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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
BCPC
Primary Facts
Specialty Chemicals
Name:
-
Sector:
- 3235.00K
Industry:
129.2
CEO:
Mr. Theodore Harris
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.800010169
-1.725696001
Balchem Corporation (XNAS:BCPC) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
BALCHEM CORPORATION (XNAS:BCPC)
One Month Price Target:
Six Month Price Target :
$129.63
Likely Price in One Year's Time:
Ticker:
$131.76
Likely Trading Range Today Under (Normal Volatility)
$129.71
Price Upper limit ($) :
$134.32
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P359
This week:
$123.93
This month :
$117.41
Other Primary facts
Market Cap:
32.12M
Market Cap Classification:
4.19B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-8.74%
$105.61
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:
$142.38
14.55%
$116.02
$153.67
Medium risk (<10%) entry points
Buy Call
Sell Call
$136.31
Buy Put:
Sell Put:
$104.73
$122.09
$138.71
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Specialty Chemicals
Sharpe Ratio:
BCPC, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
2.12%
0.072150794
Sharpe ratio is 7.22% higher than the industry
Average Returns/Yield of
Specialty Chemicals
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.27%
Yearly returns:
13.10%
Comparison of returns:
-0.466709114
Classification:
Average annual returns/yield (last 3 years) is -46.67% below industry average
Results of T-Test of Returns:
BCPC is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.49
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -0.36% lower than the market/S&P 500 average
Weekly Volatility:
2.01%
Monthly Volatility:
4.50%
Yearly Volatility:
9.01%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
39.27%
-80.14%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -80.14% below long-term volatility
Weekly VaR:
-4.08%
Monthly VaR:
-9.13%
How Much Can the price of
Specialty Chemicals
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):
$109.15
This translates to price declining to:
-16%
This translates to price declining to:
-63.24%
Severe Crash Probability
-18.26%
What is Value at Risk (VaR)?
Risk Fundamentals
10.39%
BCPC is a 28.85% riskier investment compared to the market/S&P 500 & is 10.39% riskier than Nasdaq (IXIC)
BCPC is a 28.85% riskier investment compared to the market/S&P 500
Beta Examination of
Specialty Chemicals
0.590
Expected beta in 1 year's time:
0.675
Expected beta in 3 year's time:
0.688
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.59
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -49.33% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.527
-0.597
Average Industry Beta:
Beta is -59.72% lower than peers
-0.493280458
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -22.48% below industry mean WACC
-70.70%
Alpha provided | Alpha Analysis
Alpha provided:
0.973
-0.560
3.763
Analysis of Cost of Capital of
Specialty Chemicals
Equity cost of capital:
Alpha is 376% higher than market/& is unsustainably high
-0.354
Unlevered (without debt) cost of capital:
Equity cost of capital is -35.36% below industry mean WACC
Before-tax cost of debt:
6.43%
After-tax cost of debt:
1.24%
Overall debt rating:
0.98%
Weighted average cost of capital (WACC):
1.24%
-22.48%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 78.58% above the industry mean
1298.40%
EPS:
One Hundred Million Two Hundred One Thousand Nine Hundred Twenty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -1.26% lower than the industry
552.95%
Free cash flow (FCF) per share:
Price to book ratio is 16.06% above the industry mean
Growth rate in R&D investment/expenditure is -1056.48% lower than the industry
2.719710646
Debt per share
Debt repayment rate in last quarter: 0.03%
EBITDA per share
Each employee generates 36% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Specialty Chemicals
P/E Ratio:
Sustainable growth rate is -70.70% below industry average
P/E Ratio of Competitors/Peers:
38.67
0.032395995
116.8723171
0.105479922
$2.66
-
P/S (Price to Sales ratio):
$26.22
0.78581148
P/B (Price to book value ratio):
Price to sales ratio is 78.58% above the industry mean
-
-0.012636917
Net income growth rate (3Y):
Annual revenue growth rate is 1298.40% above the industry average
-139.56%
Dividend Analysis
