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In Hebrew we have a saying "Prophecy was given to fools" ... however, I will take this risk :)

 

What I think will happen is that at some point Yahoo! will put its foot wrong, the share will get clobbered and then the chorus that is already sounding (much like in a Greek tragedy) will become deafening - let Alibaba buy it!

 

This makes sense from both a tax perspective (Ali can likely also pay the most) and a geopolitical one - let us not forget that the Chinese government will probably be much happier if Alibaba is not controlled by a US company. The most likely trigger will be a combination of continued anemic or negative growth and bad purchases - I have yet to meet one person who thinks that giving Ms. Mayer 4 billion or so to spend (assuming she actually gives shareholders half of the proceeds) is wise given her less than stellar track record of acquisitions and even poorer choice of words describing herself as a "good steward of capital" ...

 

Would love to hear how other people are doing the Yahoo! SOTP given that we have a rather large and interesting spread of valuations, from Damodaran's 140 bn in mid-June to 245 bn from a Bernstein analyst:

 

http://blogs.wsj.com/moneybeat/2014/04/16/like-ten-teslas-combined-analyst-pegs-alibaba-valuation-at-245-billion/

 

Also, how are you planning to play this? Common ? ITM/ATM/OTM Options?

 

In any case I expect the hype machine to go into warp 9+ overdrive come Monday  8)

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anyone knows if the tax rate in japan is even higher?

thinking about softbank...

 

Seekingalpha author used 36% rate:

http://seekingalpha.com/article/2478765-indirect-routes-to-alibaba-yahoo-vs-softbank

 

Softbank's post-IPO Alibaba stake is expected to be 32.4%. At the mid-point of Alibaba's IPO pricing range of $60 to $66 per share (~2.5B shares outstanding), the stake is valued at $51.03B before tax. The after-tax value assuming a 36% tax rate (conservative assessment as Japanese corporate tax rate is expected to go down substantially in the coming years) is $32.66B.

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What's preventing someone from shorting a proportionate amount of BABA while taking a long position in YHOO to offset the uncertainty in current price?

 

nothing. borrow was available for me yesterday. I am not shorting out the Yahoo Japan and am bit underhedged on the BABA, but to me it seems like a decent trade; these things can last a loooooong time though and get very out of whack.

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I think it's hard to borrow BABA shares.. Also, if Yahoo! sells the remaining shares, they would have to pay capital gains taxes on them?

 

Agree. but thats a fallacy isnt it? when doing SOTP, analysts do not deduct taxes from holdings right? In the same manner, shouldnt we assume that no tax losses? It seems more of the fact that people are finding reasons tonexplain such a glaring discrepancy rather than going through a logical process.

 

Even if we assume Marissa Mayer sells out all of Alibaba and Yahoo Japan and pays a 40% tax on the sale, Yahoo would still be trading at a slightly negative EV. I think the margin of safety in this one is strong.

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What's preventing someone from shorting a proportionate amount of BABA while taking a long position in YHOO to offset the uncertainty in current price?

 

nothing. borrow was available for me yesterday. I am not shorting out the Yahoo Japan and am bit underhedged on the BABA, but to me it seems like a decent trade; these things can last a loooooong time though and get very out of whack.

 

Normally I would agree with you. But in this case, I think that the price differential will not last long because this seems to be quite the high profile arb situation. And the asset value is readily ascetainable. So I think price should converge fairly quickly...and boost IRR.

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I think it's hard to borrow BABA shares.. Also, if Yahoo! sells the remaining shares, they would have to pay capital gains taxes on them?

 

Agree. but thats a fallacy isnt it? when doing SOTP, analysts do not deduct taxes from holdings right? In the same manner, shouldnt we assume that no tax losses? It seems more of the fact that people are finding reasons tonexplain such a glaring discrepancy rather than going through a logical process.

 

 

Didn't Yahoo! have to pay taxes on the 122 million shares that it sold into the IPO? So if it sold the other 400 million shares, why wouldn't it have to pay taxes on the remainder?

 

If you assume that Yahoo! will hold on to its stake indefinitely, maybe taxes are not an issue, but if they are planning to sell the shares sometime in the future, I don't see why you wouldn't discount the taxes that need to be paid.

 

 

Even if we assume Marissa Mayer sells out all of Alibaba and Yahoo Japan and pays a 40% tax on the sale, Yahoo would still be trading at a slightly negative EV. I think the margin of safety in this one is strong.

Can you confirm that? How can EV possibly be negative if you take out a 40% tax?

 

I can't find any borrow on IB and last borrow rates were 25%..

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What's preventing someone from shorting a proportionate amount of BABA while taking a long position in YHOO to offset the uncertainty in current price?

 

nothing. borrow was available for me yesterday. I am not shorting out the Yahoo Japan and am bit underhedged on the BABA, but to me it seems like a decent trade; these things can last a loooooong time though and get very out of whack.

What proportion did you buy/short?  I imagine there's no practical way to net out Yhoo Japan/etc?

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