Fairness opinionsManaged Care2011

Medco Health Solutions acquired by Express Scripts Holding: fairness opinion by Citi

Announced July 21, 2011 · Stock merger · Cash and stock · DEFM14A filed November 18, 2011
Managed Care PBM
Enterprise value
$30B
EV / LTM EBITDA
9.7x
EBITDA $3.1B · 5% margin
EV / LTM revenue
0.44x
revenue $69B
DCF discount rate
7.6%–9.1%
Exit multiple

Deal terms

ConsiderationCash and stock
Price per share$28.80
Premium27.9%
Premium basisClosing price of $55.78 per Medco share on the NYSE on July 20, 2011, the last trading day before public announcement
StructureStock merger
Termination fee$950M
Reverse termination fee$950M
Go-shopNone
Outside date

Each Medco share converted into $28.80 in cash plus 0.81 shares of New Express Scripts common stock. Based on the $52.54 closing price of Express Scripts common stock on July 20, 2011, the consideration represented approximately $71.36 per Medco share; based on the $46.83 closing price on November 15, 2011, approximately $66.73 per share. Citigroup's analyses used a per share Medco merger consideration of $70.69. Express Scripts stockholders receive one New Express Scripts share per Express Scripts share; former Express Scripts and Medco stockholders expected to own approximately 59% and 41% of New Express Scripts, respectively.

Implied value per share by method vs. $28.80 offer

Selected companies — Firm Value / 2011E EBITDA (Medco, adjusted management case) $51.14 – $66.23
Selected companies — Firm Value / 2011E EBITDA (Medco, Wall Street consensus EBITDA) $51.81 – $67.08
Selected companies — Firm Value / 2011E EBITDA (Express Scripts, management estimate) $50.37 – $63.59
Selected companies — Firm Value / 2011E EBITDA (Express Scripts, Wall Street consensus EBITDA) $49.84 – $62.93
Precedent transactions — Firm Value / LTM Adjusted EBITDA $62.64 – $82.07
Discounted cash flow $75.72 – $84.20
Historical Trading Analysis (Medco) $43.48 – $65.30
Discounted Research Price Targets (Medco) $48.95 – $69.69
Premia Paid Analysis $61.14 – $80.93
Historical Trading Analysis (Express Scripts) $42.12 – $60.66
Discounted Research Price Targets (Express Scripts) $49.24 – $67.39

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

Opinion of Citi to the acquirer board

Delivered July 20, 2011 · Fee $15.0M ($11.3M contingent on closing), $3.8M on delivery of the opinion

Discounted cash flow assumptions

Discount rate7.6%–9.1%
BasisEstimated weighted average cost of capital for Medco based in part on Capital Asset Pricing Model using selected public company market data (Express Scripts DCF used 7.48%-8.84%)
Terminal valueExit multiple
Perpetuity growth
Exit multiple10.4x–11.1x LTM EBITDA (FY2015 terminal EBITDA)
Projection periodJune 30, 2011 through December 31, 2015
Projections usedMedco adjusted management case (Medco management forecasts as adjusted by Express Scripts management)
Implied value per share$75.72–$84.20

Without synergies: $75.72-$84.20 per Medco share. With approximately $1.1 billion of estimated synergies: $91.40-$102.72 per share. Stock-based compensation treated as a cash expense. Citigroup also performed a DCF of Express Scripts (June 30, 2011 - December 31, 2015) using discount rates of 7.48%-8.84% and the same 10.4x-11.1x LTM EBITDA terminal multiples, as part of a relative valuation analysis; no per-share range disclosed.

Selected public companies (3)

Medco Health Solutions, Inc. (MHS) · Express Scripts, Inc. (ESRX) · Catalyst Health Solutions, Inc. (CHSI)

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
Firm Value / LTM EBITDA11.1x
Firm Value / 2011E EBITDA (Medco, adjusted management case)9.9x10.3x12.4x 9.9x–12.4x $51.14–$66.23
Firm Value / 2011E EBITDA (Medco, Wall Street consensus EBITDA)9.9x10.3x12.4x 9.9x–12.4x $51.81–$67.08
Firm Value / 2012E EBITDA8.8x
Price / 2011E EPS16.2x
Price / 2012E EPS13.2x
Firm Value / 2011E EBITDA (Express Scripts, management estimate)9.9x10.3x12.4x 9.9x–12.4x $50.37–$63.59
Firm Value / 2011E EBITDA (Express Scripts, Wall Street consensus EBITDA)9.9x10.3x12.4x 9.9x–12.4x $49.84–$62.93

Selected precedent transactions (5)

DateTargetAcquirerMultiple
2011-03Walgreen Health Initiatives, Inc.Catalyst Health Solutions, Inc.12.4x Firm Value / Standalone Target LTM EBITDA
2009-04WellPoint Inc.'s NextRx subsidiariesExpress Scripts12.7x Firm Value / Standalone Target LTM EBITDA
2006-11Caremark RX, Inc.CVS Corporation15.5x Firm Value / Standalone Target LTM EBITDA
2003-09AdvancePCS Inc.Caremark RX, Inc.13.7x Firm Value / Standalone Target LTM EBITDA
2002-02National Prescription Administrators, Inc.Express Scripts12.2x Firm Value / Standalone Target LTM EBITDA
MultipleLowMedianHighRange appliedImplied per share
Firm Value / LTM Adjusted EBITDA12.2x12.7x15.5x 12.2x–15.5x $62.64–$82.07

