Fairness opinionsDiagnostics / Life Sciences2016

Sequenom acquired by Laboratory Corporation of America: fairness opinion by J.P. Morgan

Announced July 27, 2016 · Tender offer · All cash · SC 14D9 filed August 9, 2016
Diagnostics / Life Sciences Laboratories: Genetics
Enterprise value
$379M
EV / LTM EBITDA
EBITDA $-16.0M · -13% margin
EV / LTM revenue
3.01x
revenue $126M
DCF discount rate
15.0%–17.0%
Perpetuity growth

Deal terms

ConsiderationAll cash
Price per share$2.40
Premium185.4%
Premium basisClosing share price of $0.84 on July 25, 2016, last full trading day before board approval
StructureTender offer
Termination fee$10.6M (3.5% of equity)
Reverse termination fee
Go-shopNone
Outside dateDecember 26, 2016

Implied value per share by method vs. $2.40 offer

Selected companies — Firm Value / 2016E Revenue $0.90 – $2.80
Selected companies — Firm Value / 2017E Revenue $0.90 – $2.80
Precedent transactions — Firm Value / LTM Revenue $0.95 – $6.30
Discounted cash flow $2.00 – $2.55
Public Trading Multiples - applied to Wall Street research projections for Sequenom (informational only) $0.65 – $2.25
Public Trading Multiples - including Foundation Medicine multiples (informational only) $0.65 – $4.30
Historical Share Price Analysis / 52-week trading range $0.84 – $2.96
Analyst Price Targets $0.75 – $1.90

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

Opinion of J.P. Morgan to the target board

Delivered July 26, 2016 · Fee $6.3M ($4.8M contingent on closing), $1.5M on delivery of the opinion

Discounted cash flow assumptions

Discount rate15.0%–17.0%
BasisWeighted average cost of capital of Sequenom, informed by the potential for implied costs of debt
Terminal valuePerpetuity growth
Perpetuity growth2.5%–3.5%
Exit multiple
Projection period2016E-2025E
Projections usedSequenom management Projections for 2016-2020 (reproductive health business) with J.P. Morgan extrapolations for 2021-2025 reviewed and approved by management; Optimistic Case Projections were not used
Implied value per share$2.00–$2.55

Valuation date assumed as of June 30, 2016; present values adjusted for cash and debt as of June 30, 2016 (cash $61.3 million, debt $130.0 million, net debt $68.7 million).

Selected public companies (7)

Myriad Genetics, Inc. · Genomic Health, Inc. · Foundation Medicine, Inc. · Natera, Inc. · Oxford Immunotec Global PLC · Veracyte, Inc. · CareDx, Inc.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
Firm Value / 2016E Revenue1.5x2.5x2.8x 1.5x–2.8x $0.90–$2.80
Firm Value / 2017E Revenue1.1x2.0x2.6x 1.1x–2.6x $0.90–$2.80

Selected precedent transactions (15)

DateTargetAcquirerMultiple
2015-10-21Clarient, Inc.NeoGenomics, Inc.
2015-06-04Bio-Reference Laboratories, Inc.OPKO Health, Inc.
2014-12-02Ariosa Diagnostics, Inc.Roche Holdings, Inc.
2014-01-22Solstas Lab Partners GroupQuest Diagnostics Incorporated
2013-06-25CML Healthcare Inc.Lifelabs Medical Laboratory Services, Inc.
2013-01-07Verinata Health, Inc.Illumina, Inc.
2012-06-04MEDTOX Scientific, Inc.Laboratory Corporation of America Holdings
2011-04-04Cellestis, Inc.Qiagen Inc.
2011-03-18Celera Corp.Quest Diagnostics Incorporated
2011-02-24Athena Diagnostics, Inc.Quest Diagnostics Incorporated
2011-01-24Genoptix, Inc.Novartis AG
2010-10-22Clarient, Inc.GE Healthcare
2010-09-13Genzyme GeneticsLaboratory Corporation of America Holdings
2007-06-03Digene Corp.Qiagen NV
2007-04-16AmeriPath, Inc.Quest Diagnostics Incorporated
MultipleLowMedianHighRange appliedImplied per share
Firm Value / LTM Revenue1.6x2.6x7.5x 1.6x–7.5x $0.95–$6.30

