Tuesday, May 19, 2015

Do Differences between International Financial Reporting Standards and United States Generally Accepted Accounting Principles have a Material Effect on Financial Ratios?

The Effect of Differences between IFRS and US GAAP on Financial Ratios

                There are two major competing financial standards in the world currently. The largest is International Financial Reporting Standards (IFRS). The next, United States Generally Accepted Accounting Standards (US GAAP), may not be the largest, but certainly extremely significant and widely used even outside the U.S. by companies who chose to file with the S.E.C. for purposes of seeking financial capital in the United States. The purpose of this paper is to determine whether or not use of IFRS or GAAP produces a material effect on financial ratios. The paper starts with the hypothesis that the different reporting standards will produce a materially different effect on the financial ratios which could have an impact on how financial statement and ratio users invest.
            The paper examines thirty-two publicly-held pharmaceutical companies of which there will be a brief listing and description of. Sixteen of the pharmaceutical companies use International Financial Reporting Standards (IFRS) and sixteen of the companies use United States Generally Accepted Accounting Principles (US GAAP). The financial statements for 2012 were examined and the account information was collected for the purpose of generating 6 financial ratios. Averages of the financial ratios divided by reporting standards were developed as well as standard deviations. The standard deviations were used to develop normal distribution graphs again divided between reporting standards. 
            The paper will examine differences between International Financial Reporting Standards and United States Generally Accepted Accounting Standards and attempt to determine how the differences could possible effect the financial ratios observed. The review of the differences
between reporting standards will not be exhaustive, but will look at differences that are deemed most significant to the respective financial ratio being examined. The paper will then attempt to reconcile the analysis of the reporting standards and financial ratio observed with the averages, standard deviation and normal distribution developed from observing the financial statements of the thirty-two companies.
            Ratios for Publicly held Pharmaceutical Companies using IFRS

Ratios for Publicly held Pharmaceutical Companies International Financial Reporting Standards
Phoenix Group
Novo-Nordisk
Nordion
Lundbeck
Merck
GSK
Current Ratio
1.218755524
1.856132729
1.959619911
2.72941176
4.31977313
0.9910966
Quick Ratio
0.784968889
1.415103059
1.662329708
2.35011765
3.31977313
0.7038002
Sales/Receivables
8.766074679
8.094823114
5.266735502
7.97720798
5.28369432
5.0421595
Gross Profit Margin
0.103200024
0.827429318
0.546961281
0.71595238
0.71737866
0.7013356
Sales/Total Assets
2.899210934
0.182056601
0.571280575
0.39064317
0.74400687
0.6372755
Sales/Working Capital
24.74199683
4.211929825
2.232434305
2.28571429
2.19412042
-214.88618



Ratios for Publicly held Pharmaceutical Companies International Financial Reporting Standards
Boehring
Beiersdorf
Bayer
Grifols
Almirall
Current Ratio
1.255075311
2.111895709
1.44942362
3.26307675
1.244587
Quick Ratio
0.912082515
1.713199348
0.916558516
1.57863932
0.874098
Sales/Receivables
4.595245543
5.676691729
5.350558471
7.16061876
6.911943
Gross Profit Margin
0.872166633
0.588741722
0.520648893
0.50729775
0.616049
Sales/Total Assets
0.849681897
1.083408072
0.774505221
0.46574076
0.503576
Sales/Working Capital
9.429396662
2.950659502
6.753864447
1.95345156
11.19508
  
Ratios for Publicly held Pharmaceutical Companies International Financial Reporting Standards
GW
Dong-A
Yuhan Corp
Stada Arzneimttel
UCB
Current Ratio
3.0511113
1.629305913
4.021146401
1.217674481
1.00774336
Quick Ratio
2.74522183
1.292030848
3.214675822
0.727455935
0.6670354
Sales/Receivables
20.8564232
6.870848708
4.858579406
3.734375984
3.67664671
Gross Profit Margin
0.97466787
0.521052632
0.316264418
0.494803974
0.74234528
Sales/Total Assets
0.77163226
0.652966756
0.55339339
0.616306314
0.32799145
Sales/Working Capital
1.39646667
3.803104575
1.551384778
8.707905522
219.285714