Other analyses

AnalysisSummaryImplied per share
Historical Trading Analysis (Medco)52-week trading range of Medco common stock for period ended July 18, 2011 was $43.48 to $65.30; closing price on July 18, 2011 was $53.82. Merger consideration was above the 52-week trading range.$43.48–$65.30
Discounted Research Price Targets (Medco)Twenty-one Wall Street analyst 12-month price targets for Medco ranged from $53.00 to $75.00 as of July 18, 2011; discounted at Medco's 9.7% cost of equity (CAPM) to $48.95-$69.69. Merger consideration was within the range of targets and above the discounted range.$48.95–$69.69
Premia Paid AnalysisU.S. healthcare services public targets with transaction value over $1.0 billion announced since 2001; interdecile range of one-day premia of 13.6% (10th percentile) to 50.4% (90th percentile) applied to Medco's July 18, 2011 closing price of $53.82. Citigroup also noted premia in the Caremark/AdvancePCS and CVS/Caremark PBM transactions exceeded the premium paid to Medco.$61.14–$80.93
Historical Trading Analysis (Express Scripts)52-week trading range of Express Scripts common stock for period ended July 18, 2011 was $42.12 to $60.66 per share.$42.12–$60.66
Discounted Research Price Targets (Express Scripts)Twenty-one Wall Street analyst 12-month price targets for Express Scripts ranged from $53.00 to $72.00 as of July 18, 2011; discounted at Express Scripts' 8.9% cost of equity (CAPM) to $49.24-$67.39.$49.24–$67.39
Relative Valuation Analysis of Express Scripts and MedcoCompared relative values including historical stock price performance over five-year and one-year periods and relative DCF valuations (excluding synergies), computing the discounts each company's July 18, 2011 trading value bore to its DCF valuation.
Pro Forma Financial Effects AnalysisCitigroup evaluated certain potential pro forma financial effects of the mergers on Express Scripts based on information provided by Express Scripts management.

Aggregate fee of approximately $15 million, $3.75 million payable upon delivery of the opinion and the remainder payable upon consummation of the mergers. A Citigroup commercial lending affiliate expects approximately $33 million of fees for financing roles. Since January 1, 2010, Citigroup received approximately $1.4 million in investment banking fees from Express Scripts.

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Management projections

Projection yearYear 1Year 2Year 3CAGR
Revenue$59B$57B$57B-2.0%
Revenue growth-14.5%-3.4%-0.5%
EBITDA$3.4B$3.5B$4.0B7.9%
EBITDA growth9.5%2.5%13.6%
EBITDA margin6%6%7%
Implied EV / EBITDA8.8x8.6x7.6x

Year-1 growth is against LTM at announcement ($69B revenue, $3.1B EBITDA); later years are year over year.

Medco management prepared stand-alone, pre-merger forecasts for FY2011-FY2014: revenue of $68,951.4M (2011) declining to $56,607.6M (2014), EBITDA of $3,112.8M (2011) rising to $3,967.7M (2014), and net income of $1,473.2M (2011) to $1,944.0M (2014). Express Scripts management prepared stand-alone forecasts in June 2011 for FY2011-FY2014: revenue of $45,477.4M (2011) to $51,227.7M (2014), adjusted EBITDA of $2,896.0M (2011) to $4,055.4M (2014), adjusted EPS of $3.21 (2011) to $5.55 (2014); FY2015 and FY2016 were extrapolated for use by Express Scripts' financial advisors. Express Scripts management also prepared an "adjusted Medco forecast," reducing Medco's 2014 EBITDA by approximately $400 million (~10%); Citigroup was instructed to use this Medco adjusted management case. Express Scripts subsequently issued revised 2011 guidance on October 6, 2011 (adjusted EPS of $2.95-$3.05 vs. original $3.15-$3.25).

Process notes

Joint proxy statement/prospectus; sliced sections provided contain only the Opinion of Citigroup (financial advisor to Express Scripts, the acquirer). The filing references "Opinions of Financial Advisors to Medco" (beginning page 90) and "Opinions of Financial Advisors to Express Scripts" (beginning page 109), indicating multiple advisors delivered opinions to both boards, but only Citigroup's opinion text was included in the provided sections. Merger agreement dated July 20, 2011 was amended by Amendment No. 1 dated November 7, 2011. Citigroup's opinion addressed fairness to Express Scripts of the Medco merger consideration to be issued and paid. A Citigroup affiliate expects to receive approximately $33 million of fees for arranging the $14.0 billion bridge facility, $4.0 billion term loan and $1.5 billion revolving credit facility. Termination fees are reciprocal ($950M / $650M / $227.5M depending on circumstances) plus expense reimbursement up to $225M or $100M.

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