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Taiwan Semiconductor Manufacturing Company Limited (TSM)

  • Equity
  • Taiwan
  • Technology
RISK
RETURN
Key risk factors
Low price volatility
Good trading liquidity
Resilient to price shocks
Key return factors
Very strong margins and returns
Favourable price performance
Overvalued vs peers

Corporate actions & dividendsDividend of TWD 0.441 with an ex-date of 13 Jun 2024.
Company profileTaiwan Semiconductor Manufacturing Company Limited manufactures, packages, tests, and sells integrated circuits and other semiconductor devices in Taiwan, China, Europe, the Middle East, Africa, Japan, the United States, and internationally. It provides complementary metal oxide silicon wafer fabrication processes to manufacture logic, mixed-signal, radio frequency, and embedded memory semiconductors. The company also offers customer support, account management, and engineering services, as well as manufactures masks. Its products are used in mobile devices, high performance computing, automotive electronics, and internet of things markets. The company was incorporated in 1987 and is headquartered in Hsinchu City, Taiwan.
Valuation: Overvalued

Multiple
TTM
NTM
P/E
30.70
23.70
PEG
1.50
-
P/B
7.40
5.00
P/S
10.30
8.80
P/FCF
48.40
30.50
EV/EBITDA
14.70
12.70
Based on key historical and expected multiples, the stock is overvalued relative to its peers. Specifically, the stock is fairly valued on P/E, neutral on EV/EBITDA, and overpriced on P/FCF.
Performance: Favourable

The stock has been growing steadily in the past six months, adding 64% in total. The stock has outperformed its global peers from the same sector and industry (as shown above), surpassing them by 60ppts in total. This is largely true for peers from the same country and sector. With respect to the stock's valuation against its peers, its overall price performance is positive. Usually, this means that a fairly valued or slightly undervalued stock has become more 'expensive', indicating that the market, in general, may have gained short-term confidence in the stock.
Analyst view: Neutral

The average target price is 161 and suggests 0% upside potential. Usually, this means a HOLD recommendation among investment firms. This neutral recommendation suggests no significant price movement, up or down, in the next 12 months. The most optimistic analyst has a target price of 183.0. This translates into 14% upside potential in the best case. On the other hand, the most pessimistic analyst has a target price of 113.0. This is equivalent to 29% downside potential in the worst case.
Profitability: Very strong

RoE
Taiwan Semiconductor Manufacturing Company Limited reported a return on equity (RoE) of 24.5% in the last 12 months, down from 26.6% in FY23. The market consensus projects an RoE of 1.0% in FY24, however, this time below its peers.
RoA
Another important profitability metric, return on assets (RoA), amounted to 15.4% in the last 12 months, a decrease from 16.2% in FY23. The market analysts predict that RoA will be 0.6% in FY24, though below its peers in this period.
RoCE
In the last 12 months, the return on capital employed (RoCE) declined to 18.6%, above the peers. The consensus estimate for FY24 for RoCE is 0.8%, however, this time below its peers.
Net margin
EBITDA margin
Historically, TSM has reported very strong net margins compared to its global peers. Specifically, in the last 12 months, this metric equalled 38.8%, down from 39.4% in FY23. The company has reported very strong EBITDA margins compared to its global peers in recent years. EBITDA margin amounted to 67.7% in the last 12 months, a decline from 67.9% in FY23.
RoIC / WACC = 2.5(strong value creation)
The ratio of return on invested capital (RoIC) to the weighted average cost of capital (WACC) has been 2.5 in the past several years. This ratio implies a strong shareholder value creation.
Growth: Good

Revenue
EBITDA
EPS
Free cash flow
TSM reported revenue of TWD 2 245 747mn in the last 12 months, up 4% from FY23. At the same time, the dynamics of cash flow, as measured by free cash flow (FCF), were drastically different. EPS grew 2% from FY23 to TWD 165.30. Market expects EPS to reach TWD 6.29 in FY24.Revenue growth has been moderate in the past several years (positive-to-neutral), while EBITDA growth has been steady. This all contributed to continued EPS growth (positive-to-neutral). The FCF trend is in line with EBITDA. We emphasize the highly volatile dynamics of FCF and EPS.
Dividends: Reasonable

Dividend paid
Dividend yield
The company has a track record of regular dividend payments. It has paid dividends in each of the past ten years. Dividend per share (DPS) has grown yearly, and there is a clear trend. In the past 12 months, the dividend yield has barely been above zero and was substantially below that of its peers. On average, the company pays dividends quarterly.
Default risk: Moderate

The risk of default is moderate. We note strong positions in its industry, robust profitability, solid return on capital, strong debt servicing capacity, adequate interest coverage, solid cash flow generation, and an favourable capital structure, among the positive credit factors. Among the negative credit factors and we point to excessive margin volatility, and poor working capital management.
Volatility: Low

In normal market circumstances, TSM is not overly volatile. Put differently, without outstanding market volatility or shocking company news, the stock's price will remain relatively stable. The stock's losses on its worst days (less than 1-5% of the time) will range from very low to minimal. We would also like to highlight the minimal intraday volatility of the instrument.
Stress-test: Resilient

In highly turbulent market conditions, TSM is not overly volatile. In other words, the stock will fall less than the index in times of extreme market volatility or shocking company news. Standalone, the worst-day losses (less than 1% of the time) will likely be low.
Selling difficulty: Low

TSM boasts high trading liquidity. The average private investor can sell his common position in the stock immediately. Liquidity is usually quite stable and is average on the days with the lowest activity. The trading volume mostly stays the same even under highly turbulent market conditions.
Country risk: Low

The institutional, legal, and compliance risks associated with the company's country are close to minimal. In combination with rigorous business standards, shareholder rights are well protected.
Other risks: Negligible

No other major risks have been identified.