Ratios for Publicly held Pharmaceutical Companies using US GAAP

Ratios for Publicly held Pharmaceutical Companies using US GAAP
Alexion
Allergan
Amgen
Bristol-Myers
Cambrex
Eli Lily
Current Ratio
4.153417627
4.071219869
3.81015749
1.15001812
1.73403512
1.5541689
Quick Ratio
3.890924188
3.812910884
3.475155659
0.94987317
0.8762195
1.2390369
Sales/Receivables
3.836676838
7.470295734
6.60802224
5.71553681
6.39133058
6.7749903
Gross Profit Margin
0.888711364
0.864157091
0.824628884
0.73838034
0.32463657
0.7877974
Sales/Total Assets
0.433934557
0.621921062
0.306438543
0.49087667
0.69822647
0.6570966
Sales/Working Capital
0.998769717
1.697229159
0.722869059
14.1876006
4.51936204
4.8617827

Ratios for Publicly held Pharmaceutical Companies using US GAAP
Forest Laboratories
Gilead Sciences
Pernix
Pfizer
Perrigo
Current Ratio
3.858990928
1.441760694
1.774238925
2.14595199
2.98492127
Quick Ratio
3.538195584
1.033101718
1.36616626
1.899157902
2.04563651
Sales/Receivables
9.310506503
5.366241518
1.673054096
4.765390208
5.42997392
Gross Profit Margin
0.772777213
0.737043473
0.618725831
0.807852711
0.36160235
Sales/Total Assets
0.586317625
0.442487885
0.2438392
0.317473816
0.66154594
Sales/Working Capital
1.653269278
4.98236573
1.467928806
1.798572997
2.37969748

Ratios for Publicly held Pharmaceutical Companies using US GAAP
Procter & Gamble
Questcor
Regeneron
Spectrum
Baxter
Current Ratio
0.879672381
2.624763548
7.373965148
2.062922031
1.94578693
Quick Ratio
0.609828562
2.515149504
7.198862733
1.950162387
1.35679765
Sales/Receivables
13.79037574
8.29236205
1.446532155
2.766570105
5.85154639
Gross Profit Margin
0.493415392
0.943931968
0.098421733
0.817119753
0.51451727
Sales/Total Assets
0.632769729
2.01754935
0.412447548
0.503664024
0.69592938
Sales/Working Capital
-27.92125459
3.467472783
0.823140796
1.86840177
3.15263275

Averages and Standard Deviations of IFRS and US GAAP Ratios

Average
IFRS




IFRS Without Outliers
US GAAP
Combined



US GAAP Without Outliers

Current Ratio
2.082864347

2.722874436
2.298075186


Quick Ratio
1.554818126

2.359823694
1.899044874


Sales/Receivales
6.882664179

5.951080247
5.968087822
6.096340736


Gross Profit Margin
0.610393474

0.662107459
0.639829656


Sales/Total Assets
0.751479761

0.6076574
0.672376722


Sales/Working Capital
5.487940423

4.512731886
1.291240068
3.474332504

  2.456678217







Standard Deviation
IFRS
IFRS Without Outliers
US GAAP
US GAAP Without Outliers


Current Ratio
1.07748318

1.63659654


Quick Ratio
0.89885091

1.69840565


Sales/Receivables
4.02852629

1.584561491
3.0234485


Gross Profit Margin
0.21368246

0.23899989


Sales/Total Assets
0.61227345

0.4031336


Sales/Working Capital
79.4952293
3.354718071
8.43568113
1.486072

 Current Ratio

The Current Ratio is the Current Assets divided by the Current Liabilities:

Current Assets
Current Liabilities

The main purpose of the current ratio is to determine the ability of a company to pay off its current liabilities with its current assets. The higher the ratio the more capable the company is of paying off its current liabilities with its current asset. A ratio under 1 suggests that the company would be unable to pay off its current liabilities if they came due immediately. This does not mean that the company will fail, but it is a poor indication for the company’s financial health. The current ratio gives a sense of the company’s ability to turn its product into cash. Companies that have long inventory turnover or excessive days outstanding on their receivables may have difficulties paying off their obligations.
The average current ratio for IFRS reporting companies is 2.08 (2.082864347) where the average current ratio for US GAAP reporting companies is 2.72 (2.722874436).
The standard deviation for IFRS reporting companies is 1.077 (1.07748318), where the standard deviation for US GAAP reporting companies is 1.637 (1.63659654).
The pharmaceutical companies that report in US GAAP have a higher average current ratio than the companies that report in IFRS, they also have a larger standard deviation. So while the companies tend to be more able to pay off their current liabilities with their current assets they are not as uniformed in their results. This suggests that companies that report in IFRS on average were not as able to pay off their current liabilities with their current assets as easily as companies that report in US GAAP, but the companies were more able to do so at a more consistent rate from one IFRS reporting company to the other.
The company with the lowest current ratio was a US GAAP reporting company. This might suggest more stability among the companies that report using IFRS or it might be interpreted as a greater ability to achieve a higher profit and more competitive environment among the companies that report using US GAAP. It could also mean that the US GAAP reporting companies may be able to manipulate the results to produce a higher Current Ratio at the expense of uniformity.
            One of the reasons that US GAAP companies have a wider current ratio standard deviation may be the inventory methods by which the US GAAP companies are allowed use.  Under US GAAP public companies are allowed to use the Last-In-First-Out inventory method for cost of goods sold. This would result in the remaining inventory being values at lower costs which would lower the current asset which would result in both lower Current Assets than the IFRS average and higher Current Assets by US GAAP companies that don’t report using Last-In-First-Out. The higher average current ratio by US GAAP reporting companies could the product of higher accounts receivables which could be the result in differences in revenue recognition principles. US GAAP has far more revenue recognition standard which could may lead to the difference between the two averages.

