Phase Space AI

Valuation

Paylocity Holding Corporation [PCTY]

Paylocity Holding Corporation [PCTY] — Valuation & Criteria

As of 2026-07-28 close · spot $138.68 · framework: Criteria, 2026-07-29 Two outputs, two horizons. Neither replaces the other.


0. Every judgement input, stated explicitly

The brief requires this to be unusually explicit so it can be compared against a parallel run on a near-identical business. Nothing below is inherited from the screen except where marked.

Input Value Basis — stated in full
Spot $138.68 Alpaca SIP close, 28-Jul-2026. Screen used $138.635.
Shares 53,544,058 10-Q cover page, 1-May-2026. Matches screen exactly. Single class.
Net cash $218.478m Cash $299.728m − revolver $81.250m, both from the 31-Mar-2026 balance sheet. Screen said $298.790m — it deducted a $938k debt tag dated 30-June-2013 and never read the current $81.25m.
Enterprise value $7,207.0m 138.68 × 53.544058 − 218.478. Screen: $7,126.7m (1.13% low).
Revenue₀ $1,727.329m TTM total revenue to 31-Mar-2026, four quarterly XBRL periods summed. Verified identical to screen.
— of which recurring $1,605.654m RevenueFromContractWithCustomerExcludingAssessedTax
— of which float $121.675m RevenueNotFromContractWithCustomer. 7.04% of revenue, 33.1% of EBIT.
TTM GAAP EBIT $367.798m 21.29% of revenue. Ex-float: $246.1m on $1,605.7m = 15.33%.
WACC 10.5% See §1. Risk-free 4.2% + β 1.18 × ERP 5.5% = 10.69% cost of equity; debt 1.1% of capital at 5.5% pre-tax, 25% tax.
Beta 1.18 5-year daily vs SPY. The 1-year beta of 0.05 is rejected as an artifact — correlation with SPY is 0.02 and the window is dominated by two idiosyncratic gaps. A 40%-vol equity does not have a 4.5% cost of capital. 2y β 0.63, 3y β 0.72, 10y β 1.29.
Terminal margin — Run A 21.30% TTM GAAP operating margin, held flat. No margin expansion assumed at all. Screen used 20.7%, basis max(own, industry median) — close to the same thing.
Terminal margin — Run B (primary) 19.42% Run A less a 100bp fall in the front end applied to the disclosed $3,230.9m floating client-fund balance (−$32.3m, 100% margin).
Terminal margin — Run C 17.55% As B, −200bp (−$64.6m).
Terminal margin — Run D 15.68% As B, −300bp (−$96.9m).
Exit multiple 19.6x EV/EBIT PCTY's own EV/EBIT today. Implied compression from today's trading multiple: 0.0% — zero, by construction. Sensitivity run 14.0x–25.0x, spanning the name's own trailing-12-month range of 13.9x–34.4x.
Exit multiple — screen's 22.6x Basis GROWTH_MATCHED, peer_n = 445. Not adopted. Unreproducible (scanner source not in this repo) and it sits +15.4% above PCTY's own current multiple — the screen solved its required CAGR at a multiple expansion and did not state the implied compression, which the framework requires as a number.
Demonstrated growth — primary +11.31% TTM total revenue vs prior TTM. Corroborated by company FY26 guidance of +10% total / +11–12% recurring, and by the fully-lapped organic quarterly run rate of ~11.5%.
Demonstrated growth — long window +21.56% 4-year TTM CAGR (Mar-22 → Mar-26). Ex-float: +19.50%. Also reported: 3y +16.41%, 5y +23.60%.
Demonstrated growth — screen's 20.2% Window and method not documented in the screen record and not reproducible from XBRL. Not adopted; reported.
Horizon 5 years Framework standard.
Terminal value % of EV 100% By construction — reverse_dcf.py discounts a single terminal EV. Well above the 60% threshold, so the reverse DCF is mandatory as the primary long-horizon output.

1. WACC — derivation, and the number I threw away

House convention (per scripts/wacc_beta.py): risk-free 4.2%, equity risk premium 5.5%, CAPM beta from daily returns vs SPY.

