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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
ADUS
Primary Facts
Medical Care Facilities
Name:
-
Sector:
4.88M
Industry:
87.92
CEO:
Mr. R. Dirk Allison
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
1.075619268
3.614873366
Addus Homecare Corporation (XNAS:ADUS) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
ADDUS HOMECARE CORPORATION (XNAS:ADUS)
One Month Price Target:
Six Month Price Target :
$88.34
Likely Price in One Year's Time:
Ticker:
$90.45
Likely Trading Range Today Under (Normal Volatility)
$88.44
Price Upper limit ($) :
$92.99
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P238
This week:
$82.17
This month :
$75.07
Other Primary facts
Market Cap:
16.08M
Market Cap Classification:
1.41B
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.21%
$62.21
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:
$102.39
35.48%
$73.45
$114.60
Medium risk (<10%) entry points
Buy Call
Sell Call
$95.81
Buy Put:
Sell Put:
$61.24
$80.03
$98.41
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Care Facilities
Sharpe Ratio:
ADUS, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
2.22%
-0.538044704
Sharpe ratio is -53.80% lower than the industry
Average Returns/Yield of
Medical Care Facilities
Daily returns:
1
Weekly returns:
0.04%
Monthly returns:
0.21%
Yearly returns:
10.02%
Comparison of returns:
-0.564521875
Classification:
Average annual returns/yield (last 3 years) is -56.45% below industry average
Results of T-Test of Returns:
ADUS is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.87
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -54.94% lower than the market/S&P 500 average
Weekly Volatility:
3.20%
Monthly Volatility:
7.16%
Yearly Volatility:
14.33%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
62.45%
-46.21%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -46.21% below long-term volatility
Weekly VaR:
-6.54%
Monthly VaR:
-14.62%
How Much Can the price of
Medical Care Facilities
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$65.61
This translates to price declining to:
-25%
This translates to price declining to:
>85%
Severe Crash Probability
-29.24%
What is Value at Risk (VaR)?
Risk Fundamentals
76.79%
ADUS is a 106.37% riskier investment compared to the market/S&P 500 & is 76.79% riskier than Nasdaq (IXIC)
ADUS is a 106.37% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Care Facilities
0.857
Expected beta in 1 year's time:
0.528
Expected beta in 3 year's time:
0.633
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.86
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 -19.65% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.627
-0.336
Average Industry Beta:
Beta is -33.65% lower than peers
-0.196539014
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -5.97% below industry mean WACC
-79.06%
Alpha provided | Alpha Analysis
Alpha provided:
0.895
-0.921
0.635
Analysis of Cost of Capital of
Medical Care Facilities
Equity cost of capital:
Alpha is 64% compared to market & is healthy
-0.137
Unlevered (without debt) cost of capital:
Equity cost of capital is -13.74% below industry mean WACC
Before-tax cost of debt:
6.59%
After-tax cost of debt:
2.10%
Overall debt rating:
1.66%
Weighted average cost of capital (WACC):
2.10%
-5.97%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -24.63% below the industry mean
-15.32%
EPS:
Forty-Four Million Six Hundred Seventy-Seven Thousand Three Hundred Eighty Dollars
Expected Annual growth rate of EPS (3Y):
-
14.18%
Free cash flow (FCF) per share:
Price to book ratio is -61.45% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -72% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Care Facilities
P/E Ratio:
Sustainable growth rate is -79.06% below industry average
P/E Ratio of Competitors/Peers:
31.87
-0.547050452
195.6067521
-0.550526763
$3.68
-
P/S (Price to Sales ratio):
$55.09
-0.2463041
P/B (Price to book value ratio):
Price to sales ratio is -24.63% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -15.32% below industry average
-25.84%
Dividend Analysis
Net income growth rate is -25.84% lower than the industry average 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:
30.93%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 6.2 years
Debt to assets ratio:
18.35%
Net debt to assets ratio:
50.39%
-44.60%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -44.60% below industry average
-0.36
Looking forward:
Debt growth rate:
1.4x
-90.19%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
8.515238492
Statistical significance of correlation:
-0.50%
Average Correlation of the industry with the market:
0.31
-28.31%
R Squared (percentage of price movement explained by movement of the market):
0.31
Correlation of price movement with Nasdaq (^IXIC):
0.096
Covariance of price movement with the market:
-0.031
Kurtosis
-0.058
26.286
Skewness of returns:
Returns have severe fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are considerably more likely, compared to assets with normally distributed returns
2.051
Fundamental Analysis & Dupont Analysis of
Medical Care Facilities
Gross Profit Margin Ratio:
278.84M
Operating Profit Margin Ratio:
Net profit margin is -170.65% lower than the industry
-206.33%
Net Profit Margin Ratio:
278.84M
Effective Tax Rate:
5.56%
0.23352506
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 3.66% higher than the industry
-57.22%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -206.33% lower than the industry
3.66%
Financial Leverage:
Interest coverage ratio is -35.76% less than industry average
Current Ratio:
Return on equity (ROE) is -57.22% lower than the industry
0.437877294
Cash Conversion Cycle (days):
$18.36
0.69876511
Current ratio is 43.79% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 69.88% above industry average
-0.530899962
EBITDA generated per employee:
Each employee generates -53% less revenue than industry average revenue per employee
-0.724600969
Profit generated per employee:
$5.10
-72%
Free cash flow (FCF) generated per employee:
Each employee generates -72% less net income/profit than industry average revenue per employee
-0.868840355
Assets/Capital per employee
Each employee generates -87% less free cash flow than industry average revenue per employee
-0.868840355
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Medical Care Facilities
$137.23
REGENXBIO INC. (XNAS:RGNX)
ALLOVIR, INC. (XNAS:ALVR)
SUPERNUS PHARMACEUTICALS, INC. (XNAS:SUPN)
HERON THERAPEUTICS, INC. (XNAS:HRTX)
KRYSTAL BIOTECH, INC. (XNAS:KRYS)
PMV PHARMACEUTICALS, INC. (XNAS:PMVP)
PULMONX CORPORATION (XNAS:LUNG)
BIOATLA, INC. (XNAS:BCAB)
Current Analyst Ratings
$2.78
Strong buy�13%
Buy�0%
Hold�4%
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:
885.83M
606.99M
126%
-
197.14M
197.14M
-
14.41M
818.55M
304.00K
6.41M
14.41M
37%
16.47M
- 6106.00K
28%
16.47M
Statement of Cash Flow
Date:
Period:
8.47M
Differed Income Tax :
3.52M
Stock Based Compensation :
126.00K
Change in Working Capital :
2.49M
Accounts Receivables:
- 10166.00K
Other Working Capital:
1.39M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
1.55M
Investments in PP&E:
5.98M
Net Acquisitions:
- 1104.00K
Purchases of Investments:
- 84490.00K
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
124.76M
-
124.76M
142.21M
-
9.25M
276.23M
60.60M
574.09M
76.30M
-
-
-
710.98M
-
987.21M
21.00M
10.77M
-
-
72.59M
104.36M
295.18M
1.90M
297.08M
-
401.43M
16.00K
202.76M
-
Value
211.56M
-
585.78M
987.21M
-
305.94M
-
-
-
- 85594.00K
-
-
-
-
35.48M
35.48M
-
- 44132.00K
124.76M
168.90M
5.98M
- 1104.00K
Our Proprietary Portfolio Rating
Our Rating:
149.1044803
Price Forecast/Expected Price in Next 5 Years of
Medical Care Facilities
2023
2024
2025
2026
2027
109.6837095
$109.68
$116.00
$122.69
$129.76