Normal Distributions of Current Ratios


Quick Ratio

The Quick ratio is Current assets less Inventory divided by current liabilities:

(Current Assets – Inventory)
Current Liabilities

Like the Current Ratio the Quick ratio measure a company’s ability to measure the company’s ability to pay off current liabilities, but only with its most liquid assets. For this reason it excludes inventories from current assets. The Quick Ratio measure each dollar of liquid assets to current liabilities. The higher the Quick Ratio the better the company’s liquid position. The Quick Ratio is more conservative than the Current Ratio because it excludes inventory. Inventory is excluded because in order to turn inventory into cash takes more time and to do so quickly may result in the company selling the inventory at a lower price or, even worse, below cost. The Quick Ratio includes Accounts Receivable in the ratio which some financial analysts challenge as being liquid because all the accounts receivable may not be collectable or collectable at the amounts stated. Accounts receivable is subject to a bad debt account may be written off over time. While the account should be balanced against an allowance for doubtful accounts which is based on historic un-collectability of accounts receivable this is subject to estimates which could be adjusted to produce varying results.
The average Quick Ratio of IFRS Reporting Companies is 1.55 (1.554818126), while the average Quick Ratio of US GAAP Reporting Companies: 2.36 (2.359823694).
The standard deviation of IFRS Reporting Companies: .899 (0.89885091), while standard deviation of US GAAP Reporting Companies: 1.698 (1.69840565).
As with the Current Ratio the Average of the Quick Ratio is higher with the companies that report using US GAAP than with the companies that report using IFRS, yet the US GAAP companies continue to have a higher standard deviation.
The Companies reporting with US GAAP on average are more able to pay off their current liabilities using their most liquid of current assets. However, there is more uniformity among the companies reporting in IFRS. The company with the lowest Quick Ratio is a company that reports using US GAAP. The average and distribution could mean that the use of US GAAP may result in a company being able to report a higher ratio at the expense of uniformity among reporting companies.
Normal Distributions of Quick Ratios

Receivables Turnover Ratio

Receivables Turnover ratio is Sales divided by receivables:

Sales
Receivables

The receivables turnover ratio measures the number of times trade receivables turnover during the year. The higher the ratio the shorter the time between the sale the collection of cash. This is an indicator of how fast the company is getting paid for it goods or services. The higher the ratio the better the cash flow. A slow or low ratio may mean that the company is have difficulty collecting or is extending credit to customers that it should not be extending credit to.
The average for IFRS Reporting Companies is 5.951 (5.951080247), while the average for US GAAP Reporting Companies: 5.968 (5.968087822).
The standard deviation for IFRS Reporting Companies is 1.584 (1.584561491), while the standard deviation for US GAAP Reporting Companies is 3.023 (3.0234485).
The companies reporting using US GAAP have a slightly higher average Sales/Receivables ratio than the companies reporting using IFRS, but the standard deviation is much greater with the companies reporting using US GAAP. The US GAAP reporting companies also reported the lowest Sales/Receivables ratios of all the companies observed. Of the 32 companies observed the three lowest reporting ratios came from US GAAP reporting companies. This could indicate that US GAAP allows for companies to report as Receivables accounts that should actually be reported as Bad Debt. If Bad Debt is being reported as a receivable this would result in a lower ratio for Sales/Receivables because the Bad Debt is not being reported on. If Bad Debt is being reported as a receivable then this could also have an effect on the Current Ratio and the Quick Ratio. The higher the Receivables that higher the Current Ratio and the Quick Ratio. However, a company that reports Bad Debt as Accounts Receivable will have a sacrifice Sales/Receivable Ratio for a higher Current Ratio and Quick Ratio. Another possibility is the manner in which the different methods allow for the writing off of uncollectable accounts. Accounts that are being listed as accounts receivable that should be listed as uncollectable could inflate the accounts receivable. Differing methods of handling accounts receivables and writing them off may cause the wider standards deviation observed of the US GAAP reporting companies.