Net income growth rate is -139.56% lower than the industry average net income growth rate
Dividend payout rate: 20.37%
$0.64
Previous Dividend: $0.64
Previous adjusted dividend: $0.64
Previous Dividend: $1.74
Expected next dividend best case: $0.88
Expected next dividend worst case: $0.40
Average dividend payment (long-term): $0.58
Average dividend increase/decrease (growth rate) % per period: 10.94%
Expected next dividend payment date: 21/04/2022
Expected next dividend record date: 28/03/2022
Expected next dividend declaration date: 15/03/2022
Previous dividend payment date: 21/01/2022
Previous dividend record date: 28/12/2021
Dividend History:
Previous dividend declaration date: 15/12/2021
2020-12-24--$0.58
--$0.00
2021-12-27--$0.64
2019-12-27--$0.52
--$0.00
-0.467309973
In-depth Debt & Leverage Analysis
Debt to equity ratio:
8.41%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.1 years
Debt to assets ratio:
6.15%
Net debt to assets ratio:
15.52%
-79.03%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -79.03% below industry average
4.09
Looking forward:
Debt growth rate:
1.1x
-110.01%
0.03%
Analysis of Key Statistics
Correlation of price movement with the market:
20.45473628
Statistical significance of correlation:
-0.29%
Average Correlation of the industry with the market:
0.616
6.23%
R Squared (percentage of price movement explained by movement of the market):
0.616
Correlation of price movement with Nasdaq (^IXIC):
0.379
Covariance of price movement with the market:
0.005
Kurtosis
0.006
7.657
Skewness of returns:
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
0.604
Fundamental Analysis & Dupont Analysis of
Specialty Chemicals
Gross Profit Margin Ratio:
255.95M
Operating Profit Margin Ratio:
Net profit margin is -104.29% lower than the industry
-105.70%
Net Profit Margin Ratio:
255.95M
Effective Tax Rate:
3.03%
0.309959815
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 223.85% higher than the industry
-59.54%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -105.70% lower than the industry
223.85%
Financial Leverage:
Interest coverage ratio is 409.34% more than industry average
Current Ratio:
Return on equity (ROE) is -59.54% lower than the industry
-0.034285872
Cash Conversion Cycle (days):
$4.22
-0.490448206
Current ratio is -3.43% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 271.97% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -49.04% below industry average
-0.171009891
EBITDA generated per employee:
Each employee generates -17% less revenue than industry average revenue per employee
0.361480407
Profit generated per employee:
$5.70
135%
Free cash flow (FCF) generated per employee:
Each employee generates 135% more net income/profit than industry average revenue per employee
-0.935932522
Assets/Capital per employee
Each employee generates -94% less free cash flow than industry average revenue per employee
-0.935932522
Research & Development (R&D) Analysis
-100.00%
-10.5647569
Competitors/Peer firms of
Specialty Chemicals
$210.07
ZYMERGEN INC. (XNAS:ZY)
SSR Mining Inc. (XNAS:SSRM)
AMYRIS, INC. (XNAS:AMRS)
UFP INDUSTRIES, INC. (XNAS:UFPI)
METHANEX CORPORATION (XNAS:MEOH)
INNOSPEC INC. (XNAS:IOSP)
KAISER ALUMINUM CORPORATION (XNAS:KALU)
SCHNITZER STEEL INDUSTRIES, INC. (XNAS:SCHN)
Current Analyst Ratings
$3.12
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:
842.23M
586.28M
121%
9.29M
33.85M
81.16M
47.31M
30.25M
706.97M
-
1.71M
48.44M
87%
31.26M
- 2383.00K
63%
31.26M
Statement of Cash Flow
Date:
Period:
28.93M
Differed Income Tax :
11.93M
Stock Based Compensation :
-
Change in Working Capital :
3.08M
Accounts Receivables:
- 37250.00K
Other Working Capital:
-
Other Non-Cash Items:
7.97M
Net Cash Provided by Operating Activities:
336.00K
Investments in PP&E:
7.02M
Net Acquisitions:
-
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
64.47M
-
64.47M
136.97M
108.41M
9.95M
319.80M
249.63M
522.59M
88.53M
-
-
14.36M
875.10M
-
1.19B
46.82M
2.36M
9.94M
-
74.35M
123.53M
135.56M
15.11M
197.70M
-
321.23M
2.14M
761.06M
- 6289.0K
Value
120.69M
116.77M
873.68M
1.19B
-
137.92M
-
-
- 10072.00K
- 10072.00K
- 41.00K
-
- 34599.00K
- 20703.00K
20.50M
- 34845.00K
- 877.00K
- 38773.00K
64.47M
103.24M
7.02M
- 10256.00K
Our Proprietary Portfolio Rating
Our Rating:
-136.0284806
Price Forecast/Expected Price in Next 5 Years of
Specialty Chemicals
2023
2024
2025
2026
2027
179.8093263
$134.99
$186.94
$194.35
$202.06