Fairness opinionsMedical Devices and Supplies2019

Wright Medical Group acquired by StrykerCorp.: fairness opinion by Guggenheim Securities

Announced November 4, 2019 · Tender offer · All cash · DEFM14A filed March 20, 2020
Medical Devices and Supplies Medical Devices
Enterprise value
$4.1B
EV / LTM EBITDA
14.6x
EBITDA $279M · 24% margin
EV / LTM revenue
3.49x
revenue $1.2B
DCF discount rate
7.0%–8.4%
Perpetuity growth

Deal terms

ConsiderationAll cash
Price per share$30.75
Premium48.0%
Premium basisUnaffected closing share price of $20.80 on October 31, 2019 (last full trading day prior to a 5.8% increase on November 1, 2019 coinciding with a Bloomberg article suggesting Wright was contemplating a sale)
StructureTender offer
Termination fee$150M
Reverse termination fee
Go-shopNone
Outside dateNovember 4, 2020

Implied value per share by method vs. $30.75 offer

Selected companies — EV / CY2020E Revenue $23.00 – $34.00
Precedent transactions — EV / NTM Revenue $26.75 – $33.00
Precedent transactions — EV / NTM EBITDA $22.25 – $31.00
Discounted cash flow $22.25 – $40.25
52-Week Intraday High/Low Stock Prices (informational) $19.04 – $32.86
Wall Street Equity Research Analyst Price Targets (informational) $21.25 – $29.75
Precedent One-Day Stock Price Premiums (informational) $27.00 – $31.25
Illustrative Theoretical Future Stock Price (informational) $21.58 – $32.85

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

Opinion of Guggenheim Securities to the target board

Delivered November 3, 2019 · Fee $37.6M ($37.6M contingent on closing), $1.0M on delivery of the opinion

Discounted cash flow assumptions

Discount rate7.0%–8.4%
BasisWeighted average cost of capital estimated using the capital asset pricing model
Terminal valuePerpetuity growth
Perpetuity growth2.0%–3.0%
Exit multiple
Projection period
Projections usedManagement Forecast
Implied value per share$22.25–$40.25

After-tax unlevered free cash flows (after deducting stock-based compensation). Two-stage terminal value methodology in which free cash flow growth decelerates linearly to the assumed perpetuity growth rate by 2029, thereafter perpetuity growth applied. High end includes approximately $1.00 per share for the estimated present value (as of November 1, 2019) of Wright's net operating loss carryforwards as of December 31, 2018.

Selected public companies (8)

AtriCure, Inc. · Avanos Medical, Inc. · BioTelemetry, Inc. · Cardiovascular Systems, Inc. · CryoLife, Inc. · Globus Medical, Inc. · Masimo Corporation · Nevro Corp.

MultiplePeer lowPeer medianPeer highRange appliedImplied per share
EV / CY2020E Revenue2.8x4.6x8.1x 4.0x–5.5x $23.00–$34.00

Selected precedent transactions (9)

DateTargetAcquirerMultiple
2018-08-30K2M Group Holdings, Inc.Stryker Corporation4.8x EV / NTM Revenue
2017-12-04Exactech, Inc.TPG Capital2.6x EV / NTM Revenue
2017-08-07NxStage Medical, Inc.Fresenius Medical Care Holdings, Inc.4.7x EV / NTM Revenue
2017-02-14Cynosure, Inc.Hologic, Inc.2.9x EV / NTM Revenue
2017-02-13ZELTIQ Aesthetics, Inc.Allergan Plc5.7x EV / NTM Revenue
2016-12-02Vascular Solutions, Inc.Teleflex Incorporated5.4x EV / NTM Revenue
2016-06-27HeartWare International, Inc.Medtronic plc4.6x EV / NTM Revenue
2016-06-07LDR Holding CorporationZimmer Biomet Holdings, Inc.5.4x EV / NTM Revenue
2016-02-01Sage Products, LLCStryker Corporation5.7x EV / NTM Revenue
MultipleLowMedianHighRange appliedImplied per share
EV / NTM Revenue2.6x4.8x5.7x 4.6x–5.5x $26.75–$33.00
EV / NTM EBITDA14.1x20.3x46.3x 20.0x–26.0x $22.25–$31.00

