Fairness opinionsBehavioral Health2010

Psychiatric Solutions acquired by Universal Health Services: fairness opinion by Goldman Sachs

Announced May 17, 2010 · One-step merger · All cash · DEFM14A filed September 8, 2010
Behavioral Health Inpatient Psychiatric
Enterprise value
$3.0B
EV / LTM EBITDA
8.7x
EBITDA $351M · 19% margin
EV / LTM revenue
1.60x
revenue $1.9B
DCF discount rate
7.5%–9.0%
Perpetuity growth

Deal terms

ConsiderationAll cash
Price per share$33.75
Premium41.1%
Premium basis$23.91 closing price on March 9, 2010, the last trading day before the Company announced it had been approached by third parties (undisturbed price)
StructureOne-step merger
Termination fee$71.5M
Reverse termination fee
Go-shopNone
Outside dateDecember 31, 2010

Implied value per share by method vs. $33.75 offer

Discounted cash flow $22.67 – $43.18
Illustrative Present Value of Future Share Prices $19.48 – $31.42

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

Opinion of Goldman Sachs to the special committee

Delivered May 16, 2010 · Fee $20.0M

Discounted cash flow assumptions

Discount rate7.5%–9.0%
BasisWACC derived using capital asset pricing model, taking into account beta and other financial metrics for the Company and U.S. equity markets
Terminal valuePerpetuity growth
Perpetuity growth2.0%–3.0%
Exit multiple
Projection period2010E-2015E
Projections usedCompany management operating forecasts (unlevered free cash flow January 1, 2010 through December 31, 2015); present value as of April 1, 2010
Implied value per share$22.67–$43.18

Stock based compensation treated as a cash expense in deriving unlevered free cash flow.

Selected public companies (9)

Community Health Systems, Inc. · Health Management Associates, Inc. · LifePoint Hospitals, Inc. · Tenet Healthcare Corporation · Universal Health Services, Inc. · AmSurg Corp. · DaVita Inc. · HealthSouth Corporation · Select Medical Holdings Corporation

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
EV / LTM EBITDA - Acute Care Hospitals6.5x6.9x7.7x
EV / 2010E EBITDA - Acute Care Hospitals6.5x7.0x7.5x
EV / 2011E EBITDA - Acute Care Hospitals6.2x6.7x7.2x
P / 2010E EPS - Acute Care Hospitals12.8x15.0x18.1x
P / 2011E EPS - Acute Care Hospitals11.9x13.6x20.0x
P / 2012E EPS - Acute Care Hospitals11.1x12.3x17.8x
2011 P/E to 5-Year EPS CAGR - Acute Care Hospitals0.9x1.4x2.0x
EV / LTM EBITDA - Other Alternative Site/Post-Acute Facilities7.8x8.6x10.8x
EV / 2010E EBITDA - Other Alternative Site/Post-Acute Facilities7.4x7.8x9.4x
EV / 2011E EBITDA - Other Alternative Site/Post-Acute Facilities6.6x7.4x8.8x
P / 2010E EPS - Other Alternative Site/Post-Acute Facilities12.0x13.1x14.3x
P / 2011E EPS - Other Alternative Site/Post-Acute Facilities10.6x11.7x13.5x
P / 2012E EPS - Other Alternative Site/Post-Acute Facilities9.4x9.6x11.3x
2011 P/E to 5-Year EPS CAGR - Other Alternative Site/Post-Acute Facilities0.7x1.1x1.4x

Selected precedent transactions (13)

