

Discount rate7.0%–8.5%
Basisweighted average cost of capital
Terminal valuePerpetuity growth
Perpetuity growth2.0%–3.0%
Exit multiple
Projection periodDecember 2017 stub-2022E
Projections usedAetna forecasts (Aetna management projections)
Implied value per share

Present value as of December 1, 2017 of stand-alone unlevered after-tax free cash flows through FY2022; stock-based compensation treated as a cash expense; terminal year assumed growth in risk-based capital contributions commensurate with premium revenue growth. Implied per share equity value reference range table was truncated in the filing excerpt.

Other analyses

AnalysisSummaryImplied per share
Selected companies analysis / selected transactions analysisAllen & Company reviewed publicly available information for selected companies deemed generally relevant in evaluating Aetna and CVS Health and selected transactions deemed generally relevant in evaluating the merger; details truncated in the excerpt.

Fee arrangements not disclosed in the sliced sections.

Opinion of Barclays to the acquirer board

Delivered December 3, 2017 · Fee $52.0M ($47.0M contingent on closing), $5.0M on delivery of the opinion

Discounted cash flow assumptions

Discount rate6.5%–7.5%
BasisAetna weighted average cost of capital (CAPM)
Terminal valuePerpetuity growth
Perpetuity growth2.0%–3.0%
Exit multiple
Projection periodQ4 2017E-2022E
Projections usedadjusted Aetna forecasts (CVS Health management's adjusted version of Aetna projections)
Implied value per share$170.50–$263.00

Present values as of September 30, 2017. Including expected synergies (terminal perpetuity growth of 1.5% for synergies): $191.50-$288.75 per Aetna share. Barclays also performed a DCF of CVS Health stand-alone (discount rates 6.0%-7.0%, terminal EBITDA multiples 6.5x-9.5x) implying $75.10-$112.93 per CVS share, and a combined company DCF implying $72.81-$128.31 per share.

Selected public companies (4)

UnitedHealth Group Incorporated · Anthem, Inc. · Cigna Corporation · Humana Inc.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
P / 2018E Adjusted EPS18.0x19.6x21.4x 17.0x–18.5x $170.25–$185.25

Selected precedent transactions (15)

DateTargetAcquirerMultiple
2015-07-24Cigna CorporationAnthem, Inc.
2015-07-03Humana Inc.Aetna Inc.
2015-07-02Health Net, Inc.Centene Corporation
2012-10-08Amil Participações S.A.UnitedHealth Group Incorporated
2012-08-20Coventry Health Care, Inc.Aetna Inc.
2012-07-09AMERIGROUP CorporationWellPoint, Inc.
2011-10-24HealthSpring, Inc.Cigna Corporation
2007-03-12Sierra Health Services, Inc.UnitedHealth Group Incorporated
2005-09-27WellChoice, Inc.WellPoint, Inc.
2005-07-06PacifiCare Health Systems, Inc.UnitedHealth Group Incorporated
2004-10-14First Health Group Corp.Coventry Health Care, Inc.
2004-04-26Oxford Health Plans, Inc.UnitedHealth Group Incorporated
2003-10-27Mid Atlantic Medical Services, Inc.UnitedHealth Group Incorporated
2003-10-27Wellpoint Health Networks Inc.Anthem, Inc.
2002-04-29Trigon Healthcare, Inc.Anthem, Inc.
MultipleLowMedianHighRange appliedImplied per share
P / NTM EPS13.0x20.3x44.3x 19.0x–22.0x $190.00–$220.00

Other analyses

AnalysisSummaryImplied per share
Transaction premium analysisReviewed 1-day and 52-week high premiums in 15 selected managed care transactions: 1-day high 43.0%, mean 23.1%, median 21.2%, low 9.4%; 52-week high premiums high 35.0%, mean 12.2%, median 13.7%, low (25.1%). Barclays did not calculate implied equity values per Aetna share from this analysis.
Discounted cash flow analysis of CVS Health (stand-alone)Discount rates 6.0%-7.0%; terminal EBITDA multiples 6.5x-9.5x applied to FY2022 EBITDA from CVS Health forecasts.$75.10–$112.93
Illustrative pro forma combined company DCFCombined equity values including expected synergies (perpetuity growth 1.0%-2.0% for synergies), less new transaction debt, divided by pro forma fully diluted shares.$72.81–$128.31
Illustrative future share price analysisApplied NTM adjusted P/E multiples of 11.60x-14.00x to CVS stand-alone NTM adjusted EPS for FY2017-FY2021 and 11.60x-15.00x to combined company NTM adjusted EPS for FY2018-FY2021.

