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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
AVDX
Primary Facts
Software�Infrastructure
Name:
-
Sector:
- 38357.00K
Industry:
7.64
CEO:
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
1.211326328
1.108820054
Avidxchange Holdings Inc (XNAS:AVDX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
Avidxchange Holdings Inc (XNAS:AVDX)
One Month Price Target:
Six Month Price Target :
$7.71
Likely Price in One Year's Time:
Ticker:
$8.07
Likely Trading Range Today Under (Normal Volatility)
$7.72
Price Upper limit ($) :
$8.51
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P254
This week:
$6.84
This month :
$5.85
Other Primary facts
Market Cap:
198.10M
Market Cap Classification:
1.58B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-16.71%
$4.05
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:
$9.75
14.86%
$5.53
$11.38
Medium risk (<10%) entry points
Buy Call
Sell Call
$8.87
Buy Put:
Sell Put:
$3.90
$6.41
$9.22
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Software�Infrastructure
Sharpe Ratio:
AVDX, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.63%
-6.160799403
Sharpe ratio is -616.08% lower than the industry
Average Returns/Yield of
Software�Infrastructure
Daily returns:
1
Weekly returns:
-0.41%
Monthly returns:
-2.03%
Yearly returns:
-97.39%
Comparison of returns:
-7.770890572
Classification:
Average annual returns/yield (last 3 years) is -777.09% below industry average
Results of T-Test of Returns:
AVDX is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.39
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -470.19% lower than the market/S&P 500 average
Weekly Volatility:
4.91%
Monthly Volatility:
10.99%
Yearly Volatility:
21.98%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
95.79%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-10.50%
Monthly VaR:
-23.47%
How Much Can the price of
Software�Infrastructure
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Low (<25%)
Worst case (decline):
$4.11
This translates to price declining to:
-46%
This translates to price declining to:
>85%
Severe Crash Probability
-46.95%
What is Value at Risk (VaR)?
Risk Fundamentals
183.87%
AVDX is a 231.35% riskier investment compared to the market/S&P 500 & is 183.87% riskier than Nasdaq (IXIC)
AVDX is a 231.35% riskier investment compared to the market/S&P 500
Beta Examination of
Software�Infrastructure
1.686
Expected beta in 1 year's time:
0.143
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.69
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 51.65% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.338
-
Average Industry Beta:
-
0.516538101
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 75.40% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
-
-31.982
-71.350
Analysis of Cost of Capital of
Software�Infrastructure
Equity cost of capital:
Alpha is -7135% below the market average
0.365
Unlevered (without debt) cost of capital:
Equity cost of capital is 36.54% above industry mean WACC
Before-tax cost of debt:
11.67%
After-tax cost of debt:
0.02%
Overall debt rating:
0.02%
Weighted average cost of capital (WACC):
0.02%
75.40%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -46.69% below the industry mean
-4.44%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-349.05%
Free cash flow (FCF) per share:
Price to book ratio is -87.04% below the industry mean
Growth rate in R&D investment/expenditure is -1889.29% lower than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.13%
EBITDA per share
Each employee generates -213% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Software�Infrastructure
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-0.652355378
-12.711408
-
-
P/S (Price to Sales ratio):
$1.30
-0.46691591
P/B (Price to book value ratio):
Price to sales ratio is -46.69% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -4.44% below industry average
-98.61%
Dividend Analysis
Net income growth rate is -98.61% lower than the industry average net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-14.17%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 6.9 years
Debt to assets ratio:
-5.17%
Net debt to assets ratio:
26.73%
-86.01%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -86.01% below industry average
11.72
Looking forward:
Debt growth rate:
1.1x
-127.71%
0.13%
Analysis of Key Statistics
Correlation of price movement with the market:
0.186255212
Statistical significance of correlation:
-1.89%
Average Correlation of the industry with the market:
0.012
-97.39%
R Squared (percentage of price movement explained by movement of the market):
0.012
Correlation of price movement with Nasdaq (^IXIC):
0
Covariance of price movement with the market:
0.082
Kurtosis
0.119
0.872
Skewness of returns:
Returns are more concentrated around the mean (platykurtic), compared to a normal distribution
0.048
Fundamental Analysis & Dupont Analysis of
Software�Infrastructure
Gross Profit Margin Ratio:
154.04M
Operating Profit Margin Ratio:
Net profit margin is 439.07% higher than the industry
303.42%
Net Profit Margin Ratio:
154.04M
Effective Tax Rate:
-4.11%
-0.911203104
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 126.11% higher than the industry
-121.98%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 303.42% higher than the industry
126.11%
Financial Leverage:
Interest coverage ratio is 1171.70% more than industry average
Current Ratio:
Return on equity (ROE) is -121.98% lower than the industry
-0.358963378
Cash Conversion Cycle (days):
$0.95
-1.326397711
Current ratio is -35.90% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -132.64% below industry average
-0.590005778
EBITDA generated per employee:
Each employee generates -59% less revenue than industry average revenue per employee
-2.134743428
Profit generated per employee:
-$0.60
-594%
Free cash flow (FCF) generated per employee:
Each employee generates -594% less net income/profit than industry average revenue per employee
-2.211463644
Assets/Capital per employee
Each employee generates -221% less free cash flow than industry average revenue per employee
-2.211463644
Research & Development (R&D) Analysis
46.40%
-18.89288965
Competitors/Peer firms of
Software�Infrastructure
$13.07
-
-
-
-
-
-
-
-
Current Analyst Ratings
-$0.01
Strong buy�0%
Buy�0%
Hold�0%
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:
258.51M
104.46M
238%
70.01M
110.15M
175.90M
65.75M
31.90M
382.28M
634.52K
44.22K
51.41M
-183%
- 4732.59K
- 46351.09K
-262%
- 4732.59K
Statement of Cash Flow
Date:
Period:
- 25147.00K
Differed Income Tax :
7.72M
Stock Based Compensation :
54.00K
Change in Working Capital :
6.79M
Accounts Receivables:
- 16707.00K
Other Working Capital:
- 872.00K
Other Non-Cash Items:
248.00K
Net Cash Provided by Operating Activities:
1.98M
Investments in PP&E:
- 25314.00K
Net Acquisitions:
- 1734.00K
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
294.92M
228.66M
523.58M
47.00M
-
945.81M
1.52B
111.47M
165.92M
106.03M
-
-
31.80M
415.22M
-
1.93B
15.51M
6.64M
-
9.86M
984.16M
1.02B
188.38M
2.70M
210.57M
-
1.23B
198.00K
- 897698.00K
-
Value
277.82M
1.60B
704.87M
1.93B
-
195.02M
- 228595.00K
-
- 13357.00K
- 243686.00K
- 237.00K
173.00K
-
-
- 309201.00K
- 309265.00K
-
- 578265.00K
1.23B
1.81B
- 25314.00K
- 13043.00K
Our Proprietary Portfolio Rating
Our Rating:
-1.621401681
Price Forecast/Expected Price in Next 5 Years of
Software�Infrastructure
2023
2024
2025
2026
2027
8.507802944
$8.51
$9.47
$10.54
$11.74