Normal Distributions of Receivables Turnover Ratios 


Gross Profit Margin

Gross Profit Margin is Sales less Cost of Goods Sold divided by Net Sales:
(Sales – Cost of Goods Sold)
Net Sales

The Gross Profit Margin Ratio is used to assess the firms health by determining the amount of money left over from Sales after the cost of the products sold are subtracted from the Gross Sales. The Gross Profit allows for the company to pay for operating and other expenses. A company’s Gross Profit Margin should be stable and should not fluctuate much from one period to another. More efficient companies will see a higher Gross Profit Margin
The average for IFRS Reporting Companies is .610 (0.610393474), while the average for US GAAP Reporting Companies is .662 (0.662107459).
The standard deviation for IFRS Reporting Companies is .214 (0.21368246), while the Standard Deviation for US GAAP Reporting Companies is .239 (0.23899989)
The Average Gross Profit Margin for US GAAP reporting companies is slightly higher than is it with IFRS reporting companies and the standard deviation is also slightly greater with the US GAAP reporting companies than it is with the IFRS reporting companies. This could indicate that US GAAP allows for a greater profit margin to be reported than does IFRS. The difference between the Gross Profit Margin of IFRS and US GAAP could be a result of different revenue recognition methods. It’s possible that there are different costing and valuation methods that allow result in the higher Gross Profit Margin for the US GAAP, but the differences also result in more fluctuation among the companies and, therefore, a wider standard deviation. This ratio was very close and may be because of the industry that is being observed has consistent pricing strategies and demand by consumers resulted in ratios that were very near to each other regardless of the differences in accounting standards and principles.
Normal Distributions of Gross Profit Margin Ratios


Asset Turnover Ratio

Asset Turnover Ratio is Sales divided by Total Assets:

Sales
Total Assets

The asset turnover ratio measures the amount of sales generated for every dollar worth of assets. This is a measure of the firm’s efficiency using its assets.
This can also be a measure of pricing strategy. Companies with a low Asset Turnover should examine their assets to determine if there is a problem. This ratio is related to the Current and Quick Ratios. Many problems with this ratio could be a result of Inventory. Firms could be holding obsolete Inventory. The collection period for Accounts Receivable could be too long or the Accounts Receivable may include uncollectible Bad Debts.
Fixed Assets may not be being used to their full capacity.
The average for IFRS Reporting Companies: .751 (0.751479761), while the average for US GAAP Reporting Companies .608 (0.6076574).
The standard deviation for IFRS reporting companies is .612 (0.61227345), while the standard deviation for US GAAP Reporting Companies: .403 (0.4031336)
For this ratio the average for IFRS reporting companies is higher than for the US GAAP reporting companies, but the standard deviation for the IFRS reporting companies is much larger than the Standard deviation for the US GAAP reporting companies. The IFRS reporting companies might have a higher Asset Turnover Ratio based on Valuation or because IFRS how allows asset improvements to be expensed or capitalized. If Improvements to assets are expensed in the period in which they occur the value of the assets will be lower. However, if improvements to assets are capitalized then the value of the assets would be higher. While IFRS has a slightly higher average the standard deviation is much larger than the standard deviation of companies reporting using US GAAP. Three of the four lowest ranked companies report using IFRS. The lowest two report using IFRS. US GAAP requirements may result in a higher valuation of assets which might explain the lower, more uniform results in Asset Turnover Ratio.

                        Normal Distributions of Asset Turnover Ratios


Working Capital Turnover Ratio

Working Capital Turnover is Sales divided by Current Assets less Current Liabilities:

Sales
(Current Assets – Current Liabilities)

