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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Alteryx, Inc. (XNYS:AYX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
AYX
Name:
ALTERYX, INC. (XNYS:AYX)
Sector:
- 483.00K
Industry:
Software�Application
CEO:
Mr. Dean Stoecker
Total Employees:
2,595
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -112.23% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF ALTERYX, INC.(AYX) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND SOFTWARE�APPLICATION INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
60.74
One Month Price Target:
$60.96
Six Month Price Target :
$62.07
Likely Price in One Year's Time:
Ticker:
$63.41
Likely Trading Range Today Under (Normal Volatility)
$60.32
Price Upper limit ($) :
$61.18
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$55.58
This week:
$49.21
This month :
$37.68
Other Primary facts
Market Cap:
4.14B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
68.50M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
28.17%
-28.18%
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:
$84.68
$73.78
$36.80
$47.70
Medium risk (<10%) entry points
Buy Call
Sell Call
$70.23
Buy Put:
Sell Put:
$67.90
$51.22
$53.58
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
AYX
Sharpe Ratio:
0.20%
Comparison:
AYX, is amongst the top 40% stocks with lowest risk-adjusted returns
Sharpe ratio is -79.12% lower than the industry
& is -91.17% lower than the market/S&P 500 average
Average Returns/Yield of
AYX
Daily returns:
0.02%
Weekly returns:
0.09%
Monthly returns:
0.34%
Yearly returns:
9.94%
Comparison of returns:
Average annual returns/yield (last 3 years) is -58.49% below industry average
Classification:
AYX, is amongst the top 40% lowest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.86
Statistical test of Returns:
AYX has yielded returns statistically similar to the market

Volatility (measured by Standard Deviation)
Daily Volatility:
4.14%
Weekly Volatility:
9.26%
Monthly Volatility:
18.53%
Yearly Volatility:
64.17%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
1.04%
Volatility in last five trading days has been -74.89% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-8.49%
Weekly VaR:
-18.98%
Monthly VaR:
-37.97%
How Much Can the price of
AYX
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-33%
Worst case (decline):
>85%
This translates to price declining to:
$40.46
This translates to price declining to:
$9.11
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?

Risk Fundamentals
AYX is a 167.98% riskier investment compared to the market/S&P 500 & is 129.58% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 15.24% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
AYX
Beta in relation to market/S&P 500--0.65
Expected beta in 1 year's time:
0.736
Expected beta in 3 year's time:
1.041
Unlevered (debt free) Beta:
0.136
Beta in relation to Nasdaq (XNAS):
1.362
Beta in relation to all global stocks::
0.94
Beta Comparison & Analysis
Beta of competitors/peers::
1.305
Beta is -49.89% lower than peers
Average Industry Beta:
1.335
Beta is -51.04% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-0.035
Alpha is 48.42% above industry average alpha yield
Alpha is -223% below the market average
Analysis of Cost of Capital of
AYX
Equity cost of capital:
0.076
Equity cost of capital is -37.96% below industry mean WACC
Unlevered (without debt) cost of capital:
1.59%
Before-tax cost of debt:
3.37%
After-tax cost of debt:
2.66%
Overall debt rating:
High AA grade (second highest grade)
Weighted average cost of capital (WACC):
2.66%
WACC is -51.06% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$8.40
Revenue growth rate per share of (3Y):
18.04
Annual revenue growth rate is -21.62% below industry average
EPS:
-$3.62
Expected Annual growth rate of EPS (3Y):
0.00%
-
Free cash flow (FCF) per share:
$0.14
-
-
Debt per share
$12.65
EBITDA per share
-$2.77
Valuation Analysis Today of
AYX
P/E Ratio:
0
P/E Ratio of Competitors/Peers:
35.5
P/E ratio is -100.00% lower than main peers & is higher than the industry
-
AYX is -109.45% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
7.23
Price to sales ratio is -36.95% below the industry mean
P/B (Price to book value ratio):
18.04
Price to free cash flow: 440.11
-
Net income growth rate (3Y):
-690.50%
Net income growth rate is -382.79% lower than the industry average net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
375.72%
Net debt to equity ratio:
348.45%
Debt to assets ratio:
58.67%
Net debt to assets ratio:
54.41%
Debt-to-asset ratio is 6.93% above industry average
Ability to repay debt:
Interest coverage ratio:
-5.93
Interest coverage ratio is -111.17% less than industry average
Looking forward:
Debt growth rate:
7.43%
Annual debt growth is -99% lower than industry average debt growth rate
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.506
Statistical significance of correlation:
AYX has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.503
Stock price is 0.60% more correlated with the market, compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.503
Correlation of price movement with Nasdaq (^IXIC):
-0.013
Covariance of price movement with the market:
-0.03
Kurtosis
8.925
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
Skewness of returns:
-0.364
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
AYX
Gross Profit Margin Ratio:
352%
Operating Profit Margin Ratio:
-36.01%
Operating profit margin is 87.95% higher than the industry
Net Profit Margin Ratio:
352%
Effective Tax Rate:
-1.09%
Effective tax rate is -104.14% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-106.07%
Return on equity (ROE) is 711.00% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-16.56%
Return on assets (ROA) is 331.26% higher than the industry
Financial Leverage:
2.4x
Current Ratio:
1.71
Current ratio is -42.89% below industry average
Cash Conversion Cycle (days):
78
Cash conversion cycle is -17.70% below industry average
The remaining useful life of property plant & equipment is: 6.4 years
Stock based compensation to net income ratio:
-18.46%
In-depth Efficiency Analysis
Revenue generated per employee:
221.7K
Each employee generates -36% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 73.2K
Each employee generates -781% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 94.3K
Each employee generates 440% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 0.2K
Each employee generates -98% less free cash flow than industry average revenue per employee
Assets/Capital per employee
329.5K
Each employee generates -98% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 30.96%
Growth rate in R&D investment/expenditure is 1924.83% higher than the industry
Competitors/Peer firms of
AYX
FASTLY, INC. (XNYS:FSLY)
KYNDRYL HOLDINGS, INC. (XNYS:KD)
CALIX, INC. (XNYS:CALX)
SPRINKLR, INC. (XNYS:CXM)
SQUARESPACE, INC. (XNYS:SQSP)
SAILPOINT TECHNOLOGIES HOLDINGS, INC. (XNYS:SAIL)
XEROX HOLDINGS CORPORATION (XNAS:XRX)
ENVESTNET, INC. (XNYS:ENV)
CLEARWATER ANALYTICS HOLDINGS, INC. (XNYS:CWAN)
Current Analyst Ratings
Strong buy�8%
Buy�21%