BSE SENSEX
29,910
S&P CNX
9,238
JSW Energy
CMP: INR64
TP: INR73 (+14%)
CERC approves capital cost of Karcham Wangtoo
At ~INR65b, capital cost is lower than our estimate of ~INR70b
5 April 2017
Update
| Sector:
Utilities
Buy
Stock Info
Bloomberg
Equity Shares (m)
52-Week Range (INR)
1, 6, 12 Rel. Per (%)
M.Cap. (INR b)
M.Cap. (USD b)
Avg Val, INRm
Free float (%)
Financials Snapshot (INR b)
Y/E Mar
2016
JSW IN
1,640
86/54
-1/-20/-24
109.9
1.6
243.0
25.0
CERC approves Karcham Wangtoo project cost at ~INR65b
In its order dated March 30, 2017, CERC has approved JSW Energy’s Karcham
Wangtoo hydropower plant’s project cost at ~INR65b for FY17. The plant’s capacity
was maintained at 1,000MW, with 10% overload against the company’s claim of
1,091MW capacity and 10% overload (1,200MW). The CERC has disallowed the
capex pertaining to the capacity that was disallowed (91MW). Resultantly, the
approved capital cost is lower than our estimate of ~INR70b.
2017E
2018E
Net Sales
EBITDA
PAT
EPS (INR)
Gr. (%)
BV/Sh (INR)
RoE (%)
RoCE (%)
P/E (x)
P/BV (x)
99.7
41.4
14.0
7.6
-10.0
52.0
15.5
12.5
9.2
1.3
86.2
34.3
6.7
4.1
-46.0
53.9
7.7
9.4
14.5
1.1
91.5
34.5
5.3
3.3
-20.5
54.8
6.0
9.0
18.2
1.1
Likelihood of 200MW Punjab PPA improves
Karcham Wangtoo has PPAs for 704MW with Haryana (200MW), UP (200MW),
Punjab (200MW) and Rajasthan (104MW). However, only 504MW are effective
(under provisional tariff), as Punjab has not been sourcing power, pending the
approval of capital cost (according to the management). The likelihood of the
200MW Punjab PPA has, therefore, improved. Punjab was a party to the tariff
hearing of Karcham Wangtoo, which indicates its interest. In any case, where
Punjab does not honor the PPA, we believe at an approved tariff of less than
~INR3.5/kWh, the project is attractive for other DISCOMs (Unlike coal-based
projects that are exposed to coal price increase, hydro projects have a declining
tariff structure. Hydropower also aids in RE integration). We were already building
increase in Karcham Wangtoo’s PPA capacity from 504MW to 704MW from FY18.
Shareholding pattern (%)
Dec-16 Sep-16 Dec-15
As On
Promoter
75.0
75.0
75.0
DII
11.7
11.2
12.0
FII
8.3
9.4
8.9
Others
5.0
4.5
4.1
FII Includes depository receipts
Stock Performance (1-year)
JSW Energy
Sensex - Rebased
90
80
70
60
50
Cutting estimates on lower capital cost; maintain Buy
We have cut our PAT estimates by INR1.1b/0.7b to INR3.7/1.2b for FY18/19 on the
lower than estimated capital cost at Karcham Wangtoo. The lower capital cost does
not only impact the regulated equity (and thus RoE), but also the proportionate
recovery of depreciation, interest cost and O&M (which is set at 2% of capital cost).
Our SOTP-based target price is cut to INR73. At the current stock price, the market
is valuing JSW’s generation portfolio at FY20E EV of INR290b (including Bina’s
500MW and Jindal Power’s 1,000MW). The NPV of the capacity under PPAs as at
the end of FY20 is INR163b. The implied value of the remaining capacity of 2.6GW
that is exposed to the merchant market is INR105b or INR40m/MW (Exhibit 1). We
expect oversupply to get corrected by FY20, because the capacity addition has
already declined sharply, while retiring of inefficient capacities would expedite the
schedule. Once the market balances, efficient merchant capacities would become
valuable. Therefore, we believe it is fair to assume a valuation of INR60m/MW
(equal to replacement cost) in FY20E.
Maintain Buy.
Dhruv Muchhal
(Dhruv.Muchhal@MotilalOswal.com); +91 22 6129 1549
Sanjay Jain
(SanjayJain@MotilalOswal.com); +91 22 6129 1523
Motilal Oswal research is available on www.motilaloswal.com/Institutional-Equities, Bloomberg, Thomson Reuters, Factset and S&P Capital.
Investors are advised to refer through important disclosures made at the last page of the Research Report.