Beta window β Correlation with SPY Implied cost of equity
1 year (2025-07 → 2026-07) 0.05 0.02 4.49%
2 years 0.63 0.30 7.67%
3 years 0.72 0.30 8.16%
5 years 1.18 0.49 10.69%
10 years 1.29 0.55 11.30%

The one-year beta is an artifact and is rejected. A correlation of 0.02 means the regression has no explanatory content; the window is dominated by two enormous idiosyncratic events (a −28% February on a guidance reset, a +39% five-week July re-rating). Taken at face value it yields a WACC of 4.48% on a stock with 40% realised volatility, which would be a confident wrong number of exactly the kind this brief exists to catch — and it would have lowered the required CAGR by roughly 6pp, flattering the name enormously.

Adopted: β = 1.18 (5-year). Cost of equity 10.69%. Debt is $81.25m against $7,425m of equity — 1.1% of capital — at ~5.5% pre-tax (SOFR + spread, per the credit agreement) and 25% tax.

WACC = 0.989 × 10.69% + 0.011 × 4.13% = 10.62%, rounded to 10.5%.

Sensitivity is run at 9.0% / 10.5% / 12.0%.


2. THE IMPLIED-PATH TEST — the Valuation Criteria (BINDING)

reverse_dcf.py, solving for the required 5-year total-revenue CAGR, holding fixed: WACC 10.5%, revenue₀ $1,727.3m, EV $7,207.0m, years 5, and the terminal margin and exit multiple as labelled.

Required 5-year total-revenue CAGR — sensitivity over the EXIT MULTIPLE

Terminal margin 14.0x 16.0x 17.5x 19.6x 21.0x 22.6x 25.0x
A · float intact (~4% front end) · 21.30% 18.18% 15.06% 13.02% 10.49% 8.97% 7.38% 5.24%
B · front end −100bp · 19.42% (PRIMARY) 20.38% 17.21% 15.13% 12.55% 11.01% 9.39% 7.20%
C · front end −200bp · 17.55% 22.84% 19.61% 17.48% 14.85% 13.28% 11.62% 9.39%
D · front end −300bp · 15.68% 25.64% 22.33% 20.16% 17.47% 15.86% 14.17% 11.89%

Sensitivity is run over the exit multiple, never over scenario probabilities. The 19.6x column is today's own multiple — the zero-compression case.

The margin: demonstrated − required

At the exit multiple of 19.6x, implying 0.0% compression from today's trading multiple:

Run Required CAGR vs run-rate demonstrated (11.31%) vs 4-year demonstrated (21.56%)
A · float intact 10.49% +0.82pp +11.07pp
B · −100bp (primary) 12.55% −1.24pp +9.01pp
C · −200bp 14.85% −3.54pp +6.71pp
D · −300bp 17.47% −6.16pp +4.09pp

WACC sensitivity (Run B, 19.6x): 9.0% → 11.02% required · 10.5% → 12.55% · 12.0% → 14.08%.

Breakeven — what it takes to make the current run rate sufficient

Exit multiple at which the required CAGR falls to 11.31%:

Run Required exit multiple vs today's 19.6x
A · float intact 18.9x −3.6% (a small compression is affordable)
B · −100bp 20.7x +5.7% expansion required
C · −200bp 22.9x +17.0% expansion required
D · −300bp 25.7x +31.0% expansion required

The verdict, and how it was reached

Valuation Criteria: FAIL.

Reasoning, stated so it can be attacked:

  1. The primary run is B, not A. Run A holds float income at a ~4% front end for five years, which is an assumption about monetary policy dressed as a terminal margin. The company's own Q4 FY26 guidance already implies float income down 15% year-on-year, and management has been guiding Adjusted EBITDA excluding interest income since August 2024 precisely because it does not consider the line durable. A single 100bp cut over five years is not a bear case; it is close to the mildest defensible assumption.

