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:

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:

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

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):

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%

RISK CONCERN

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