Fairness opinionsDigital / HealthTech2022

Castlight Health acquired by Vera Whole Health: fairness opinion by William Blair

Announced January 5, 2022 · Tender offer · All cash · SC 14D9 filed January 19, 2022
Digital / HealthTech Population Health / Analytics / Navigation Sponsor: Clayton, Dubilier & Rice, LLC (CD&R)
Enterprise value
$304M
EV / LTM EBITDA
30.4x
EBITDA $10.0M · 7% margin
EV / LTM revenue
2.18x
revenue $140M
DCF discount rate
10.0%–12.0%
Perpetuity growth

Deal terms

ConsiderationAll cash
Price per share$2.05
Premium26.5%
Premium basisclosing price one day prior to January 3, 2022 (last practicable trading day before the Merger Agreement)
StructureTender offer
Termination fee$13.4M (3.6% of equity)
Reverse termination fee
Go-shopNone
Outside date

Opinion of William Blair to the target board

Delivered January 4, 2022 · Fee $5.9M ($4.7M contingent on closing), $1.3M on delivery of the opinion

Discounted cash flow assumptions

Discount rate10.0%–12.0%
Basisweighted average cost of capital derived using the capital asset pricing model
Terminal valuePerpetuity growth
Perpetuity growth2.0%–4.0%
Exit multiple
Projection period2021E-2026E
Projections usedForecasts prepared by Castlight senior management, provided December 20, 2021
Implied value per share$1.33–$2.13

Included present value of potential tax savings from utilization of Castlight's federal net operating losses ($50-$57 million); added net cash as of September 30, 2021 and divided by total diluted shares outstanding as of September 30, 2021 using the treasury stock method.

Selected public companies (7)

Allscripts Healthcare Solutions, Inc. · Benefitfocus, Inc. · Computer Programs & Systems, Inc. · Evolent Health, Inc. · HealthEquity, Inc. · HealthStream, Inc. · NextGen Healthcare, Inc.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
EV / CY2021E Revenue (consensus estimates)1.8x2.2x5.8x
EV / CY2022E Revenue (consensus estimates)1.8x2.3x5.2x

Selected precedent transactions (7)

DateTargetAcquirerMultiple
2021-01Alight SolutionsFoley Trasimene Acquisition Corp.
2021-01Change HealthcareOptumInsight
2020-07Benefytt TechnologiesMDP
2019-11AccentHMS Holdings
2019-06WageWorksHealthEquity
2019-01Discovery BenefitsWEX
2017-02Aon's Benefits Administration and Business Processing Outsourcing BusinessBlackstone
MultipleLowMedianHighRange appliedImplied per share
EV / LTM Revenue1.9x2.9x5.3x
EV / CY+1 Revenue1.8x2.6x3.7x

Other analyses

AnalysisSummaryImplied per share
M&A Premiums Paid AnalysisReviewed 361 acquisitions of North American publicly traded companies announced since January 1, 2010 across all industries in which 100% of target equity was acquired with equity values between $250 million and $500 million; compared premium percentiles to premiums implied by the $2.05 Offer Price at one day (26.5%), one week (35.8%), one month (42.4%), 60 days (30.6%), 90 days (22.0%), 180 days (-12.0%), 270 days (16.5%) and 365 days (57.7%) prior to January 3, 2022.
Implied Transaction Multiples (Castlight at Offer Price)Offer Price of $2.05 implied EV/CY2021E revenue of 2.18x (consensus) and 2.19x (management forecast); EV/CY2022E revenue of 2.11x (consensus) and 2.38x (management forecast); EV/LTM revenue of 2.14x.

Letter agreement dated February 16, 2021. $1,250,000 fairness opinion fee payable upon delivery of the opinion; approximately $5,938,000 total fee, less the $1,250,000 opinion fee, payable upon consummation of the Merger. No portion contingent on the conclusions reached. Within the past two years William Blair served as financial advisor to Vera on its sale to a CD&R affiliate, receiving a fee of approximately $3.1 million.

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Management projections

Projection yearYear 1Year 2Year 3Year 4Year 5CAGR
Revenue$128M$138M$189M$244M$289M22.6%
Revenue growth-8.2%7.9%36.7%29.2%18.6%
EBITDA$-4.0M$-1.6M$24.4M$54.2M$78.2M
EBITDA growth-140.0%122.1%44.3%
EBITDA margin-3%-1%13%22%27%
Implied EV / EBITDA12.5x5.6x3.9x

Year-1 growth is against LTM at announcement ($140M revenue, $10.0M EBITDA); later years are year over year.

William Blair used internal business, operating and financial forecasts of Castlight for fiscal years ending December 31, 2021 through December 31, 2026, prepared by Castlight senior management and provided to William Blair on December 20, 2021 (the "Forecasts"). The Forecasts included estimates of potentially realizable existing federal net operating loss carryforwards expected to be utilized by Castlight, with the present value of related tax savings estimated at $50-$57 million. No specific annual revenue or EBITDA figures were disclosed in the summarized sections.

Process notes

Single financial advisor (William Blair) delivered an oral opinion on January 4, 2022, confirmed in writing the same date, to the Castlight Board. Notable conflict disclosure: within the prior two years William Blair advised Vera on its sale to a CD&R affiliate for a ~$3.1 million fee and has acted in underwriting syndicates for CD&R affiliates. CD&R (Vera's sponsor) signed a Mutual Non-Disclosure Agreement with Castlight on May 11, 2021. Tender and Support Agreements signed by Venrock and Maverick entities covering 29,568,316 shares (~18% of outstanding). Termination fee negotiated down from an initial 4.0% proposal to 3.6% of equity value (~$13.4 million). Castlight has dual-class stock (Class A and Class B); William Blair expressed no opinion on the relative price per Class A vs Class B share.

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