  2. The demonstrated growth number is 11.31%, not 21.56%. The framework says the implied path must sit at or below what the business has already demonstrated. Paylocity has demonstrated 21.6% over four years — but two of the components of that demonstration are arithmetically incapable of recurring. Float went from 0.6% to 8.6% of revenue and is now falling; that transition contributed 2.1pp of the 4-year CAGR and it cannot happen twice. And growth has decelerated monotonically for twelve quarters — 29.5% → 16.7% → 14.8% → 11.6% → guided 9–10%. Using a backward window whose drivers have been extinguished is precisely the error the framework's "demonstrated" test was written to prevent, run in reverse.

  3. At exit 19.6x with float −100bp, the required 12.55% is above the demonstrated 11.31% by 1.24pp, and requires the business to re-accelerate from a guided 10% to a 12.6% five-year average. There is no evidenced mechanism for acceleration. Paylocity Retirement and Grayscale are real, named, dated product events, but neither has a disclosed adoption or revenue figure, and a narrative that a launch will reverse a twelve-quarter deceleration is exactly what criteria.md excludes from PASS WITH ARGUMENT: "Narrative does not qualify."

What would flip it to PASS. Any one of: (i) the front end holding near 4% through 2031 — Run A gives +0.82pp; (ii) an exit multiple of 20.7x, a 5.7% re-rating from today, which is unremarkable in isolation but is a valuation argument, not a business one; (iii) evidence on the 4 August call that Paylocity Retirement is attaching at a rate that lifts revenue-per-client growth above its current 7.7%. (iii) is the falsifiable one, it is six days away, and it is the reason this name is worth re-examining rather than dismissing.

Reconciling to the screen's +12.9pp — the full bridge

The screen and this memo differ by 14.2 percentage points on the same company, the same day. Not one point of it is arithmetic. I reproduced the screen's number exactly to prove it: solving at the screen's own exit multiple of 22.6x with terminal margin 21.3% gives a required CAGR of 7.38%, against the screen's 7.3%. The screen is internally correct.

Step Required CAGR Demonstrated Margin
Screen as published 7.3% 20.2% +12.9pp
Use the name's own current multiple (19.6x) instead of 22.6x — remove the assumed 15.4% re-rating 10.49% 20.2% +9.7pp
Use the current run rate as "demonstrated" instead of an unreproducible 20.2% long window 10.49% 11.31% +0.8pp
Normalise float for a single 100bp cut 12.55% 11.31% −1.2pp

Every one of those three steps is a judgement input, and each is individually arguable. Stacked, they move a name from a top-decile screen hit to a fail. That is the calibration finding, and it is worth more than the verdict.


3. THE 12-MONTH TARGET

Not a DCF and not a peer median. Built from near-term estimates and the name's own multiple history.

3.1 NTM revenue build (FY2027, July 2026 – June 2027)

No consensus available — Alpha Vantage quota exhausted. This is a house build, disclosed as such.

Base: FY2026 guidance midpoint (7 May 2026) — recurring & other $1,640.5m, total $1,757.5m, therefore float $117.0m.

Scenario Recurring Float Total Growth
Bear — recurring +8.0%, float −20% $1,771.7m $93.6m $1,865.3m +6.1%
Base — recurring +9.5%, float −5% $1,796.3m $111.1m $1,907.5m +8.5%
Bull — recurring +11.0%, float flat $1,821.0m $117.0m $1,938.0m +10.3%

The base case takes recurring growth from the Q4 FY26 guided +9–10% and lets the deceleration continue gently. Float at −5% assumes roughly one 25bp cut with balance growth offsetting most of it.

FY2027 GAAP operating income, at operating margins of 21.0% / 22.0% (from 20.7% for FY26E; the ex-float margin continues to expand while the float contribution shrinks): base case $401m–$420m. GAAP EPS $5.97–$6.25 on ~51.8m shares (today's 53.5m less ~1.7m of net repurchase at the current $350m/9-month pace).

3.2 The multiple anchor — and why a point estimate is UNIDENTIFIED

valuation.md: anchor on the name's own trading range with the percentile stated, and "if the history is too short or spans a regime change, declare it UNIDENTIFIED rather than substituting a peer median."

