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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
AMAL
Primary Facts
Banks�Regional
Name:
-
Sector:
16.01M
Industry:
22.25
CEO:
Mr. Keith Mestrich
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.133407922
-0.162967584
Amalgamated Bank (XNAS:AMAL) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
Amalgamated Bank (XNAS:AMAL)
One Month Price Target:
Six Month Price Target :
$22.35
Likely Price in One Year's Time:
Ticker:
$22.86
Likely Trading Range Today Under (Normal Volatility)
$22.38
Price Upper limit ($) :
$23.48
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P527
This week:
$20.82
This month :
$19.06
Other Primary facts
Market Cap:
30.68M
Market Cap Classification:
675.67M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-14.42%
$15.86
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:
$25.83
17.01%
$18.67
$28.88
Medium risk (<10%) entry points
Buy Call
Sell Call
$24.19
Buy Put:
Sell Put:
$15.62
$20.31
$24.84
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Banks�Regional
Sharpe Ratio:
AMAL, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
1.23%
0.514492043
Sharpe ratio is 51.45% higher than the industry
Average Returns/Yield of
Banks�Regional
Daily returns:
1
Weekly returns:
0.07%
Monthly returns:
0.34%
Yearly returns:
16.23%
Comparison of returns:
0.487387209
Classification:
Average annual returns/yield (last 3 years) is 48.74% above industry average
Results of T-Test of Returns:
AMAL is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.57
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -18.38% lower than the market/S&P 500 average
Weekly Volatility:
3.16%
Monthly Volatility:
7.06%
Yearly Volatility:
14.13%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
61.58%
-63.70%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -63.70% below long-term volatility
Weekly VaR:
-6.42%
Monthly VaR:
-14.36%
How Much Can the price of
Banks�Regional
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$16.77
This translates to price declining to:
-25%
This translates to price declining to:
>85%
Severe Crash Probability
-28.71%
What is Value at Risk (VaR)?
Risk Fundamentals
73.61%
AMAL is a 102.65% riskier investment compared to the market/S&P 500 & is 73.61% riskier than Nasdaq (IXIC)
AMAL is a 102.65% riskier investment compared to the market/S&P 500
Beta Examination of
Banks�Regional
0.820
Expected beta in 1 year's time:
0.709
Expected beta in 3 year's time:
0.672
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.82
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -14.95% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.691
0.138
Average Industry Beta:
Beta is 13.81% higher than peers
-0.149482931
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -24.42% below industry mean WACC
-19.65%
Alpha provided | Alpha Analysis
Alpha provided:
0.951
5.434
4.752
Analysis of Cost of Capital of
Banks�Regional
Equity cost of capital:
Alpha is 475% higher than market/& is unsustainably high
-0.101
Unlevered (without debt) cost of capital:
Equity cost of capital is -10.12% below industry mean WACC
Before-tax cost of debt:
7.38%
After-tax cost of debt:
5.12%
Overall debt rating:
4.04%
Weighted average cost of capital (WACC):
5.12%
-24.42%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $3.65
Revenue growth rate per share of (3Y):
Price to sales ratio is -23.39% below the industry mean
-62.59%
EPS:
Fifty-Three Million Nine Hundred Ninety-Four Thousand Five Hundred Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -75.43% lower than the industry
-66.05%
Free cash flow (FCF) per share:
Price to book ratio is -3.15% below the industry mean
-
-3.582475172
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -1% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Banks�Regional
P/E Ratio:
Sustainable growth rate is -19.65% below industry average
P/E Ratio of Competitors/Peers:
10.87
-0.123675009
21.71511733
0.024631811
$1.76
Share value as per dividend discount (DDM) model: $16.97
P/S (Price to Sales ratio):
$6.79
-0.233882378
P/B (Price to book value ratio):
Price to sales ratio is -23.39% below the industry mean
-
-0.754288339
Net income growth rate (3Y):
