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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
ACET
Primary Facts
Biotechnology
Name:
-
Sector:
1.47M
Industry:
14.31
CEO:
None
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.988305534
0.097806656
Adicet Bio, Inc. (XNAS:ACET) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
ADICET BIO, INC. (XNAS:ACET)
One Month Price Target:
Six Month Price Target :
$14.49
Likely Price in One Year's Time:
Ticker:
$15.41
Likely Trading Range Today Under (Normal Volatility)
$14.48
Price Upper limit ($) :
$16.51
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P164
This week:
$12.7
This month :
$10.72
Other Primary facts
Market Cap:
42.64M
Market Cap Classification:
606.38M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-37.01%
$7.12
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:
$18.30
38.47%
$10.32
$21.76
Medium risk (<10%) entry points
Buy Call
Sell Call
$16.44
Buy Put:
Sell Put:
$6.86
$12.18
$17.18
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Biotechnology
Sharpe Ratio:
ACET, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
1.94%
0.994782745
Sharpe ratio is 99.48% higher than the industry
Average Returns/Yield of
Biotechnology
Daily returns:
1
Weekly returns:
0.23%
Monthly returns:
1.13%
Yearly returns:
54.07%
Comparison of returns:
1.14340004
Classification:
Average annual returns/yield (last 3 years) is 114.34% above industry average
Results of T-Test of Returns:
ACET is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.35
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 70.17% higher than the market/S&P 500 average
Weekly Volatility:
5.58%
Monthly Volatility:
12.48%
Yearly Volatility:
24.95%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
108.77%
-65.55%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -65.55% below long-term volatility
Weekly VaR:
-11.23%
Monthly VaR:
-25.12%
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: Very high (>70%)
Worst case (decline):
$8.32
This translates to price declining to:
-42%
This translates to price declining to:
>85%
Severe Crash Probability
-50.24%
What is Value at Risk (VaR)?
Risk Fundamentals
203.78%
ACET is a 254.59% riskier investment compared to the market/S&P 500 & is 203.78% riskier than Nasdaq (IXIC)
ACET is a 254.59% riskier investment compared to the market/S&P 500
Beta Examination of
Biotechnology
2.290
Expected beta in 1 year's time:
0.49
Expected beta in 3 year's time:
0.931
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--2.29
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is 98.80% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
2.159
0.649
Average Industry Beta:
Beta is 64.88% higher than peers
0.988027371
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 94.58% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
1.316
1.484
22.426
Analysis of Cost of Capital of
Biotechnology
Equity cost of capital:
Alpha is 2243% higher than market/& is unsustainably high
0.706
Unlevered (without debt) cost of capital:
Equity cost of capital is 70.61% above industry mean WACC
Before-tax cost of debt:
17.76%
After-tax cost of debt:
-1.01%
Overall debt rating:
-0.80%
Weighted average cost of capital (WACC):
-1.01%
94.58%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -61.62% below the industry mean
-61.89%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
16.90%
Free cash flow (FCF) per share:
Price to book ratio is -89.86% below the industry mean
Growth rate in R&D investment/expenditure is -1286.00% lower than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -206% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Biotechnology
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-103.1867543
-1.13868059
-
-
P/S (Price to Sales ratio):
$0.92
-0.616195296
P/B (Price to book value ratio):
Price to sales ratio is -61.62% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -61.89% below industry average
2286.26%
Dividend Analysis
Net income growth rate is 2286.26% 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:
-82.71%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 7.8 years
Debt to assets ratio:
-75.58%
Net debt to assets ratio:
6.06%
-86.87%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -86.87% below industry average
-2.43
Looking forward:
Debt growth rate:
1.1x
-102.38%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
4.269328999
Statistical significance of correlation:
-0.72%
Average Correlation of the industry with the market:
0.161
-52.62%
R Squared (percentage of price movement explained by movement of the market):
0.161
Correlation of price movement with Nasdaq (^IXIC):
0.026
Covariance of price movement with the market:
-0.017
Kurtosis
-0.055
8.902
Skewness of returns:
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.744
Fundamental Analysis & Dupont Analysis of
Biotechnology
Gross Profit Margin Ratio:
6.02M
Operating Profit Margin Ratio:
Net profit margin is -78.57% lower than the industry
-78.98%
Net Profit Margin Ratio:
6.02M
Effective Tax Rate:
-12.06%
-0.96264754
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -48.08% lower than the industry
-79.78%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -78.98% lower than the industry
-48.08%
Financial Leverage:
Interest coverage ratio is -242.79% less than industry average
Current Ratio:
Return on equity (ROE) is -79.78% lower than the industry
2.343729391
Cash Conversion Cycle (days):
$0.44
-
Current ratio is 234.37% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.716730074
EBITDA generated per employee:
Each employee generates -72% less revenue than industry average revenue per employee
-2.060765385
Profit generated per employee:
-$0.82
-428%
Free cash flow (FCF) generated per employee:
Each employee generates -428% less net income/profit than industry average revenue per employee
-0.88367997
Assets/Capital per employee
Each employee generates -88% less free cash flow than industry average revenue per employee
-0.88367997
Research & Development (R&D) Analysis
42.55%
-12.86000412
Competitors/Peer firms of
Biotechnology
$21.70
ZYMERGEN INC. (XNAS:ZY)
RAMACO RESOURCES, INC. (XNAS:METC)
LOOP INDUSTRIES, INC. (XNAS:LOOP)
UNITED STATES LIME & MINERALS, INC. (XNAS:USLM)
CAESARSTONE LTD (XNAS:CSTE)
MERCER INTERNATIONAL INC. (XNAS:MERC)
PIEDMONT LITHIUM INC. (XNAS:PLL)
TMC the metals company Inc. (XNAS:TMC)
Current Analyst Ratings
-$1.15
Strong buy�4%
Buy�4%
Hold�8%
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:
39.25M
-
100%
50.68M
23.39M
23.39M
-
65.00K
53.13M
82.00K
- 208.00K
1.20M
-860%
- 77.00K
- 766.00K
-880%
- 77.00K
Statement of Cash Flow
Date:
Period:
4.62M
Differed Income Tax :
352.00K
Stock Based Compensation :
-
Change in Working Capital :
4.35M
Accounts Receivables:
- 5896.00K
Other Working Capital:
- 612.00K
Other Non-Cash Items:
- 4805.00K
Net Cash Provided by Operating Activities:
681.00K
Investments in PP&E:
4.11M
Net Acquisitions:
- 2632.00K
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
277.88M
-
277.88M
-
-
3.65M
281.53M
37.45M
19.46M
-
-
-
2.01M
58.92M
-
340.45M
3.47M
1.73M
-
-
5.20M
10.40M
18.85M
115.00K
18.97M
-
29.37M
4.00K
- 163706.00K
-
Value
74.14M
474.79M
311.08M
340.45M
-
20.58M
-
-
-
- 2632.00K
-
-
-
-
- 1134.00K
- 1134.00K
-
339.00K
278.03M
277.69M
4.11M
- 2632.00K
Our Proprietary Portfolio Rating
Our Rating:
14.46038473
Price Forecast/Expected Price in Next 5 Years of
Biotechnology
2023
2024
2025
2026
2027
12.2412261
$12.24
$14.12
$16.30
$18.81