PCTY's history spans a regime change, and it is unusually clean-cut:

Window Min p25 Median p75 Max Current 19.59x sits at
Post-reset (6-Feb-26 → 28-Jul-26, n=118) 13.89x 15.61x 16.36x 17.24x 19.59x 100th percentile
Trailing 12 months (n=252) 13.89x 16.56x 23.85x 26.60x 34.38x 46.8th percentile
Pre-reset FY26-guidance regime (Aug-25 → 5-Feb-26, n=128) 19.95x 24.98x 26.28x 29.40x 33.73x 0.0th percentile
3 years 13.89x 26.41x 33.88x 40.50x 99.81x 15.7th percentile
10 years 13.89x 41.18x 122.60x 172.23x 427.02x 5.1th percentile

The same stock is simultaneously at the top of one regime and the bottom of the previous one. The 5-year and 10-year percentiles (9.4th, 5.1st) are unusable as mean-reversion anchors — they price a 20–30% grower with 10% operating margins, and today's PCTY is an 11% grower with 21% margins. A de-rating of that magnitude is justified by the change in the business, not a dislocation to revert from. Substituting a peer median instead would be the exact error valuation.md forbids.

Therefore: the point-estimate 12-month multiple anchor is declared UNIDENTIFIED. In its place, the target is stated as a range bracketed by the two identifiable regimes, with a primary case that holds the multiple flat.

3.3 The target

FY2027E EBIT × exit EV/EBIT, plus net cash of $218.5m, ÷ 51.8m shares. Base case, 22.0% operating margin (EBIT $420m):

Exit EV/EBIT 15.0x 17.5x 19.6x 22.0x 24.0x 26.0x
Bear ($410m EBIT) $123 $143 $159 $178 $194 $210
Base ($420m EBIT) $126 $146 $163 $182 $199 $215
Bull ($426m EBIT) $128 $148 $166 $185 $202 $218
% to spot (base) −9.3% +5.3% +17.6% +31.6% +43.3% +55.0%

12-month target: $163 — +17.6% to spot.

Range $126 – $182. Multiple anchor declared UNIDENTIFIED; the point target holds PCTY's own current 19.6x EV/EBIT flat — the 46.8th percentile of its trailing twelve months and the 100th percentile of its post-February-2026 regime. The low end ($126, 15.0x) is the post-reset median re-asserting itself; the high end ($182, 22.0x) requires the pre-reset regime to partially return.

Sanity band. Street mean target $153.79 (Zacks via Yahoo Finance, retrieved 29-Jul-2026), which is +10.9% to spot. This target is 6% above the Street's. The divergence is small and explicable: the Street figure appears to predate the July re-rating and is anchored on a materially lower spot. Used as a check on the output, never as a calibration target.

Named product-cycle events inside the 12-month window that will move estimates: Q4 FY26 results and first FY27 guidance (4 August 2026, confirmed); the first disclosed adoption data for Paylocity Retirement (launched 10 June 2026); the Grayscale AI-recruiting integration; and — unavoidably — the FOMC path, which drives 7% of revenue directly. All are in PCTY_Catalyst_Calendar.md.

3.4 The honest tension between the two outputs

The 12-month target is +17.6% and the 5-year implied-path test FAILs. That is not a contradiction and it is worth stating plainly, because it is what having two instruments is for.

Over twelve months, PCTY rolls forward onto FY27 numbers, keeps its current multiple, and prints a higher share price — because the multiple is already low relative to the last year and EBIT still grows. Over five years, the same price requires the business to re-accelerate, or requires the Federal Reserve to hold the front end where it is, or requires a re-rating. The near-term instrument says "this probably goes up"; the ownership test says "at this price, you are being paid to underwrite an acceleration that is not in evidence and a rate path that is not in your control." A book may rationally act on either. The memo issues no verdict.


