Fairness opinionsManaged Care2012

Coventry Health Care acquired by Aetna: fairness opinion by Greenhill

Announced August 20, 2012 · One-step merger · Cash and stock · DEFM14A filed October 18, 2012
Managed Care Health Plans
Enterprise value
$8.7B
EV / LTM EBITDA
8.9x
EBITDA $980M · 7% margin
EV / LTM revenue
0.61x
revenue $14B
DCF discount rate
7.5%–9.5%
Exit multiple

Deal terms

ConsiderationCash and stock
Price per share$27.30
Premium30.2%
Premium basisclosing price of $32.32 on August 14, 2012, the unaffected price date (last trading day prior to market rumors)
StructureOne-step merger
Termination fee$168M (2.9% of equity)
Reverse termination fee$450M
Go-shopNone
Outside dateAugust 19, 2013

$27.30 in cash plus 0.3885 of an Aetna common share per share of Coventry common stock; implied consideration value of $42.08 per share based on Aetna's $38.04 closing price on August 17, 2012 (deal negotiated on contemplated consideration of $42.00 per share). Cash paid in lieu of fractional shares.

Implied value per share by method vs. $27.30 offer

Selected companies — Equity Value / 2012E Net Income (IBES) $22.74 – $33.93
Selected companies — Equity Value / 2012E Net Income (Coventry Forecasts) $22.35 – $33.35
Selected companies — Equity Value / 2013E Net Income (IBES) $24.02 – $33.48
Selected companies — Equity Value / 2013E Net Income (Coventry Forecasts) $26.89 – $37.42
Precedent transactions — Equity Value / NTM Net Income (all precedent transactions, median / mean 18.4x / 17.4x; core 16.9x / 16.7x) applied to NTM (from 6/30/12) net income - IBES $39.81 – $49.81
Precedent transactions — Equity Value / NTM Net Income applied to Coventry Forecasts $43.58 – $54.48
Precedent transactions — Equity Value / LTM Net Income (ending 6/30/12) $42.71 – $50.99
Discounted cash flow $37.00 – $46.02
Sum-of-the-Parts Analysis (line of business EBITDA) $35.56 – $45.05
Sum-of-the-Parts Analysis (per member equity values) $29.97 – $41.59
Premiums Paid Analysis - General M&A Transactions $40.20 – $43.63
Premiums Paid Analysis - Precedent Healthcare Services Transactions $45.02 – $46.86
Premiums Paid Analysis - Precedent Managed Care Transactions (core) $38.59 – $41.81
Premiums Paid Analysis - Precedent Transactions vs. Industry Trading Multiple $32.93 – $38.07

Ranges as disclosed in the banker’s summary of analyses; the red line marks the per-share consideration.

Opinion of Greenhill to the target board

Delivered August 19, 2012 · Fee $29.3M ($25.6M contingent on closing), $3.6M on delivery of the opinion

Discounted cash flow assumptions

Discount rate7.5%–9.5%
BasisWACC estimate of 8.6% based on unlevered adjusted beta, equity risk premium, size-based risk premium, risk free rate, cost of debt, tax rate and capital structure
Terminal valueExit multiple
Perpetuity growth
Exit multiple9.0x–11.0x 2015E unlevered net operating profit after taxes (NOPAT)
Projection period2H2012E-2015E
Projections usedCoventry management forecasts (Coventry forecasts)
Implied value per share$37.00–$46.02

Unlevered after-tax free cash flows from July 1, 2012 through December 31, 2015 discounted to June 30, 2012; net debt (gross debt of $1,585 million less unregulated cash and investments of $936 million) subtracted; fully diluted share count of 134 million shares plus 8.6 million options at weighted average strike of $37.18.

