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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Anaptysbio, Inc. (XNAS:ANAB) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
ANAB
Name:
ANAPTYSBIO, INC. (XNAS:ANAB)
Sector:
- 21069.00K
Industry:
Biotechnology
CEO:
Mr. Hamza Suria
Total Employees:
102
Our Technological Advancement Rating
Our Rating:
B
Technological advancement compared to industry is 35.34% higher
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF ANAPTYSBIO, INC.(ANAB) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND BIOTECHNOLOGY INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
24.84
One Month Price Target:
$24.85
Six Month Price Target :
$24.92
Likely Price in One Year's Time:
Ticker:
$25.01
Likely Trading Range Today Under (Normal Volatility)
$24.71
Price Upper limit ($) :
$25.05
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$22.8
This week:
$20.28
This month :
$15.73
Other Primary facts
Market Cap:
688.47M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
28.24M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
19.24%
-33.8%
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:
$34.29
$29.91
$15.39
$19.77
Medium risk (<10%) entry points
Buy Call
Sell Call
$28.48
Buy Put:
Sell Put:
$27.54
$21.19
$22.14
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
ANAB
Sharpe Ratio:
3.62%
Comparison:
ANAB, is amongst the top 20% stocks with highest risk-adjusted returns
Sharpe ratio is 86.13% higher than the industry
& ratio is 58.78% higher than the market/S&P 500 average
Average Returns/Yield of
ANAB
Daily returns:
0.16%
Weekly returns:
0.78%
Monthly returns:
3.12%
Yearly returns:
25.22%
Comparison of returns:
Average annual returns/yield (last 3 years) is 48.61% above industry average
Classification:
ANAB, is amongst the top 20% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.34
Statistical test of Returns:
ANAB has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
4.07%
Weekly Volatility:
9.10%
Monthly Volatility:
18.21%
Yearly Volatility:
63.07%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
4.58%
Volatility in last five trading days has been 12.49% above long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-8.20%
Weekly VaR:
-18.35%
Monthly VaR:
-36.69%
How Much Can the price of
ANAB
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-31%
Worst case (decline):
>85%
This translates to price declining to:
$17.23
This translates to price declining to:
$3.73
Severe Crash Probability
Risk of crash in next 6/12 months: Very high (>70%)
What is Value at Risk (VaR)?
Risk Fundamentals
ANAB is a 158.98% riskier investment compared to the market/S&P 500 & is 121.87% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is -14.37% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
ANAB
Beta in relation to market/S&P 500--0.10
Expected beta in 1 year's time:
0.327
Expected beta in 3 year's time:
0.463
Unlevered (debt free) Beta:
-
Beta in relation to Nasdaq (XNAS):
0.561
Beta in relation to all global stocks::
0.684
Beta Comparison & Analysis
Beta of competitors/peers::
1.329
Beta is -92.47% lower than peers
Average Industry Beta:
1.152
Beta is -91.31% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
2.17%
Sustainable growth rate is -95.87% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
0.336
Alpha is 137.23% above industry average alpha yield
Alpha is 2142% higher than market/& is unsustainably high
Analysis of Cost of Capital of
ANAB
Equity cost of capital:
0.038
Equity cost of capital is -65.25% below industry mean WACC
Unlevered (without debt) cost of capital:
-
Before-tax cost of debt:
16.53%
After-tax cost of debt:
13.06%
Overall debt rating:
Non-investment grade (junk/speculative grade
Weighted average cost of capital (WACC):
13.06%
WACC is -54.36% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$1.87
Revenue growth rate per share of (3Y):
2.12
Annual revenue growth rate is 80.95% above the industry average
EPS:
-$2.75
Expected Annual growth rate of EPS (3Y):
-16.31%
Expected future EPS growth rate is -263.46% lower than the Biotechnology industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$0.67
EBITDA per share
-$2.48
Valuation Analysis Today of