DateTargetAcquirerMultiple
2007-04Symbion, Inc.Crestview Partners, L.P.8.3x EV / LTM EBITDA
2007-03HealthSouth Corporation (Surgery)TPG Partners V, L.P.9.7x EV / LTM EBITDA
2007-03Triad Hospitals, Inc.Community Health Systems, Inc.10.6x EV / LTM EBITDA
2007-01United Surgical Partners International, Inc.Welsh, Carson, Anderson & Stowe X, L.P.10.8x EV / LTM EBITDA
2006-12Horizon Health CorporationPsychiatric Solutions, Inc.12.7x EV / LTM EBITDA
2006-07HCA Inc.Private Investment Funds affiliated with Bain Capital Partners, LLC, Kohlberg Kravis Roberts & Co. L.P. and Merrill Lynch Global Private Equity8.6x EV / LTM EBITDA
2006-03National Mentor Holdings, Inc.Vestar Capital Partners V, L.P.9.6x EV / LTM EBITDA
2005-10CRC Health CorporationBain Capital Partners, LLC12.2x EV / LTM EBITDA
2005-03Ardent Health Services LLC (Behavioral)Psychiatric Solutions, Inc.12.8x EV / LTM EBITDA
2004-12Gambro Healthcare, Inc.DaVita Inc.8.4x EV / LTM EBITDA
2004-08Province Healthcare CompanyLifePoint Hospitals, Inc.12.6x EV / LTM EBITDA
2004-07Vanguard Health Systems, Inc.The Blackstone Group11.2x EV / LTM EBITDA
2004-05IASIS Healthcare CorporationTexas Pacific Group and JLL Partners9.2x EV / LTM EBITDA
MultipleLowMedianHighRange appliedImplied per share
EV / LTM EBITDA8.3x10.6x12.8x

Other analyses

AnalysisSummaryImplied per share
Analysis of Implied Premia and Multiples$33.75 represented a 41.2% premium to the $23.91 undisturbed closing price (March 9, 2010) and a 3.4% premium to the $32.63 closing price on May 14, 2010. Implied multiples at $33.75 (management forecasts, adjusted for the special committee's capital structure assumptions): 9.8x LTM EBITDA, 9.4x 2010E EBITDA, 8.9x 2011E EBITDA, 14.7x 2010E EPS, 12.8x 2011E EPS; compared to medians for Acute Care Hospitals (6.9x/7.0x/6.7x LTM/2010E/2011E EBITDA) and Other Alternative Site/Post-Acute Facilities (8.6x/7.8x/7.4x).
Illustrative Present Value of Future Share PricesDerived theoretical future share prices for 2010-2015 by applying forward P/E multiples of 9.0x and 13.0x to EPS estimates (management forecasts adjusted for the special committee's capital structure assumptions), discounted at 10.5% and 12.0% (cost of equity via CAPM).$19.48–$31.42

Fee of approximately $20 million for services in connection with the transaction, $3.25 million of which became due prior to consummation of the transaction; engagement letter dated March 8, 2010.

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Management projections

Projection yearYear 1Year 2Year 3Year 4Year 5CAGR
Revenue$2.0B$2.1B$2.2B$2.3B$2.4B4.7%
Revenue growth4.6%4.5%4.5%4.6%5.0%
EBITDA$372M$394M$416M$440M$476M6.4%
EBITDA growth6.0%5.9%5.6%5.8%8.2%
EBITDA margin19%19%19%19%20%
Implied EV / EBITDA8.2x7.7x7.3x6.9x6.4x

Year-1 growth is against LTM at announcement ($1.9B revenue, $351M EBITDA); later years are year over year.

At the special committee's request, management prepared a five-year business plan (2010E-2015E): net revenues of $1,896 million in 2010E rising to $2,381 million in 2015E (4.7% CAGR); Adjusted EBITDA of $351 million in 2010E to $476 million in 2015E (6.3% CAGR); EBITDA of $332 million to $453 million; diluted EPS of $2.25 to $3.41. Goldman Sachs used these forecasts together with the special committee's capital structure assumptions (an increase in total indebtedness of ~$500 million and repurchase of ~30% of outstanding shares), which produced adjusted diluted EPS for 2010E-2015E of $2.29, $2.63, $2.86, $3.09, $3.41 and $3.98. Unlevered free cash flow was derived from EBITDA less taxes, plus a $4-5 million annual increase in deferred tax liability, less capex of $95 million (2010) to $119 million (2015) and less an $8-11 million annual increase in net working capital.

Process notes

Goldman Sachs was financial advisor to a four-member special committee of independent directors (Christopher Grant, Jr. (Chair), David M. Dill, Richard D. Gore, Edward K. Wissing) formed March 4, 2010; its opinion was delivered to the special committee only. Competitive process: co-bidders had proposed $31.25 per share with only a reverse termination fee remedy; the special committee favored UHS for closing certainty (specific performance available). Directors Jacobs and Petrie were not present at part of the board meeting. Merger consideration of $33.75 all cash; termination fee $71.5 million; outside date December 31, 2010. FTC issued a Second Request on July 28, 2010. Proxy also includes a revote on an amendment to the equity incentive plan as part of resolution of stockholder litigation.

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