Other analyses

AnalysisSummaryImplied per share
52-Week Intraday High/Low Stock Prices (informational)Trading price of Shares over the 52-week period ending October 31, 2019 (last full trading day before a 5.8% increase on November 1, 2019 coinciding with a Bloomberg sale article); intraday range $19.04-$32.86 (summary table shows $19.00-$32.75 rounded).$19.04–$32.86
Wall Street Equity Research Analyst Price Targets (informational)Analyst 12-month price targets published prior to October 31, 2019, discounted one year at an illustrative 7.7% discount rate (midpoint of estimated cost of equity), implying $21.25-$29.75 per share.$21.25–$29.75
Precedent One-Day Stock Price Premiums (informational)One-day premiums in MedTech transactions announced since 2016 with transaction values over $700 million; approximate 25th-75th percentile range of 30%-50% applied to the $20.80 October 31, 2019 closing price, implying $27.00-$31.25 per share.$27.00–$31.25
Illustrative Theoretical Future Stock Price (informational)Theoretical future values per share at January 1 of 2020-2023 using Management Forecast revenues: $21.58/$25.05/$29.77/$34.79 at current 3.8x NTM revenue multiple and $26.80/$30.73/$35.46/$41.06 at an illustrative upside 4.5x multiple. Present values at a 7.7% discount rate: $21.58/$23.26/$25.65/$27.84 (3.8x) and $26.80/$28.53/$30.56/$32.85 (4.5x).$21.58–$32.85
Transaction-Implied Premiums and MultiplesAt $30.75 per share: 48% premium to $20.80 unaffected price (10/31/19), 48% to 10-day VWAP ($20.84), 50% to 30-day VWAP ($20.49), 46% to 90-day VWAP ($21.06) and a (6)% discount to the $32.86 52-week high. EV/CY2020E revenue of 5.2x (Management Forecast) / 5.3x (consensus); EV/NTM revenue @ 9/30/19 of 5.3x / 5.4x; EV/CY2020E Adj. EBITDA of 24.9x / 26.4x; EV/NTM Adj. EBITDA of 26.6x / 27.9x.

Cash transaction fee based on a percentage of aggregate transaction value, payable upon consummation, currently estimated at $37.6 million; a $1.0 million cash milestone fee became payable upon rendering of the opinion and is creditable against the transaction fee. Expense reimbursement and indemnification also provided.

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Management projections

Projection yearYear 1Year 2Year 3CAGR
Revenue$1.3B$1.5B$1.7B11.9%
Revenue growth12.6%12.5%11.3%
EBITDA$333M$405M$467M18.4%
EBITDA growth19.4%21.6%15.3%
EBITDA margin25%27%28%
Implied EV / EBITDA12.3x10.1x8.7x

Year-1 growth is against LTM at announcement ($1.2B revenue, $279M EBITDA); later years are year over year.

Guggenheim Securities relied on the "Management Forecast" prepared and approved for its use by Wright's senior management, which was used for the discounted cash flow analysis (after-tax unlevered free cash flows after deducting stock-based compensation) and for the theoretical future stock price analysis using projected revenues through 2023. The DCF applied a two-stage terminal value in which free cash flow growth decelerates linearly to the perpetuity growth rate by 2029. Wright's CY2020E Management Forecast implied an EV/revenue multiple of 3.7x on a standalone trading basis and 5.2x at the offer price, with EV/CY2020E Adj. EBITDA of 24.9x at the offer price.

Process notes

Dutch target; tender offer by Stryker B.V. with post-offer reorganization (asset sale/liquidation, mergers or compulsory acquisition) approved at an Extraordinary General Meeting. Guggenheim Securities delivered the only fairness opinion (to the Wright Board) on November 3, 2019; J.P. Morgan was also formally engaged as a financial advisor by the Wright Board on November 3, 2019 but did not deliver an opinion. Guggenheim previously advised Stryker on its acquisition of Entellus Medical (Feb 2018) for fees of less than $10 million. Competing interest from 'Party C' and 'Party E' (partly stock consideration) was considered during the process.

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