Annual revenue growth rate is -62.59% below industry average
-71.40%
Dividend Analysis
Net income growth rate is -71.40% lower than the industry average net income growth rate
Dividend payout rate: 4.53%
$0.08
Previous Dividend: $0.08
Previous adjusted dividend: $0.08
Previous Dividend: $0.32
-
-
Average dividend payment (long-term): $0.08
Average dividend increase/decrease (growth rate) % per period: 0.00%
Expected next dividend payment date: 23/08/2022
Expected next dividend record date: 08/09/2022
Expected next dividend declaration date: 26/07/2022
Previous dividend payment date: 25/05/2022
Previous dividend record date: 05/11/2022
Dividend History:
Previous dividend declaration date: 27/04/2022
2022-02-14--$0.08
2021-11-17--$0.08
2022-05-10--$0.08
2021-11-18--$0.08
2021-08-17--$0.08
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-46.01%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 3.1 years
Debt to assets ratio:
-3.17%
Net debt to assets ratio:
25.02%
-98.97%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -98.97% below industry average
14.07
Looking forward:
Debt growth rate:
1.0x
47399.05%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
11.17083951
Statistical significance of correlation:
-0.47%
Average Correlation of the industry with the market:
0.393
-21.55%
R Squared (percentage of price movement explained by movement of the market):
0.393
Correlation of price movement with Nasdaq (^IXIC):
0.154
Covariance of price movement with the market:
0.044
Kurtosis
0.08
4.166
Skewness of returns:
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.284
Fundamental Analysis & Dupont Analysis of
Banks�Regional
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is -26.42% lower than the industry
-
Net Profit Margin Ratio:
-
Effective Tax Rate:
1.20%
0.174269338
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -68.87% lower than the industry
-12.59%
Financial Leverage
Asset Turnover Ratio (ROA):
-
-68.87%
Financial Leverage:
Interest coverage ratio is 1406.89% more than industry average
Current Ratio:
Return on equity (ROE) is -12.59% lower than the industry
-
Cash Conversion Cycle (days):
$4.29
-
-
Stock based compensation to net income ratio:
Equity growth rate per share is -358.25% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
0.464025567
EBITDA generated per employee:
Each employee generates 46% more revenue than industry average revenue per employee
-0.005879515
Profit generated per employee:
$2.74
3%
Free cash flow (FCF) generated per employee:
Each employee generates 3% more net income/profit than industry average revenue per employee
-0.486569918
Assets/Capital per employee
Each employee generates -49% less free cash flow than industry average revenue per employee
-0.486569918
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Banks�Regional
$32.19
ALERUS FINANCIAL CORPORATION (XNAS:ALRS)
SENIOR CONNECT ACQUISITION CORP. I (XNAS:SNRH)
MAAC
WATERSTONE FINANCIAL, INC. (XNAS:WSBF)
BUSINESS FIRST BANCSHARES, INC. (XNAS:BFST)
SVAC
MARLIN TECHNOLOGY CORPORATION (XNAS:FINM)
MIDWESTONE FINANCIAL GROUP, INC. (XNAS:MOFG)
Current Analyst Ratings
$1.75
Strong buy�0%
Buy�17%
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:
208.38M
-
-
-
90.82M
94.31M
3.49M
-
-
187.57M
6.74M
3.96M
161%
18.60M
- 49883.00K
141%
18.60M
Statement of Cash Flow
Date:
Period:
14.17M
Differed Income Tax :
1.16M
Stock Based Compensation :
- 1876.00K
Change in Working Capital :
661.00K
Accounts Receivables:
- 897.00K
Other Working Capital:
-
Other Non-Cash Items:
- 501.00K
Net Cash Provided by Operating Activities:
3.62M
Investments in PP&E:
16.83M
Net Acquisitions:
- 818.00K
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
374.04M
2.42B
2.80B
27.41M
-
-
-
45.10M
12.94M
3.89M
3.37B
-
-
3.44B
11.09B
7.65B
-
-
-
-
-
-
131.75M
-
131.75M
7.26B
7.13B
310.00K
271.72M
- 40846.0K
Value
-
295.44M
526.63M
7.65B
5.80B
131.75M
- 594666.00K
119.54M
- 108863.00K
- 584805.00K
-
52.00K
- 2941.00K
- 2490.00K
616.91M
611.53M
-
43.56M
374.04M
330.49M
16.83M
- 818.00K
Our Proprietary Portfolio Rating
Our Rating:
-9.239376824
Price Forecast/Expected Price in Next 5 Years of
Banks�Regional
2023
2024
2025
2026
2027
25.97405114
$25.97
$27.40
$28.91
$30.51