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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Amyris, Inc. (XNAS:AMRS) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
AMRS
Name:
AMYRIS, INC. (XNAS:AMRS)
Sector:
- 186193.00K
Industry:
Specialty Chemicals
CEO:
Mr. John Melo
Total Employees:
980
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -235.10% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF AMYRIS, INC.(AMRS) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND SPECIALTY CHEMICALS INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
2.73
One Month Price Target:
$2.75
Six Month Price Target :
$2.85
Likely Price in One Year's Time:
Ticker:
$2.98
Likely Trading Range Today Under (Normal Volatility)
$2.7
Price Upper limit ($) :
$2.77
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$2.32
This week:
$1.8
This month :
$.88
Other Primary facts
Market Cap:
871.00M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
321.40M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
43.43%
-38.67%
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:
$4.65
$3.76
$0.81
$1.70
Medium risk (<10%) entry points
Buy Call
Sell Call
$3.47
Buy Put:
Sell Put:
$3.28
$1.99
$2.18
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
AMRS
Sharpe Ratio:
3.25%
Comparison:
AMRS, is amongst the top 20% stocks with highest risk-adjusted returns
Sharpe ratio is 53.23% higher than the industry
& ratio is 42.40% higher than the market/S&P 500 average
Average Returns/Yield of
AMRS
Daily returns:
0.25%
Weekly returns:
1.26%
Monthly returns:
5.05%
Yearly returns:
24.57%
Comparison of returns:
Average annual returns/yield (last 3 years) is 146.62% above industry average
Classification:
AMRS, is amongst the top 20% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.49
Statistical test of Returns:
AMRS has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
7.51%
Weekly Volatility:
16.78%
Monthly Volatility:
33.57%
Yearly Volatility:
116.28%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
3.36%
Volatility in last five trading days has been -55.28% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-15.16%
Weekly VaR:
-33.90%
Monthly VaR:
-67.81%
How Much Can the price of
AMRS
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-57%
Worst case (decline):
>85%
This translates to price declining to:
$1.17
This translates to price declining to:
$0.41
Severe Crash Probability
Risk of crash in next 6/12 months: Very high (>70%)
What is Value at Risk (VaR)?
Risk Fundamentals
AMRS is a 378.58% riskier investment compared to the market/S&P 500 & is 310.00% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 123.30% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
AMRS
Beta in relation to market/S&P 500--1.35
Expected beta in 1 year's time:
0.819
Expected beta in 3 year's time:
1.158
Unlevered (debt free) Beta:
-0.382
Beta in relation to Nasdaq (XNAS):
1.695
Beta in relation to all global stocks::
0.661
Beta Comparison & Analysis
Beta of competitors/peers::
1.146
Beta is 18.07% higher than peers
Average Industry Beta:
1.164
Beta is 16.24% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
242.86%
Sustainable growth rate is 740.68% above industry average
Alpha provided | Alpha Analysis
Alpha provided:
0.482
Alpha is 258.32% above industry average alpha yield
Alpha is 3066% higher than market/& is unsustainably high
Analysis of Cost of Capital of
AMRS
Equity cost of capital:
0.124
Equity cost of capital is 11.65% above industry mean WACC
Unlevered (without debt) cost of capital:
-3.51%
Before-tax cost of debt:
1.91%
After-tax cost of debt:
1.51%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
1.51%
WACC is -68.33% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$0.69
Revenue growth rate per share of (3Y):
-6.97
Annual revenue growth rate is 3401.97% above the industry average
EPS:
-$0.30
Expected Annual growth rate of EPS (3Y):
-29.89%
Expected future EPS growth rate is -3397.36% lower than the Specialty Chemicals industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$2.21
EBITDA per share
-$0.21
Valuation Analysis Today of
AMRS
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
