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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
ABSI
Primary Facts
Biotechnology
Name:
-
Sector:
- 28006.00K
Industry:
3.39
CEO:
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
1.340786523
0.489341421
Absci Corporation (XNAS:ABSI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
ABSCI CORPORATION (XNAS:ABSI)
One Month Price Target:
Six Month Price Target :
$3.42
Likely Price in One Year's Time:
Ticker:
$3.54
Likely Trading Range Today Under (Normal Volatility)
$3.43
Price Upper limit ($) :
$3.69
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P41
This week:
$2.95
This month :
$2.4
Other Primary facts
Market Cap:
92.84M
Market Cap Classification:
330.52M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-21.08%
$1.41
Worst Daily Decline:
Our Options Trading Entry Points
Iron Condor entry points for options expiring in 1 week's time
Low risk (<2%) entry points
Buy Call:
Sell Call:
Buy Put:
Sell Put:
$4.55
17.1%
$2.23
$5.45
Medium risk (<10%) entry points
Buy Call
Sell Call
$4.06
Buy Put:
Sell Put:
$1.33
$2.72
$4.25
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Biotechnology
Sharpe Ratio:
ABSI, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.94%
-4.957951401
Sharpe ratio is -495.80% lower than the industry
Average Returns/Yield of
Biotechnology
Daily returns:
1
Weekly returns:
-0.46%
Monthly returns:
-2.31%
Yearly returns:
-110.93%
Comparison of returns:
-5.39782944
Classification:
Average annual returns/yield (last 3 years) is -539.78% below industry average
Results of T-Test of Returns:
ABSI is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.16
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -437.65% lower than the market/S&P 500 average
Weekly Volatility:
6.12%
Monthly Volatility:
13.69%
Yearly Volatility:
27.37%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
119.32%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-13.03%
Monthly VaR:
-29.14%
How Much Can the price of
Biotechnology
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Low (<25%)
Worst case (decline):
$1.46
This translates to price declining to:
-57%
This translates to price declining to:
>85%
Severe Crash Probability
-58.28%
What is Value at Risk (VaR)?
Risk Fundamentals
252.42%
ABSI is a 311.37% riskier investment compared to the market/S&P 500 & is 252.42% riskier than Nasdaq (IXIC)
ABSI is a 311.37% riskier investment compared to the market/S&P 500
Beta Examination of
Biotechnology
1.321
Expected beta in 1 year's time:
0.282
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.32
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 14.70% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.28
-
Average Industry Beta:
-
0.146955565
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 20.18% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
-
-9.681
-78.379
Analysis of Cost of Capital of
Biotechnology
Equity cost of capital:
Alpha is -7838% below the market average
0.105
Unlevered (without debt) cost of capital:
Equity cost of capital is 10.50% above industry mean WACC
Before-tax cost of debt:
11.82%
After-tax cost of debt:
-20.27%
Overall debt rating:
-16.02%
Weighted average cost of capital (WACC):
-20.27%
20.18%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 242.16% above the industry mean
-76.93%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
1960.54%
Free cash flow (FCF) per share:
Price to book ratio is -95.22% below the industry mean
Growth rate in R&D investment/expenditure is 1711.23% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 9.95%
EBITDA per share
Each employee generates -246% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Biotechnology
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-125.6186574
-1.026986437
-
-
P/S (Price to Sales ratio):
$0.02
2.421645036
P/B (Price to book value ratio):
Price to sales ratio is 242.16% above the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -76.93% below industry average
1930.83%
Dividend Analysis
Net income growth rate is 1930.83% higher than the average industry net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-61.03%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 168.3 years
Debt to assets ratio:
-52.54%
Net debt to assets ratio:
3.38%
-93.10%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -93.10% below industry average
-1.28
Looking forward:
Debt growth rate:
1.0x
-168.23%
9.95%
Analysis of Key Statistics
Correlation of price movement with the market:
1.018780669
Statistical significance of correlation:
-2.10%
Average Correlation of the industry with the market:
0.061
-82.13%
R Squared (percentage of price movement explained by movement of the market):
0.061
Correlation of price movement with Nasdaq (^IXIC):
0.004
Covariance of price movement with the market:
-0.018
Kurtosis
-0.039
0.789
Skewness of returns:
Returns are more concentrated around the mean (platykurtic), compared to a normal distribution
-0.446
Fundamental Analysis & Dupont Analysis of
Biotechnology
Gross Profit Margin Ratio:
- 7469.00K
Operating Profit Margin Ratio:
Net profit margin is 1127.40% higher than the industry
854.18%
Net Profit Margin Ratio:
- 7469.00K
Effective Tax Rate:
-3.13%
0.074361334
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 48.10% higher than the industry
-38.79%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 854.18% higher than the industry
48.10%
Financial Leverage:
Interest coverage ratio is -127.90% less than industry average
Current Ratio:
Return on equity (ROE) is -38.79% lower than the industry
-0.24503844
Cash Conversion Cycle (days):
$0.12
-
Current ratio is -24.50% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.993474866
EBITDA generated per employee:
Each employee generates -99% less revenue than industry average revenue per employee
-2.464774227
Profit generated per employee:
-$1.31
-532%
Free cash flow (FCF) generated per employee:
Each employee generates -532% less net income/profit than industry average revenue per employee
-1.880536863
Assets/Capital per employee
Each employee generates -188% less free cash flow than industry average revenue per employee
-1.880536863
Research & Development (R&D) Analysis
-64.98%
17.11230369
Competitors/Peer firms of
Biotechnology
$5.19
-
-
-
-
-
-
-
-
Current Analyst Ratings
-$1.40
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/31/2022
Date:
Value
Revenue:
TTM
Cost of Revenue:
Gross Profit:
R&D Expense
General & Admin Expenses:
Selling, General & Admin Expenses
Sales and Marketing Expenses
Other Expenses :
Operating Expenses :
Cost & Expenses :
Interest Income:
Interest Expenses:
Depreciation & Amortization:
EBITDA:
Operating Income:
Other Income Expenses:
Income Before Tax:
Income Tax Expense:
Net Income:
Balance Sheet
Date:
Calendar Year:
Period:
Cash & Cash Equivalents:
Short Term Investments:
Cash & Short Term Investments:
Net Receivables:
Inventory:
Other Current Assets:
Total Current Assets:
PP&E:
Goodwill:
Intangible Assets:
Long Term Investments:
Tax Assets:
Other Non-Current Assets:
Total Non-Current Assets:
Other Assets:
Total Assets:
Accounts Payable:
Short Term Debt:
Tax Payables:
Deferred Revenue:
Other Current Liabilities:
Total Current Liabilities:
Long Term Debt:
Other Non-Current Liabilities:
Total Non Current Liabilities:
Other Liabilities:
Total Liabilities:
Common Stock:
Retained Earnings:
Accumulated Other Comprehensive Loss:
Other Total Stockholders' Equity:
Total Stockholders' Equity:
Total Liabilities and Stockholders' Equity:
Total Investments:
Total Debt:
Net Debt:
2.27M
6.65M
-916%
12.79M
-
34.98M
-
43.01M
97.43M
-
- 3692.00K
9.08M
-14291%
- 7801.00K
- 34400.00K
-14825%
- 7801.00K
Statement of Cash Flow
Date:
Period:
- 29494.00K
Differed Income Tax :
2.91M
Stock Based Compensation :
616.00K
Change in Working Capital :
3.74M
Accounts Receivables:
333.00K
Other Working Capital:
637.00K
Other Non-Cash Items:
1.35M
Net Cash Provided by Operating Activities:
750.00K
Investments in PP&E:
- 21149.00K
Net Acquisitions:
- 6857.00K
Purchases of Investments:
-
Sales/Maturities of Investments:
Other Investing Activities:
Net Cash Used for Investing Activities:
Debt Repayment:
Common Stock Issued:
Common Stock Repurchased:
Dividend Paid:
Other Financing Activities:
Net Cash Used Provided by Financing Activities:
Effect of FOREX on Changes in Cash:
Net Changes in Cash:
Cash at End of Period:
Cash at Beginning of Period:
Operating Cash Flow:
Capital Expenditure:
Free Cash Flow (FCF):
Value
3/31/2022
2022
Q1
226.00M
-
226.00M
350.00K
-
29.61M
255.96M
60.88M
21.34M
54.15M
-
-
3.14M
139.50M
-
395.46M
6.74M
6.71M
-
2.79M
25.64M
41.88M
11.50M
222.00K
13.08M
-
54.96M
9.00K
- 220519.00K
- 23.0K
Value
90.78M
561.03M
340.50M
395.46M
-
18.21M
-
-
-
- 6857.00K
- 1271.00K
213.00K
-
-
-
- 1058.00K
-
- 29064.00K
250.86M
279.93M
- 21149.00K
- 6857.00K
Our Proprietary Portfolio Rating
Our Rating:
-70.74160102
Price Forecast/Expected Price in Next 5 Years of
Biotechnology
2023
2024
2025
2026
2027
3.690467184
$3.69
$4.02
$4.37
$4.76