Monday, October 18, 2010

Investment Appraisal Methods: NPV, IRR, Payback and PI Compared

Investment appraisal methods test a project's cash recovery, accounting performance, value creation and percentage return. Net present value should normally lead value-maximising decisions, while other methods provide supporting information.

Quick answer: Investment appraisal methods test a project's cash recovery, accounting performance, value creation and percentage return. Net present value should normally lead value-maximising decisions, while other methods provide supporting information.

Why businesses use several appraisal methods

A project can recover its cash quickly yet create little long-term value, or show a strong accounting return while producing weak cash flows. Using several methods helps managers examine liquidity, profitability, risk and shareholder value from different angles.

Method comparison

MethodMain measureBasic decision ruleMain limitation
PaybackTime to recover initial investmentAccept within the required periodIgnores later cash flows and usually time value
ARRAccounting profit as a percentage of investmentAccept above target ARRUses profit rather than project cash flow
NPVPresent value createdAccept if NPV is positiveDepends on forecasts and discount rate
IRRDiscount rate that makes NPV zeroAccept if IRR exceeds required returnCan mislead with unusual cash flows or exclusive projects
PIPresent value per unit investedAccept if PI exceeds 1Ratio ranking can fail with scale and indivisibility

Worked project data

Assume a project requires 100,000 and produces cash inflows of 40,000, 45,000 and 50,000 over three years. The required return is 10%.

Payback period

After two years, 85,000 has been recovered. The remaining 15,000 is 30% of the third-year inflow, so simple payback is approximately 2.3 years.

Net present value

NPV = Σ [Cash flow ÷ (1 + r)t] − Initial investment

The present values are approximately 36,364, 37,190 and 37,566. Total present value is 111,120, giving an NPV of about 11,120. The positive NPV supports acceptance.

Profitability index

PI = Present value of future cash inflows ÷ Initial investment

PI = 111,120 ÷ 100,000 = 1.11. Every 1.00 invested produces about 1.11 of present value before subtracting the initial cost.

Internal rate of return

IRR is the discount rate that produces an NPV of zero. It can be estimated through a financial calculator, spreadsheet or interpolation. It should be compared with a required return that reflects project risk.

Accounting rate of return

ARR uses accounting profit and an investment base, so its answer depends on the stated formula and depreciation policy. Always show whether average or initial investment is used.

Which method should lead the decision?

NPV directly estimates the increase in value using cash flows and a required return. It is generally the strongest primary rule for independent projects. Payback can add a liquidity view, IRR communicates a percentage return, and PI can help under simple capital rationing.

Conflicting rankings

For mutually exclusive projects, NPV and IRR or PI may rank alternatives differently because of scale, timing or reinvestment assumptions. Compare incremental cash flows and prefer the alternative with the stronger incremental NPV when assumptions are sound.

Decision checklist

  • Use incremental after-tax cash flows.
  • Match the discount rate to project risk.
  • Test sensitivity to key assumptions.
  • Do not treat sunk costs as future cash flows.
  • Consider capital constraints and project dependencies.

Frequently asked questions

Which appraisal method is best?

NPV is normally the strongest primary method for value-maximising decisions, supported by other measures and risk analysis.

Why is payback still used?

It is simple and highlights liquidity and exposure, but it should not replace a complete discounted-cash-flow analysis.

Can IRR and NPV disagree?

Yes. Project scale, timing and non-conventional cash flows can produce conflicts.

What does a PI of 1.11 mean?

The present value of future inflows is 1.11 for each 1.00 of initial investment.

Continue learning

Use the formulas and examples as learning tools. Real decisions should use reliable data, appropriate assumptions and professional judgment where necessary.

Methods of Project Evaluation

As regards the use of evaluation methods, most companies use payback criterion. In addition to payback and or other methods, companies also use internal rate of return (IRR) and net present value (NPV) methods. A few companies use accounting rate of return (ARR) method. Internal rate of return (IRR) is the second most popular technique.

The major reason for payback to be more popular than the discounted cash flow method techniques is the executives’ lack of familiarity with discounted cash flow techniques. Other factors are lack of technical people and sometimes unwillingness of top management to use the discounted cash flow techniques. One large manufacturing and marketing organization, for example, thinks that conditions of its business are such that the discounted cash flow techniques are not needed. By business conditions the company perhaps means its marketing nature, and its products being in seller’s markets. Another company feels that replacement projects are very frequent in the company, and therefore, it is not necessary to use the discounted cash flow techniques for such projects. Both these companies have fallacious approaches towards investment analysis. They should subject all capital expenditures to formal evaluation.

The practice of companies in Asian countries regards the use of evaluation criteria is similar to that in USA. Almost four-fifths of US firms use either the internal rate of return or net present value models, but only about one-fifth use such discounting techniques without using the payback period or average rate of return methods. The tendency of US firms to use native techniques as supplementary tools has also been reported in recent studies. However, firms in USA have come to depend increasingly on the discounted cash flow techniques, particularly internal rate of return. The British companies use both discounted cash flow techniques and return on capital, sometimes in combination sometimes solely, in their investment evaluation; the use of payback is widespread. In recent years the use of discounted cash flow methods has increased in UK, and net present value (NPV) is more popular than internal rate of return (IRR). However, this increase has not reduced the importance of traditional methods such as payback and return on investment. Payback continuous to be employed by almost all companies


One significant difference between practice in Asian countries and USA is that payback is used in Asian countries as a “primary” method and IRR/NPV as a “secondary” method, while it is just reverse in USA. Asian countries managers feel that payback is a convenient method of communicating on investment’s desirability, and it best protects the recovery of capital-a secure commodity in the developing countries.

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