Transaction fee of $52 million, $5 million payable upon delivery of the opinion (not contingent on conclusion or completion), remainder contingent on completion. Barclays received $23 million from CVS Health and $28 million from Aetna in prior two years; Barclays and affiliates estimated to receive ~$142 million in fees for bridge loan facility, term loan facility and bond issuance.

Opinion of Goldman Sachs to the acquirer board

Delivered December 3, 2017 · Fee $52.0M ($47.0M contingent on closing), $5.0M on delivery of the opinion

Discounted cash flow assumptions

Discount rate6.5%–7.5%
BasisAetna weighted average cost of capital (CAPM)
Terminal valuePerpetuity growth
Perpetuity growth1.5%–2.5%
Exit multiple
Projection periodQ4 2017E-2022E
Projections usedadjusted Aetna forecasts (CVS Health management)
Implied value per share$159.50–$235.50

Present values as of September 30, 2017. Including expected synergies: $180.50-$267.00 per Aetna share. Goldman Sachs also performed DCFs of CVS Health stand-alone (discount rates 6.25%-7.25%, perpetuity growth 0.5%-1.5%) implying $80.30-$118.84 per CVS share and of the combined company implying $76.40-$129.88 per share.

Selected precedent transactions (15)

DateTargetAcquirerMultiple
2015-07-24Cigna CorporationAnthem, Inc.
2015-07-03Humana Inc.Aetna Inc.
2015-07-02Health Net, Inc.Centene Corporation
2012-10-08Amil Participações S.A.UnitedHealth Group Incorporated
2012-08-20Coventry Health Care, Inc.Aetna Inc.
2012-07-09AMERIGROUP CorporationWellPoint, Inc.
2011-10-24HealthSpring, Inc.Cigna Corporation
2007-03-12Sierra Health Services, Inc.UnitedHealth Group Incorporated
2005-09-27WellChoice, Inc.WellPoint, Inc.
2005-07-06PacifiCare Health Systems, Inc.UnitedHealth Group Incorporated
2004-10-14First Health Group Corp.Coventry Health Care, Inc.
2004-04-26Oxford Health Plans, Inc.UnitedHealth Group Incorporated
2003-10-27Mid Atlantic Medical Services, Inc.UnitedHealth Group Incorporated
2003-10-27Wellpoint Health Networks Inc.Anthem, Inc.
2002-04-29Trigon Healthcare, Inc.Anthem, Inc.
MultipleLowMedianHighRange appliedImplied per share
P / NTM EPS13.0x20.3x44.3x 15.0x–21.5x $149.50–$214.25

Other analyses

AnalysisSummaryImplied per share
Transaction premium analysisReviewed premiums in 15 selected managed care transactions (1-day: high 43.0%, mean 23.1%, median 21.2%, low 9.4%; 52-week high: high 35.0%, mean 12.2%, median 13.7%, low (25.1%)). Goldman Sachs applied an 18.0%-27.0% premium range (25th/75th percentile) to the unaffected Aetna closing price.$189.00–$203.25
Large transactions premiums analysisReviewed 25 U.S. public-target transactions announced January 1, 2013 to December 1, 2017 with enterprise value greater than $25 billion; median 1-day premium 29.0%, 25th percentile 18.2%, 75th percentile 36.4%. Applied 18.0%-36.5% to the $160.12 unaffected Aetna closing price.$189.00–$218.50
Discounted cash flow analysis of CVS Health (stand-alone)Discount rates 6.25%-7.25%, perpetuity growth rates 0.5%-1.5% applied to CVS Health forecasts.$80.30–$118.84
Illustrative pro forma combined company DCFDiscount rates 6.25%-7.25%, perpetuity growth rates 1.0%-2.0%, CVS Health pro forma forecasts plus expected synergies; equity values per share discounted back to September 30, 2017 at a 7.8% cost of equity.$76.40–$129.88
Illustrative future share price analysis / present value of future share priceApplied NTM adjusted P/E multiples of 11.60x-14.00x (CVS stand-alone) and 11.60x-15.00x (combined company) to NTM adjusted EPS, discounted at 7.80% cost of equity to December 1, 2017. Stand-alone CVS present values ranged $72.76-$104.18; pro forma combined company present values ranged $77.14-$102.45.$72.76–$104.18

Transaction fee of $52 million, $5 million payable upon execution of the merger agreement and the remainder contingent upon completion of the merger. Goldman Sachs and affiliates estimated to receive approximately $142 million in fees in connection with the bridge loan facility, term loan facility and bond issuance.