Selected public companies (11)

Aetna Inc. · Cigna Corporation · Health Net, Inc. · UnitedHealth Group Incorporated · WellPoint, Inc. · Humana Inc. · Universal American Corp. · Amerigroup Corporation · Centene Corporation · Molina Healthcare, Inc. · WellCare Health Plans, Inc.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
Equity Value / 2012E Net Income (IBES) 8.0x–12.0x $22.74–$33.93
Equity Value / 2012E Net Income (Coventry Forecasts) 8.0x–12.0x $22.35–$33.35
Equity Value / 2013E Net Income (IBES) 7.5x–10.5x $24.02–$33.48
Equity Value / 2013E Net Income (Coventry Forecasts) 7.5x–10.5x $26.89–$37.42

Selected precedent transactions (13)

DateTargetAcquirerMultiple
2012-07Amerigroup CorporationWellPoint, Inc.
2011-10HealthSpring, Inc.Cigna Corporation
2007-03Sierra Health Services, Inc.UnitedHealth Group Incorporated
2005-09WellChoice, Inc.WellPoint, Inc.
2005-07PacifiCare Health Systems, Inc.UnitedHealth Group Incorporated
2004-10First Health Group Corp.Coventry Health Care, Inc.
2004-09American Medical Security Group, Inc.PacifiCare Health Systems, Inc.
2004-04Oxford Health Plans, Inc.UnitedHealth Group Incorporated
2003-10Mid Atlantic Medical Services, Inc.UnitedHealth Group Incorporated
2003-10WellPoint, Inc.Anthem, Inc.
2003-06Cobalt CorporationWellPoint, Inc.
2002-04Trigon Healthcare, Inc.Anthem, Inc.
2001-10RightCHOICE Managed Care, Inc.WellPoint, Inc.
MultipleLowMedianHighRange appliedImplied per share
Equity Value / NTM Net Income (all precedent transactions, median / mean 18.4x / 17.4x; core 16.9x / 16.7x) applied to NTM (from 6/30/12) net income - IBES18.4x 13.5x–17.0x $39.81–$49.81
Equity Value / NTM Net Income applied to Coventry Forecasts16.9x 13.5x–17.0x $43.58–$54.48
Equity Value / LTM Net Income (ending 6/30/12)18.8x 15.0x–18.0x $42.71–$50.99

Other analyses

AnalysisSummaryImplied per share
Sum-of-the-Parts Analysis (line of business EBITDA)Applied EBITDA multiples to 2013E line of business EBITDA: Medicare $344mm at 5.0x-6.5x ($1,721-$2,237mm), Medicaid $92mm at 7.0x-8.0x ($645-$738mm), Commercial Risk/ASO & Other $475mm at 5.0x-6.0x ($2,373-$2,847mm), Workers' Comp Services & Network Rental $119mm at 6.0x-8.0x ($713-$951mm), less net debt.$35.56–$45.05
Sum-of-the-Parts Analysis (per member equity values)Attributed equity value per member to each membership category as of 6/30/12: Commercial Risk (1,519k) $550-$750; Medicare Advantage (253k) $5,000-$7,500; Medicare Part D (1,494k) $350-$500; Medicaid (775k, excl. Kansas) $550-$750; ASO (1,083k) $250-$300; Workers' Comp Services & Network Rental valued on EBITDA basis ($713-$951mm).$29.97–$41.59
Premiums Paid Analysis - General M&A Transactions90 pending/completed U.S. change-in-control transactions announced since January 1, 2009 with transaction values between $3 billion and $10 billion; median 1-day premium 26.1%, median 1-month premium 32.2%. Applied 25.0%-35.0% premium range to Coventry closing price on unaffected date (8/14/12) and one month prior.$40.20–$43.63
Premiums Paid Analysis - Precedent Healthcare Services TransactionsNine healthcare services transactions (Amerigroup/WellPoint, Lincare/Linde, Catalyst Health/SXC, HealthSpring/Cigna, PPD/Carlyle-Hellman & Friedman, Emdeon/Blackstone-H&F, EMSC/CD&R, Psychiatric Solutions/UHS, IMS Health/CPPIB-Leonard Green-TPG); median 1-day premium 41.2%, median 1-month premium 43.5%. Applied 40.0%-45.0% premium range.$45.02–$46.86
Premiums Paid Analysis - Precedent Managed Care Transactions (core)Core precedent managed care transactions had a median premium to the closing share price one calendar month prior to announcement of 22.1%; applied 20.0%-30.0% premium range to Coventry closing price one month prior to the unaffected price date.$38.59–$41.81
Premiums Paid Analysis - Precedent Transactions vs. Industry Trading MultipleEight precedent managed care transactions; applied a 25.0%-45.0% premium range to the median trading multiple of equity value to CY2012E net income of the publicly traded Diversified/Commercial Companies (inclusive of Coventry) based on 8/17/12 closing prices.$32.93–$38.07
Historical Stock Trading AnalysisImplied premiums vs. reference prices as of the unaffected price date (8/14/12): closing price $32.32 (30.2%), one week prior $32.32 (30.2%), one month prior $32.16 (30.8%), 52-week high $35.57 (18.3%), 5-day avg $32.41 (29.8%), 10-day avg $32.34 (30.1%), 20-day avg $32.32 (30.2%), 30-day VWAP $32.30 (30.3%), 90-day VWAP $31.98 (31.6%).