4. Criteria scorecard

Criteria Type Result Evidence
Quality BINDING PASS COMPOUNDER. ROIC 21.9% vs WACC 10.5% — and 14.7% ex-float, so it survives the float test. Gross profitability 74.5%, accruals −15.6%, F-score components all positive. Redeployment mechanism present but outspent 4:1 by buyback — flagged, not failed.
Valuation BINDING FAIL Primary run (float −100bp, exit 19.6x = zero compression, WACC 10.5%): required 12.55% vs demonstrated 11.31% → margin −1.24pp. Flips to +0.82pp if float holds at ~4%.
Liquidity BINDING PASS (equity) / FAIL (options) Equity: $70–230m/day traded — ample. Options: total open interest across all four listed expiries is 1,469 contracts. Max OI on any single strike is 105. Nov-2026 150-strike calls quote 13.13/16.66 — a 24%-of-mid spread. Not a fillable vehicle at any institutional size. See PCTY_Trade_Construction.md.
Downside MEASURED Logged Named cause: front-end easing arriving with a softening labour market — correlated, not offsetting. Bear case $88, −37%, probability 25%. Not a going-concern case.
Momentum MEASURED INDETERMINATE 12-1 = −42.9%; 3-month +35.6%; 63-day realised vol 47.5%. Cross-sectional percentile not computed (no universe data). Missing input → INDETERMINATE, never FAIL.
Catalyst MEASURED PASS Q4 FY26 + first FY27 guidance, 4 August 2026, confirmed by company release of 14 July 2026 — six days out. Paylocity Retirement launched 10 June 2026.
Consensus MEASURED INDETERMINATE Alpha Vantage 25/day quota exhausted. Blocks nothing. Street mean $153.79 used as a sanity band only.
Short Mechanism MEASURED FAIL Growth decelerating: yes, twelve quarters. Margin runway exhausted: no — ex-float operating margin expanded 12.27% → 15.33% over the TTM. Both are required.
Peer Spread MEASURED INDETERMINATE Named peer: Paycom [PAYC], plus ADP, PAYX, Dayforce. Spreads not computed within the time box.
Sub-sector MEASURED HCIT / SMID Growth

5. Method notes for the calibration record

Three things in this run are worth carrying forward, independent of the answer.

(a) A stale-tag failure, identified to the exact tag. The screen's net cash of $298,790,000 is cash of $299,728,000 minus $938,000 — the sole value of us-gaap:LongTermDebtNoncurrent, dated 30 June 2013. The current LongTermDebt of $81,250,000 was never read. The tag existed, so it was used. This is calibration item D1 ("existence is not validity") in a new form: not a missing tag, but a thirteen-year-old one, which is more dangerous because it produces a plausible number rather than a nan. Recommended check: assert the age of every balance-sheet tag against the latest filing date before use, not merely its presence. Tenth consecutive name with a net-cash defect.

(b) A one-year CAPM beta of 0.05 on a 40%-vol equity. Correlation with SPY 0.02. Used naively it gives a 4.48% WACC and cuts the required CAGR by ~6pp — flattering the name enormously and silently. Recommended check: reject any beta whose regression correlation is below ~0.2 and fall back to a longer window, with the rejection recorded.

(c) An exit multiple above the subject's own current multiple, labelled GROWTH_MATCHED, with the implied compression not stated. The framework requires the compression from today's multiple to be stated as a number. The screen's 22.6x is a +15.4% expansion from PCTY's 19.6x, and that alone is 3.1pp of the required CAGR. Recommended check: emit exit_multiple / current_multiple − 1 on every scan record and flag any value above zero for explicit argument.

(d) The float trap, generalised. The brief's hypothesis — from BILL, where float was 9.4% of revenue and shrinking while the screen read it as software growth — did not reproduce here in the form expected. PCTY's float is also shrinking, but restating growth ex-float makes the recent record better, not worse. The damage float does at Paylocity is to the terminal margin (33% of EBIT, at 100% incremental margin, unhedged, 84% overnight) and to the historical CAGR (2.1pp of the 4-year number), not to the current growth rate. The generalisable rule is therefore not "restate growth ex-float" but "restate the terminal margin ex-float, and check whether the criterion the float actually contaminates is the one you tested." Here, growth restatement was clean and margin restatement moved the verdict.