Opinion of Centerview Partners to the acquirer board

Delivered December 3, 2017 · Fee $12.0M ($0.0M contingent on closing), $12.0M on delivery of the opinion

Discounted cash flow assumptions

Discount rate6.5%–7.5%
BasisCenterview's analysis of Aetna's weighted average cost of capital
Terminal valuePerpetuity growth
Perpetuity growth2.0%–3.0%
Exit multiple
Projection periodQ4 2017E-2022E
Projections usedadjusted Aetna projections (CVS Health management)
Implied value per share$170.00–$263.00

Including net synergies (perpetuity growth 2.0%-3.0%, discount rates 6.5%-7.5%), implied values per Aetna share of $193 to $299. Centerview also performed a CVS Health stand-alone DCF (discount rates 6.25%-7.25%, perpetuity growth 0.5%-1.5%) implying $80-$119 per CVS share.

Selected public companies (7)

United Health · Anthem · Cigna · Humana · Walmart · Walgreens Boots Alliance · Express Scripts

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
EV / 2017E EBITDA (Aetna comparables)10.5x13.4x15.4x
EV / 2018E EBITDA (Aetna comparables)10.1x11.4x12.8x 10.0x–12.5x $159.00–$206.00
EV / 2019E EBITDA (Aetna comparables)9.1x10.4x11.4x
P / 2017E Earnings (Aetna comparables)19.4x21.2x22.5x
P / 2018E Earnings (Aetna comparables)18.0x19.5x21.4x 16.0x–21.0x $160.00–$210.00
P / 2019E Earnings (Aetna comparables)16.3x17.3x18.9x
EV / 2017E EBITDA (CVS Health comparables)6.8x9.3x10.2x
EV / 2018E EBITDA (CVS Health comparables)6.7x8.8x9.9x 7.5x–9.0x $74.00–$93.00
EV / 2019E EBITDA (CVS Health comparables)6.5x8.5x9.6x
P / 2017E Earnings (CVS Health comparables)8.9x13.2x22.1x
P / 2018E Earnings (CVS Health comparables)8.2x12.4x20.9x 10.0x–15.0x $63.00–$95.00
P / 2019E Earnings (CVS Health comparables)7.4x11.4x19.6x

Selected precedent transactions (20)

DateTargetAcquirerMultiple
2015-07Cigna (Terminated)Anthem
2015-07Humana (Terminated)Aetna
2015-07Health NetCentene Corporation
2012-10AMIL ParticipaçõesUnitedHealth Group
2012-08Coventry Health CareAetna
2012-07AmerigroupWellPoint Health Networks
2011-10HealthSpringCigna
2007-03Sierra Health ServicesUnitedHealth Group
2005-09WellChoiceWellPoint Health Networks
2005-09HealthMarketsThe Blackstone Group and others
2005-07Pacificare Health SystemsUnitedHealth Group
2004-10First Health GroupCoventry Health Care
2004-09American Medical Security GroupPacificare Health Systems
2004-04Oxford Health PlansUnitedHealth Group
2003-10WellPointAnthem
2003-10Mid Atlantic Medical ServicesUnitedHealth Group
2003-06Cobalt CorporationWellPoint Health Networks
2002-04Trigon HealthcareAnthem
2001-10RightCHOICE Managed CareWellPoint Health Networks
2000-11Cerulean CompaniesWellPoint Health Networks
MultipleLowMedianHighRange appliedImplied per share
EV / LTM EBITDA12.0x 11.0x–13.5x $166.00–$210.00