Working Capital is the Current Assets minus the Current Liabilities. Working Capital is used to fund operations and purchase inventory. The Working Capital Ratio is used to analyze the relationship between the money used to fund operations and the sales generated from these operations. The higher the working capital ratio the higher the amount of sales relative to the amount of money to fund sales. A high Working Capital Ratio can also mean that the company has less excess capital for increasing sales or for future projects.
The average for IFRS reporting companies (without outliers) is 4.512 (4.512731886), while the average for US GAAP Reporting Companies (without outliers) is 2.457 (2.456678217).
The standard deviation for IFRS reporting companies (without outliers) is 3.355 (3.354718071), while the standard Deviation for US GAAP Reporting Companies (without outliers) is 1.486 (1.486072).
The Working Capital Turnover for companies reporting using IFRS is significantly higher than it is for the companies using US GAAP. The standard deviation for companies reporting in IFRS is also much higher. With the exception of the outliers the lowest Working Capital Turnover ratios were reported from companies reporting in US GAAP. The difference in the ratios between US GAAP and IFRS could be a result of differences in amounts inventory being carried by the companies. Different inventory methods might encourage the US GAAP reporting companies to carry inventory at different levels which might affect the ratio. It could also mean that they have more liquid assets on hand used to fund future investments. Greater accounts receivable could account for a lower Working Capital Turnover ratio. The higher average working capital turnover ratio is not necessarily a better indicator for the company as it means that current assets and current liabilities are closer in amount to each other. This would mean there are fewer current assets to cover liabilities as they come due.

Normal Distributions of Working Capital Turnover Ratios


A Comparison in the Way IFRS vs. US GAAP Reporting Standards can Effect Financial Results.

The purpose of this comparison is to demonstrate differences in company values and reporting that can result due to differences in accounting methods and standards.

·         For these examples we will compare US GAAP, using the Last-In-First-Out (LIFO) method of inventory, against IFRS, using the First-In-First-Out (FIFO) method of inventory.
·         Units (A) were bought earlier in time than units (B).
·         When determining the “Cost of Goods Sold” with LIFO, we value the inventory by using the units bought last in time first.
·         When determining the “Cost of Goods Sold” with FIFO, we value the inventory by using the units bought first in time first.
·         We start by determining the number of units sold at the top left of the spreadsheet.
·         The cost of the units sold is listed above the “total beginning inventory”.
·         You will see the “total beginning inventory” which lists the amount of units on hand before sales are made.
·         You will next see “units used” which is the number of units sold from this set of inventory units and is used to value “cost of goods sold”.
·         Next is the “units remaining” which is the inventory left over after the sale and is used at the end to value “remaining inventory”
·         All units are sold for $2.00.
·         “Gross Margin” = “Sales” – “Cost of Goods Sold”.





Summary of the Effects of the Differences between IFRS and US GAAP on Financial Ratios

                International Financial Reporting Standards (IFRS) and United States Generally Accepted Accounting Standards (US GAAP) are different primarily in that IFRS is principles based and US GAAP is rules based. US GAAP is about 25,000 pages of rules whereas IFRS is about 2000 pages of rules. This difference allows greater flexibility by the company’s using IFRS. However, that flexibility is criticized because it could be used to distort financial information. Supporters of IFRS would argue that IFRS captures the economics of transaction better than US GAAP.
            Upon examining some of the differences between IFRS and US GAAP my initial conclusion would be that IFRS would impact financial ratios in a way that would make the IFRS reporting companies have higher average financial ratios. However, I found the result of the study to be counter-intuitive.
The results of the study tended to show that US GAAP reporting companies produced higher financial ratios on average. That being said US GAAP companies also produced higher standard deviations which might indicated less conformity between the companies accounting methods than with IFRS reporting company’s use of accounting methods. That being said, with the two ratios where IFRS had a higher average IFRS also had a higher standard deviation. Regardless of whether US GAAP was higher or IFRS was higher the reporting standard with the higher average had the higher standard deviation.
The financial ratios of the two reporting standards is subject to other forces which could easily outweigh the differences between the accounting standards and principles used. US GAAP reporting companies were primarily reporting in the United States where as IFRS is  required or permitted in 120 countries and 90 countries have fully conformed with IFRS as promulgated by the International Accounting Standards Board (IASB) and include a statement acknowledging such conformity in audit reports. Most, but not all, of the countries in the study were European countries. This could mean that the differences are more the product of regional economics than the product of differences in accounting standards and principles. Additionally, the tax codes and regulations of European countries might also have an impact on the companies which could have produced lower average financial ratios.
The differences on their face would seem to favor IFRS, but the measured results favored US GAAP. This study looked solely at the pharmaceutical industry. A future study examining multiple industries might give a clearer understanding as to whether accounting methods have a material effect on the financial ratios. If the results are consistent across multiple other industries when independently looked at (not all grouped together as a whole) then it would suggest that US GAAP produced a favorable impact on the financial ratios of the companies using the US GAAP accounting methods.

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“GAAP vs. IFRS: LIFO and FIFO” Gurufocus. Wolinski, Jacob. 21 February 2011



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