Other analyses

AnalysisSummaryImplied per share
Public Trading Multiples - applied to Wall Street research projections for Sequenom (informational only)Applied FV/2016E Revenue of 1.5x-2.8x and FV/2017E Revenue of 1.1x-2.6x to publicly available equity research projections for Sequenom.$0.65–$2.25
Public Trading Multiples - including Foundation Medicine multiples (informational only)Applied Foundation Medicine's FV/2016E and FV/2017E Revenue multiples to Sequenom management and research projections; if Foundation Medicine had been included in the trading multiple range, implied values were approximately $0.65 to $4.30 per share.$0.65–$4.30
Historical Share Price Analysis / 52-week trading rangeFor the 52-week period ended July 25, 2016 the closing share price ranged from $0.84 to $2.96. The $2.40 price represented a 185.4% premium to the $0.84 July 25, 2016 close, a 130.1% premium to the 30-day average of $1.04, and an 18.9% discount to the 52-week high. Presented for informational purposes only, not a valuation methodology.$0.84–$2.96
Analyst Price TargetsReviewed equity research price targets from Jefferies, William Blair, Piper Jaffray and Ladenburg Thalmann, ranging from $0.75 to $1.90 per share. Presented for informational purposes only.$0.75–$1.90

Approximately $6.3 million total transaction fee; $1.5 million payable following delivery of the opinion and $4.8 million payable upon consummation of the Merger. Expense reimbursement including counsel fees up to $125,000 plus indemnification. J.P. Morgan received approximately $34,000 in fees from Parent during the prior two years for transaction services and trade finance, and no fees from Sequenom.

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Management projections

Projection yearYear 1Year 2Year 3Year 4Year 5CAGR
Revenue$161M$210M$257M$330M$379M23.9%
Revenue growth27.8%30.4%22.4%28.4%14.8%
EBITDA$13.0M$35.0M$56.0M$89.0M$103M67.8%
EBITDA growth169.2%60.0%58.9%15.7%
EBITDA margin8%17%22%27%27%
Implied EV / EBITDA29.2x10.8x6.8x4.3x3.7x

Year-1 growth is against LTM at announcement ($126M revenue, $-16.0M EBITDA); later years are year over year.

Management "Projections" for the reproductive health business (oncology excluded) covered CY2016E-CY2020E with J.P. Morgan extrapolations, reviewed and approved by management, for CY2021E-CY2025E plus a terminal year. Revenue grows from $126 million in CY2016E to $465 million in CY2025E ($478 million terminal year), with Adjusted EBITDA moving from ($16) million in CY2016E to $126 million in CY2025E (27% margin), and free cash flow from ($23) million to $61 million. A more aggressive "Optimistic Case" (CY2016E revenue $126 million rising to $600 million in CY2025E, Adjusted EBITDA $190 million) was also prepared and shared with J.P. Morgan, but the Board directed J.P. Morgan to use only the base Projections for its fairness opinion.

Process notes

Single financial advisor (J.P. Morgan) to the Sequenom board; no special committee. Extended strategic process from August 2015 with ~25 parties contacted; LabCorp's price rose from an initial $1.90-$2.06 (Dec 2015) to $1.70-$2.00 (June 2016), then $2.30, $2.37 and finally $2.40 after Sequenom counters of $2.50 and $2.40. Company D made an unsolicited stock-for-stock bid implying $1.24 per share that was rejected. Sequenom simultaneously negotiated a $150 million senior secured term loan term sheet to refinance $130 million of convertible notes; the board judged the LabCorp deal more certain. Notably the $2.40 offer price is an 18.9% discount to the 52-week high and above the $0.75-$1.90 analyst price target range. Termination fee of ~$10.6 million equals ~3.5% of equity value (negotiated down from Parent's 4.5%/4% requests). Rights Agreement amended to permit the transaction.

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