JSW Energy
Exhibit 1: EV of merchant assets
INR b
Market capitalization
Net debt FY20
Enterprise value
Less:
Power trading
Jaigarh Transco
Barmer Mining
JSW Steel
Implied EV of generation assets
Less: NPV of long-term PPAs
Implied EV of merchant assets
103
187
290
1
6
0
15
268
163
105
Capacity
MW
INR m/MW
5,940
3,327
2,613
45
49
40
Source: MOSL, Company
Exhibit 2: Target price derivation – INR m
NPV of PPAs
Merchant capacity
JSW Power Trading
Jaigarh Power Transco
Barmer Mining
JSW Steel
Total value
Less: Net Debt
Equity value (FY20E discounted @ 14%)
No. of shares (mn)
Value per share (INR/sh)
MW
3,327
2,613
FY17E
FY18E
FY19E
FY20E
163,335
156,780
765
5,919
94
15,381
342,274
186,962
155,312
1,640
95
Remarks
DCF, 12% CoE, debt:equity 75:25
@ INR60m/MW FY20E
1x invested equity
6x FY15 EV/EBITDA
1x FY15 networth
Current market price
700
5,919
94
11,556
721
5,919
94
12,712
743
5,919
94
13,983
119,508
1,640
73
136,239
1,640
83
Source: MOSL, Company
5 April 2017
2

JSW Energy
Financials and Valuations
Income Statement
Y/E March
Net Sales
Change (%)
Total Expenses
EBITDA
% of Net Sales
Depn. & Amortization
EBIT
Net Interest
Other income
PBT before EO
EO expense
PBT after EO
Tax
Rate (%)
Reported PAT
Minority and Associates
Adjusted PAT
Change (%)
2014
87,054
-2.6
54,540
32,514
37.3
8,100
24,415
12,059
2,022
14,377
3,777
10,600
2,836
26.8
7,764
217
11,324
2.9
2015
93,802
7.8
57,568
36,234
38.6
7,898
28,337
11,375
2,301
19,263
342
18,921
5,150
27.2
13,771
276
13,837
22.2
2016
99,689
6.3
58,244
41,446
41.6
9,502
31,944
15,032
2,100
19,013
-1,500
20,513
6,051
29.5
14,462
507
12,455
-10.0
2017E
83,709
-16.0
49,806
33,904
40.5
9,800
24,104
16,908
1,997
9,193
0
9,193
2,574
28.0
6,619
276
6,343
-49.1
2018E
90,161
7.7
57,885
32,276
35.8
10,920
21,356
17,152
1,317
5,521
0
5,521
1,491
27.0
4,030
276
3,755
-40.8
(INR Million)
2019E
103,731
15.1
70,466
33,265
32.1
12,560
20,705
19,466
850
2,089
0
2,089
564
27.0
1,525
276
1,250
-66.7
Balance Sheet
Share Capital
Reserves
Net Worth
Minority Interest
Total Loans
Deferred Tax Liability
Capital Employed
Gross Block
Less: Accum. Deprn.
Net Fixed Assets
Capital WIP
Goodwill
Investments
Curr. Assets
Inventories
Account Receivables
Cash and Bank Balance
Others
Curr. Liability & Prov.
Account Payables
Provisions & Others
Net Curr. Assets
Appl. of Funds
2014
16,401
49,311
65,712
503
114,643
1,933
182,791
166,247
30,006
136,241
6,146
106
2,535
47,416
4,158
11,976
12,016
19,266
9,653
2,826
6,827
37,763
182,791
2015
16,401
58,780
75,180
547
105,127
2,930
183,784
169,858
38,047
131,810
4,536
97
2,327
55,430
5,483
11,723
17,376
20,849
10,416
4,207
6,209
45,014
183,784
2016
16,401
68,958
85,358
551
173,365
4,383
263,657
262,307
47,304
215,003
7,265
831
1,932
56,344
6,494
28,381
4,701
16,767
17,717
7,499
10,217
38,627
263,657
2017E
16,401
71,555
87,955
637
153,365
5,026
246,983
263,566
57,104
206,461
7,006
831
1,932
45,558
5,045
13,760
9,984
16,767
14,804
4,587
10,217
30,754
246,983
2018E
16,401
71,563
87,964
723
165,365
5,358
259,409
291,566
68,024
223,541
7,006
831
1,932
41,257
5,434
14,821
4,234
16,767
15,158
4,940
10,217
26,099
259,409
(INR Million)
2019E
16,401
69,067
85,467
808
196,365
5,483
288,123
332,566
80,584
251,981
7,006
831
1,932
42,275
6,252
17,052
2,204
16,767
15,901
5,684
10,217
26,374
288,123
5 April 2017
3