Other analyses

AnalysisSummaryImplied per share
Historical stock price trading analysis (Aetna)52-week closing price range prior to December 1, 2017 of $105 to $192; highest closing price prior to the first day of transaction speculation was $165. Presented for reference only.$105.00–$192.00
Analyst price target analysis (Aetna)Wall Street analyst price targets of $150-$185 before transaction speculation and $165-$200 after. Presented for reference only.$150.00–$200.00
Discounted cash flow analysis of CVS Health (stand-alone)Q4 2017 and 2018-2022 unlevered free cash flows from CVS Health management projections; perpetuity growth 0.5%-1.5%; discount rates 6.25%-7.25%.$80.00–$119.00
Historical stock price trading analysis (CVS Health)52-week closing price range prior to December 1, 2017 of $66 to $85 versus December 1, 2017 close of $75.12.$66.00–$85.00
Analyst price target analysis (CVS Health)Wall Street analyst price targets between $73 and $97 versus the December 1, 2017 close of $75.12.$73.00–$97.00
Relative value analysis (implied exchange ratios)Cash-adjusted implied exchange ratios (Aetna equity value contribution reduced by $145 cash per share) versus the implied transaction exchange ratio of 0.8378x. Without synergies: trading comps EV/EBITDA 0.1951x-0.6527x; trading comps 2018E P/E 0.2395x-0.6868x; DCF 0.3162x-0.9929x. With synergies (PV of near-term synergies of $9.4 billion, 50-75% attributed to Aetna): 0.3637x-0.8594x; 0.4317x-0.8882x; 0.4655x-1.1485x.

CVS Health paid Centerview an aggregate fee of $12 million upon the rendering of Centerview's opinion (not contingent on closing), plus expense reimbursement and indemnification.

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Management projections

Projection yearYear 1Year 2Year 3Year 4Year 5CAGR
Revenue$61B$67B$74B$80B$88B9.7%
Revenue growth0.3%10.9%9.5%9.1%9.2%
EBITDA$6.2B$6.6B$7.1B$7.7B$8.3B7.6%
EBITDA growth5.1%6.5%7.6%8.5%7.8%
EBITDA margin10%10%10%10%9%
Implied EV / EBITDA11.5x10.8x10.0x9.3x8.6x

Year-1 growth is against LTM at announcement ($61B revenue, $5.9B EBITDA); later years are year over year.

Aetna management projections (2017P-2022P) showed Aetna adjusted revenue growing from $60.5 billion in 2017 to $87.8 billion in 2022, adjusted earnings from $3.3 billion to $4.2 billion, and adjusted EPS from $9.84 to $15.36. Supplemental Aetna projections showed adjusted EBITDA of $5.9 billion (2017) rising to $8.3 billion (2022) and unlevered free cash flow of $3.4 billion (2017) to $3.0 billion (2022). CVS Health management made modest adjustments (the "adjusted Aetna projections," with 2018 unlevered FCF of $3.2 billion vs. $3.5 billion) that Barclays, Goldman Sachs and Centerview were directed to rely on; CVS Health management projections (2017P-2022P) showed net revenue of $183.7 billion rising to $245.6 billion and adjusted EBITDA of $12.5 billion to $15.5 billion, plus combined company pro forma projections and expected synergies.

Process notes

Joint proxy statement/prospectus: Aetna shareholders voted on the merger agreement and CVS Health stockholders on the stock issuance. Four fairness opinions were delivered, all dated December 3, 2017: Lazard, Allen & Company and Evercore to the Aetna board (only the Allen & Company section, partially truncated, appears in the sliced text; Lazard's and Evercore's analyses are referenced but not included, and Allen & Company's DCF implied per-share range table was cut off), and Barclays, Goldman Sachs and Centerview to the CVS Health board, each opining that the merger consideration to be paid by CVS Health was fair to CVS Health. Barclays and Goldman Sachs are also lenders/arrangers on CVS Health's $49 billion bridge facility and $5.0 billion term loan (estimated ~$142 million of financing fees each). Centerview was paid a flat $12 million opinion fee and disclosed that CVS Health's chairman David Dorman is a partner in the general partner of Centerview Capital Technology funds. Two-way $2.1 billion termination fee, including a $2.1 billion regulatory termination fee payable by CVS Health if required regulatory approvals are not obtained (negotiated up from CVS's initial $1.7 billion proposal after Aetna sought $2.5 billion). Price was negotiated up from $203.00 to $207.00 per share.

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