Forest list archive: msg00047

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Rate of return



Dear friends,

This is a much-delayed but promised reply regarding responses I received to
a query about rates of return in forestry.

On 15 February 1996, I sent a note to the list commenting that a rate of
return of here in New Zealand, companies use discount rates ranging between
7% and 9% to value their forestry investments.  I asked for respective
rates of return in other countries.  As promised, here is a summary of the
comments I received.

Geoff Fisher (fischerg@fec.waiariki.ac.nz) (New Zealand) wrote:

>There is of course a difference between the internal rate of return
>and the discount rate used to value the asset.   Never-the-less it is
>reasonable to state that radiata pine plantations in New Zealand
>yield a return to capital of this order.
>However the real rate of return on capital on radiata pine
>plantations in excess of 28 years old and most Douglas fir
>plantations in New Zealand is closer to 4%.    The markets for long
>rotation radiata pine and for Douglas fir are probably more assured
>than those for short rotation radiata pine.    Therefore, while we
>can be very confident about 4% rates of return, and reasonably
>confident about 7%, we should beware of becoming excessively
>optimistic in relation to projected returns of, say, 11%.

>Furthermore the current high rates of return for forestry in New
>Zealand have raised the price of forestry land (doubling over the
>past three years) which naturally tends to depress the rate of return.

>I have conducted a study of discount rates used in New Zealand
>forestry from a rather broad perspective.   It is much too long to
>post to the list, but I would be happy to send a copy to any
>interested parties.



Ryde James (from Australia) wrote:

>From " Competitiveness of selected Australian Plantation Forests" 1993,
>Stephens, Hansard and Dean. Australian Bureau of Agricultural and Resource
>Econimics, Research report 93.10.

>Calculated Internal rates of return for forest plantations located near
>Bathurst ranged from 11.1% for domestic pulpwood to 2.9% for export
>pulpwood. Seven scenarios were considered; rates were 11.1, 10.3, 9.0, 8.3,
>7.1, 5.8, 2.9%.

>For scenarios based on plantations in Tasmania, best was IRR of 10.6% for
>domestic pulp and worst was 7.3% for export paper. Rates were 10.6, 9.5,
>8.6, & 7.3%.

>Your thesis that rates of 2-4% are low for plantations in the Antipodes
>would be confirmed by these figures.



Sjur Baardsen reported on rates of return in Norway.

>In Norway, any public investment should - according to the guidelines from
>Ministry of Finance - use a 7% social rate of discount. However, in nordic
>forestry there are only some few marginal investments which will yield such
>high returns. The forest owners seem to treat their forests according to a
>3-4% real  rate of discount after tax. Be aware that the Norwegian taxation
>system makes the real rate of return equal before and after tax.



Sam Radcliffe reported on timberland funds in the United States.

>The institutional (pension fund) timberland investors in the US
>report the following rates of return (nominal, pre tax):

>Wachovia (southern pine) 1981-94:    11.22
>    "      "       "        1994:     5.13

>NCREIF Timberland Index (mostly reflects the returns of John
>Hancock):
>    South                1987-95:    14.58
>    Pacific NW              "        38.10
>    South                   1995:    21.52
>    Pacific NW              "         9.89

>These indexes include both income and capital appreciation
>(often based on appraised values).

He also noted that the US Forest Service argument for a 4% discount rate
can be found in Row, Kaiser, and Sessions Journal of Forestry article in
June 1981.

Mark Rasmussen said that he looked at some Region 8 FORPLAN models half a
year ago.  The PNV was still calculated using the 4% rate.  There is
ususally a sensitivity analysis at 7.5%.

Thank you to all who responded.


Sincerely,

Ted


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    | Ted Bilek, Forestry Economics                     |
    | University of Canterbury, School of Forestry      |
    | Private Bag 4800, Christchurch, NEW ZEALAND       |
    |                                                   |
    | e-mail: t.bilek@fore.canterbury.ac.nz             |
    | phone: 64-3-364-2121   fax:  64-3-364-2124        |
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