JSW Energy
Financials and Valuations
Ratios
Basic (INR)
EPS
Cash EPS
BV/Share
DPS
Payout (%)
Valuation (x)
P/E
Cash P/E
P/BV
EV/EBITDA
Dividend Yield (%)
EV/MW
FCF (pre-interest) to EV (%)
Return Ratios (%)
RoE
RoCE (post-tax)
RoIC (post-tax)
Working Capital Ratios
Fixed Asset Turnover (x)
Asset Turnover (x)
Debtor (Days)
Inventory (Days)
Leverage Ratio (x)
Net Debt/MW
Net Debt/EBITDA
Debt/Equity
2014
6.9
11.8
40.1
2.0
29.0
2015
8.4
13.3
45.8
2.0
23.7
2016
7.6
13.4
52.0
2.0
26.3
2017E
3.9
9.8
53.6
2.0
51.7
2018E
2.3
8.9
53.6
2.0
87.4
2019E
0.8
8.4
52.1
2.0
262.5
8.6
5.0
1.5
6.1
3.4
64
8.9
14.1
9.0
2.6
7.8
1.7
90
9.6
9.2
5.2
1.3
6.8
2.9
64
12.4
16.3
6.4
1.2
7.3
3.2
56
17.9
27.5
7.0
1.2
8.2
3.2
54
0.8
82.7
7.5
1.2
8.9
3.2
60
-3.5
17.7
12.8
11.1
19.6
13.9
12.8
15.5
12.5
11.0
7.3
9.2
7.3
4.3
8.4
6.6
1.4
7.7
5.8
0.6
0.5
50
17
33
3.2
1.6
0.7
0.5
46
21
28
2.4
1.2
0.5
0.4
104
24
38
4.1
2.0
0.4
0.3
60
22
32
4.2
1.6
0.4
0.3
60
22
33
5.0
1.8
0.4
0.4
60
22
39
5.8
2.3
(INR Million)
2019E
33,265
0
-2,305
0
-439
30,521
-41,000
-10,479
0
0
850
-40,150
31,000
-19,466
-3,936
0
7,598
-2,031
4,234
2,204
Cash flow statement
EBITDA
FX gain/loss
WC
Others
Direct taxes (net)
CF from Op. Activity
Capex
FCF
Interest income
Investments in subs/assoc.
Others
CF from Inv. Activity
Borrowings
Finance cost
Dividend
Others
CF from Fin. Activity
(Inc)/Dec in Cash
Opening balance
Closing balance (as per B/S)
2014
32,514
532
-4,894
-2,873
-2,588
22,691
-4,940
1,142
1,048
-160
-2,910
-2,701
-12,052
-3,838
0
-18,591
1,191
10,825
12,016
2015
36,234
-46
1,322
907
-4,489
33,929
-6,772
27,156
647
-47
876
-5,297
-8,124
-11,328
-3,820
0
-23,272
5,359
12,016
17,376
2016
41,446
207
-4,855
1,874
-2,998
35,673
-693
34,981
1,089
-35,206
2,444
-32,366
3,003
-15,036
-3,948
0
-15,982
-12,675
17,376
4,701
2017E
33,904
0
13,157
0
-1,931
45,130
-1,000
44,130
0
0
1,997
997
-20,000
-16,908
-3,936
0
-40,844
5,283
4,701
9,984
2018E
32,276
0
-1,096
0
-1,159
30,021
-28,000
2,021
0
0
1,317
-26,683
12,000
-17,152
-3,936
0
-9,088
-5,750
9,984
4,234
5 April 2017
4

JSW Energy
NOTES
5 April 2017
5

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JSW Energy
Disclosure of Interest Statement
Analyst ownership of the stock
No
Served as an officer, director or employee -
No
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JSW ENERGY
5 April 2017
Motilal Oswal Tower, Level 9, Sayani Road, Prabhadevi, Mumbai 400 025
Phone: +91 22 3982 5500 E-mail: reports@motilaloswal.com
Motilal Oswal Securities Ltd
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