Fuller-Hsia H-Model Dividend Discount Lab

Simulate two-stage equity valuation with linear growth fade, terminal value, implied cost of equity, and discrete DCF cash flow schedules.

Valuation Presets:

Model Parameters & Assumptions

$
Most recent annualized cash dividend per share paid (D0).
%
Current supernormal dividend growth rate before competitive decay.
%
Mature terminal perpetual growth rate (usually bounded by nominal GDP growth).
Total years to reach mature rate gn.
H = Duration / 2.
%
Discount rate from CAPM or investor hurdle rate (must exceed gn).

Market Comparison & Multiples

$
Prevailing market price per share.
%
D0 / EPS0 for justified P/E.

Fuller-Hsia Mathematical Foundation

The Fuller-Hsia (1984) closed-form valuation equation decomposes equity value into a mature perpetual annuity plus a linear growth premium:

P₀ = [D₀·(1 + gₙ) + D₀·H·(gₐ - gₙ)] / (r - gₙ)
  • Stable Value: V_stable = [D₀·(1 + gₙ)] / (r - gₙ)
  • Growth Premium: V_growth = [D₀·H·(gₐ - gₙ)] / (r - gₙ)
  • Implied Return: r_implied = (D₀ / P_mkt)·[(1 + gₙ) + H·(gₐ - gₙ)] + gₙ
  • Implied Initial Growth: gₐ = gₙ + {[P_mkt·(r - gₙ) / D₀] - (1 + gₙ)} / H
Intrinsic Value (P0)
$0.00
per share
Growth Premium
$0.00
0% of value
Implied Cost of Equity
0.0%
Spread vs req r
Valuation Margin
0.0%
Fairly Valued

Valuation Decomposition & Metrics

Fuller-Hsia Closed Form
Component Value per Share ($) % of Total Value Analytical Explanation
Stable Perpetuity Base Value $0.00 0.0% Value if firm grew at perpetual rate gₙ immediately: D₀(1+gₙ)/(r-gₙ)
Competitive Advantage Growth Premium $0.00 0.0% Added value from temporary supernormal growth over 2H years: D₀·H·(gₐ-gₙ)/(r-gₙ)
Intrinsic Share Price (P₀) $0.00 100.0% Total intrinsic equity value under Fuller-Hsia theorem
Discrete Step-by-Step DCF Sum $0.00 0.0% delta Exact discounted sum of year-by-year decaying dividends + terminal value
Justified Trailing P/E (P₀ / EPS₀) 0.0x - Based on user dividend payout ratio
Forward Dividend Yield (D₁ / P₀) 0.0% - Expected cash yield in Year 1 at intrinsic valuation

Growth Rate Fade & Dividend Trajectory (Glidepath)

The blue curve indicates linear growth decay from gₐ to gₙ across 2H years; bars depict nominal projected dividends ($/share).

Discrete Year-by-Year Dividend Cash Flow Schedule

Explicit DCF Table
Year (t) Growth Rate (g_t) Dividend (D_t) Discount Factor PV of Dividend Cumulative PV

Institutional Sensitivity Matrices

Matrix 1: Initial Growth (gₐ) vs. Long-Term Growth (gₙ) on P₀ ($)

Shows how intrinsic share price responds to differing initial fade rates and terminal growth expectations.

Matrix 2: Cost of Equity (r) vs. Transition Half-Life (H) on P₀ ($)

Evaluates valuation impact across discount rate hurdles and durability of competitive advantage.

H-Model & Equity Valuation Mastery Quiz

Understanding the Fuller-Hsia Framework

The Fuller-Hsia H-Model was published in 1984 by Russell J. Fuller and Chi-Cheng Hsia in the Financial Analysts Journal to resolve a major flaw in classical dividend discount modeling. Standard two-stage models assume that a company’s high-growth phase ends abruptly—growing at 20% in Year 5, then instantaneously collapsing to 4% in Year 6. In real-world competitive business environments, return on invested capital (ROIC) and growth rates fade gradually as patents expire, competitors replicate products, and industry capacity increases.

By parameterizing the growth transition through the half-life $H = ext{Duration} / 2$, the H-Model establishes a smooth, linear descent from the supernormal rate $g_a$ to the sustainable rate $g_n$. This yields an elegant, closed-form valuation formula that avoids multi-page DCF spreadsheets while maintaining high empirical accuracy.

Strategic Insights for Equity Research & Corporate Treasurers

  • Decomposition of Value: Every stock's value can be separated into its baseline "boring" perpetuity value ($V_{ ext{stable}}$) and its temporary competitive moat ($V_{ ext{premium}}$). If growth premium accounts for >50% of share price, the equity is highly sensitive to competitive disruption.
  • Reverse Engineering Market Expectations: Rather than arguing over what a stock is worth, analysts can invert the H-Model to determine what required return ($r$) or supernormal duration ($2H$) the market is currently pricing in.
  • Gordon Growth Model Equivalence: When initial growth equals mature growth ($g_a = g_n$), the growth premium collapses to zero ($D_0 cdot H cdot 0 = 0$), reducing the H-Model perfectly back to the standard Gordon Growth Model $P_0 = D_1 / (r - g)$.

Frequently Asked Questions

The H-Model, developed by Russell J. Fuller and Chi-Cheng Hsia in 1984, is a two-stage dividend discount model designed for companies whose dividend growth rate is currently high but is expected to decline linearly over a transition period to a sustainable long-term rate. Rather than assuming an abrupt step-down like standard two-stage models, the H-Model models a gradual decay parameterized by H, the half-life of the transition period (where total duration = 2H).

The H parameter represents the half-life of the supernormal growth period. If a company's competitive advantage and growth rate take 10 years to linearly fade from its initial high rate (g_a) to its normal mature rate (g_n), then the transition duration is 10 years and H is 5.0 years (H = Duration / 2).

The H-Model breaks share price into two clear components: (1) Stable Base Value = [D_0 * (1 + g_n)] / (r - g_n), which represents what the company would be worth if it immediately grew at its mature long-term rate forever, and (2) Growth Premium = [D_0 * H * (g_a - g_n)] / (r - g_n), which captures the added present value generated by the temporary competitive advantage during the 2H glidepath.

By setting intrinsic value P_0 equal to the prevailing market stock price, the equation rearranges to solve for required return: r_implied = (D_0 / P_market) * [(1 + g_n) + H * (g_a - g_n)] + g_n. This allows equity analysts to determine the exact hurdle rate or cost of equity that investors are currently pricing into the asset.

The closed-form H-Model provides an analytical approximation that closely mirrors the sum of discounted cash flows from an explicit year-by-year linear decay DCF schedule. It eliminates the need for complex multi-year spreadsheet tables while yielding near-identical valuation results, making it standard in CFA equity valuation curricula and institutional research.