69.06
-
-
AMRS is -124.29% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
3.94
Price to sales ratio is 42.82% above the industry mean
P/B (Price to book value ratio):
-6.97
-
-
Net income growth rate (3Y):
-65.00%
Net income growth rate is 17.58% higher than the average industry 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:
-461.10%
Net debt to equity ratio:
-336.21%
Debt to assets ratio:
78.93%
Net debt to assets ratio:
57.55%
Debt-to-asset ratio is 45.89% above industry average
Ability to repay debt:
Interest coverage ratio:
-4.47
Interest coverage ratio is -121.25% less than industry average
Looking forward:
Debt growth rate:
0.00%
-
Debt repayment rate in last quarter: 0.02%
Analysis of Key Statistics
Correlation of price movement with the market:
0.363
Statistical significance of correlation:
AMRS has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.58
Stock price is -37.43% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.58
Correlation of price movement with Nasdaq (^IXIC):
-0.033
Covariance of price movement with the market:
-0.144
Kurtosis
6.493
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:
0.708
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
AMRS
Gross Profit Margin Ratio:
77%
Operating Profit Margin Ratio:
-177.45%
Operating profit margin is -36.98% lower than the industry
Net Profit Margin Ratio:
77%
Effective Tax Rate:
1.51%
Effective tax rate is -91.58% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
57.12%
Return on equity (ROE) is 98.71% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-9.78%
Return on assets (ROA) is -472.32% lower than the industry
Financial Leverage:
4.7x
Current Ratio:
1.77
Current ratio is -34.01% below industry average
Cash Conversion Cycle (days):
-137
Cash conversion cycle is -322.03% below industry average
The remaining useful life of property plant & equipment is: 10.0 years
Stock based compensation to net income ratio:
-13.19%
In-depth Efficiency Analysis
Revenue generated per employee:
227.2K
Each employee generates -70% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 70.1K
Each employee generates -171% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 89.6K
Each employee generates -382% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 190.0K
Each employee generates 411% more free cash flow than industry average revenue per employee
Assets/Capital per employee
436.2K
Each employee generates 411% more free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 31.55%
Growth rate in R&D investment/expenditure is 201.76% higher than the industry
Competitors/Peer firms of
AMRS
WD-40 COMPANY (XNAS:WDFC)
SSR Mining Inc. (XNAS:SSRM)
METHANEX CORPORATION (XNAS:MEOH)
BALCHEM CORPORATION (XNAS:BCPC)
INNOSPEC INC. (XNAS:IOSP)
KAISER ALUMINUM CORPORATION (XNAS:KALU)
UFP INDUSTRIES, INC. (XNAS:UFPI)
SCHNITZER STEEL INDUSTRIES, INC. (XNAS:SCHN)
Green Plains Inc. (XNAS:GPRE)
Current Analyst Ratings
Strong buy�0%
Buy�4%
Hold�4%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
222.67M
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:
181.48M
41.19M
97.32M
-
326.81M
-
167.34M
591.46M
-
15.38M
5.13M
- 68727.20K
- 395132.00K
- 87846.00K
- 92187.00K
- 1394.00K
- 87846.00K
Statement of Cash Flow
Date:
Period:
4.05M
Differed Income Tax :
-
Stock Based Compensation :
11.59M
Change in Working Capital :
- 38502.00K
Accounts Receivables:
- 1554.00K
Other Working Capital:
- 969.00K
Other Non-Cash Items:
- 19341.00K
Net Cash Provided by Operating Activities:
- 152442.00K
Investments in PP&E:
- 33751.00K
Net Acquisitions:
- 13535.00K
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):
3/31/22
2022
Q1
287.89M
-
287.89M
58.68M
82.30M
42.08M
470.94M
184.66M
136.01M
56.09M
19.70M
-
31.05M
427.51M
-
898.45M
88.29M
95.82M
1.23M
1.55M
80.55M
266.22M
709.12M
48.99M
758.11M
-
1.02B
5.03M
- 2458973.00K
- 37483.0K
2.34B
March 31, 2022 at 6:00:00 AM
617.80M
- 153790.00K
870.54M
-
804.94M
517.1M
-
-
- 47286.00K
- 131.00K
-
-
-
4.09M
3.96M
169.00K
- 195601.00K
292.71M
488.31M
- 152442.00K
- 33751.00K
- 186193.00K
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
AMRS
2023
2024
2025
2026
2027
$2.99
$3.26
$3.56
$3.88
$4.23