SM6 · 3 steps · ~15 min · The verdict

The book says €13.03. You say €10.09. The market says €8.20. Who's right?

Three numbers for the same company, all defensible, all built differently. The analyst's job isn't to declare a winner — it's to explain every euro of the gap, decide which number to trust, and act on it. This is where the whole case pays off.

1 Step 1 of 3 · Three numbersRead · ~2 min.

Same company. Three different "values." None of them lying.

Each number answers a different question. The reported NNNAV is what the company's auditors signed off at year-end. Your NAV is what the assets are worth on an independent, current revaluation. The share price is what the market will actually pay today. Reconciling them is the analyst's real product.

Reported NNNAV
€13.03
EPRA triple-net · FY2008 year-end
Your analyst NAV
€10.09
independent · Q3-2009
Share price
€8.20
what the market pays
Mind the vintage. The reported €13.03 is a December 2008 figure. Your €10.09 is built on the Q3-2009 portfolio — nine months later, after more disposals, lower in-place rent (€106.5m → €97.3m) and a further leg down in values. Much of the book-to-analyst gap is simply time, not disagreement. The analyst-to-price gap is something else entirely: risk.
2 Step 2 of 3 · Bridge the gapsInteractive · compute the two gaps, then Check.
Reconciliation complete — every euro of the €13.03 → €8.20 spread accounted for.
Continue to the verdict

From reported book to market price — fill the two gaps.

Work down the ladder. The components are given; compute the two euro gaps (book→analyst and analyst→market) and check against your build.

Reported NNNAV — FY2008 year-end€13.03
− Vintage & revaluation: 9 months of disposals, rent erosion and further yield expansion to Q3-2009, plus your independent stabilised cap-rate discipline
= Your analyst NAV — Q3-2009€10.09
− Market discount: refinancing risk near the 60% LTV covenant, frozen 2009 credit market, sentiment & liquidity
= Share price€8.20
Each gap is the difference between the two anchors it sits between (enter as a positive €/share).
What the split tells you: the bigger move (book → your NAV, ≈ €2.94) is mostly vintage — the reported number was simply stale. The second move (your NAV → price, ≈ €1.89, ~19%) is the market demanding a discount for risk you judged but didn't book in SM4. That second gap is the actual investment question.
3 Step 3 of 3 · The verdictRead the thesis, then 3 questions to close the case.
Case complete. You've rebuilt a REIT NAV from the annual report and defended it.
See your finish

The thesis you can now defend.

IFRS "fair value" is a managed, lagging estimate. Your job is to re-mark it — and to know which value to act on.

You started with an audited €13.03 NNNAV and never took it on trust. You rebuilt the property on your stabilised NOI and a cap rate you defended from first principles; you took only the development margin, not the headline finished value; you carried a floating loan book at par and parked the swap mark where it belongs. The result — ~€10.1 — sits a fifth below the reported book, mostly because the book was nine months stale, and a further fifth above the market price, which is pricing real refinancing risk.

The edge wasn't being bearish. By December 2008 the appraiser had already written the portfolio to a 5.9% yield. The analyst's edge was reaching that conclusion against the 2Q08 peak ~5.0% valuation — ahead of the mark — and then holding a disciplined number while the market overshot to the downside. Same method works for a US-GAAP REIT; there's just no reported NAV to reconcile against.

Close the case — 3 questions.

✓ Case complete — from annual report to NAV.

You've independently revalued a European REIT end-to-end and reconciled three competing valuations. That's the judgment layer most modelling courses never reach.