ANAB
P/E Ratio:
97.48
P/E Ratio of Competitors/Peers:
102.9
P/E ratio is -5.26% lower than main peers & is 8.65% higher than the industry
-
ANAB is -110.07% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
13.26
Price to sales ratio is -67.26% below the industry mean
P/B (Price to book value ratio):
2.12
-
Price to free cash flow ratio is 50.55% higher than the industry
Net income growth rate (3Y):
-15.69%
Net income growth rate is -122.22% 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:
5.76%
Net debt to equity ratio:
-44.09%
Debt to assets ratio:
3.05%
Net debt to assets ratio:
-23.32%
Debt-to-asset ratio is -92.77% below industry average
Ability to repay debt:
Interest coverage ratio:
-20.55
Interest coverage ratio is -82.64% less than industry average
Looking forward:
Debt growth rate:
0.00%
-
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.239
Statistical significance of correlation:
ANAB has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.34
Stock price is -29.69% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.34
Correlation of price movement with Nasdaq (^IXIC):
-0.017
Covariance of price movement with the market:
-0.041
Kurtosis
8.534
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:
-0.333
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
ANAB
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
-132.71%
Operating profit margin is -69.04% lower than the industry
Net Profit Margin Ratio:
-
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-22.94%
Return on equity (ROE) is -59.98% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-12.14%
Return on assets (ROA) is -40.50% lower than the industry
Financial Leverage:
1.0x
Current Ratio:
25.9
Current ratio is 220.00% above industry average
Cash Conversion Cycle (days):
0
-
The remaining useful life of property plant & equipment is: 15.0 years
Stock based compensation to net income ratio:
-10.20%
In-depth Efficiency Analysis
Revenue generated per employee:
518.6K
Each employee generates -68% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 685.7K
Each employee generates -278% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 744.0K
Each employee generates -681% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 206.6K
Each employee generates -240% less free cash flow than industry average revenue per employee
Assets/Capital per employee
1.1M
Each employee generates -240% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 23.08%
Growth rate in R&D investment/expenditure is -743.36% lower than the industry
Competitors/Peer firms of
ANAB
ORASURE TECHNOLOGIES, INC. (XNAS:OSUR)
DBV Technologies SA (XNAS:DBVT)
AKOYA BIOSCIENCES, INC. (XNAS:AKYA)
VBI Vaccines Inc. (XNAS:VBIV)
SEASPINE HOLDINGS CORPORATION (XNAS:SPNE)
Cellectis SA (XNAS:CLLS)
HARPOON THERAPEUTICS, INC. (XNAS:HARP)
CHIMERIX, INC. (XNAS:CMRX)
CHEMOCENTRYX, INC. (XNAS:CCXI)
Current Analyst Ratings
Strong buy�17%
Buy�17%
Hold�0%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Strong buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
52.90M
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:
-
-
96.83M
26.27M
26.27M
-
-
123.10M
578.00K
3.40M
2.54M
- 69946.00K
- 70202.00K
- 75888.00K
- 75888.00K
-
- 75888.00K
Statement of Cash Flow
Date:
Period:
573.00K
Differed Income Tax :
-
Stock Based Compensation :
7.74M
Change in Working Capital :
1.91M
Accounts Receivables:
- 45.00K
Other Working Capital:
-
Other Non-Cash Items:
5.02M
Net Cash Provided by Operating Activities:
- 21014.00K
Investments in PP&E:
- 55.00K
Net Acquisitions:
-
Purchases of Investments:
- 322477.00K
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):
3/31/22
2022
Q1
166.41M
339.21M
505.62M
921.00K
-
5.87M
512.41M
21.31M
-
-
91.20M
-
256.00K
112.76M
-
625.17M
2.48M
1.54M
-
-
15.76M
19.78M
19.06M
255.58M
274.64M
-
294.42M
28.00K
- 358008.00K
- 2434.0K
691.16M
March 31, 2022 at 6:00:00 AM
90.93M
330.75M
625.17M
430.40M
20.60M
- 145816.0K
9.62M
-
- 312912.00K
-
4.84M
-
-
- 235.00K
4.61M
-
- 329317.00K
166.41M
495.73M
- 21014.00K
- 55.00K
- 21069.00K
Our Proprietary Portfolio Rating
Our Rating:
B
Price Forecast/Expected Price in Next 5 Years of
ANAB
2023
2024
2025
2026
2027
$25.09
$25.26
$25.43
$25.60
$25.77