Transaction fee estimated at approximately $29,250,000, of which approximately $3,650,000 was paid in connection with delivery of the opinion and announcement of the merger, with the remainder contingent on completion of the merger. In prior two years Greenhill received a $4,000,000 transaction fee from Aetna for its acquisition of Medicity Inc. (completed January 2011).

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Management projections

Projection yearYear 1Year 2Year 3CAGR
Revenue$15B$19B$24B24.5%
Revenue growth8.1%25.1%24.0%
EBITDA$1.0B$1.3B$1.6B22.7%
EBITDA growth5.1%27.4%18.2%
EBITDA margin7%7%7%
Implied EV / EBITDA8.4x6.6x5.6x

Year-1 growth is against LTM at announcement ($14B revenue, $980M EBITDA); later years are year over year.

Coventry management prepared internal financial projections covering 2H 2012E through 2015E, provided to Aetna, the Coventry board and Greenhill. EBITDA was projected at $980 million (2012E), $1,030 million (2013E), $1,312 million (2014E) and $1,551 million (2015E), with net income of $453 million rising to $551 million over the same period. Unlevered free cash flow (EBITDA less corporate taxes, health insurer excise tax impact, working capital changes, capex and statutory capital investments), calculated for Greenhill's DCF but not provided to Aetna, was $333 million (2H 2012E), $680 million (2013E), $468 million (2014E) and $435 million (2015E). Management also prepared 2013E line-of-business EBITDA (Medicare $344mm, Medicaid $92mm, Commercial Risk/ASO & Other $475mm, Workers' Comp Services & Network Rental $119mm) for Greenhill's sum-of-the-parts analysis. For Aetna, Greenhill used publicly available Morgan Stanley analyst forecasts adjusted for the non-deductible health insurer excise tax.

Process notes

Single fairness opinion, delivered by Greenhill & Co. to the Coventry board on August 19, 2012 (oral, subsequently confirmed in writing). Greenhill was not requested to and did not solicit expressions of interest from other parties; no market check or go-shop. Termination fee of $167.5 million was negotiated down from Aetna's initial 4% proposal to 3% of equity value (approximately 2.9% of equity value and 2.6% of enterprise value as of August 17, 2012); if stockholders fail to adopt the agreement following a public competing proposal, only 25% of the fee is initially payable with the remaining 75% payable if Coventry accepts a competing proposal within 12 months. Aetna owes a $450 million reverse termination fee tied to regulatory failure. Outside date of August 19, 2013, extendable to November 19, 2013 for regulatory approvals. Greenhill had previously advised Aetna on its acquisition of Medicity Inc. (fee of $4 million). Announced synergies of $400 million in 2015 were assumed to be achievable without material adverse regulatory conditions.

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