hard · CFA Level I equity

Amberfen Pharma (IFRS) has a book value per share (B₀) of 25.00. Current year net income is forecast at 4.00 per share, with dividends of 1.00. However, Amberfen expects an unrealized loss of 0.50 per share on FVOCI securities, which will be recorded in Accumulated Other Comprehensive Income (AOCI). The cost of equity (r) is 10% and the long-term growth rate (g) of residual income is 3%. An analyst notes that the $0.50 OCI loss violates the clean surplus relationship. If the analyst fails to adjust for this violation when forecasting future book values, the intrinsic value estimate will likely be:

  1. Unaffected
  2. Understated
  3. Overstated

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