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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
BLE
Primary Facts
Asset Management
Name:
-
Sector:
34.97M
Industry:
10.92
CEO:
Mr. John Perlowski
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-
Blackrock Muni Inc Ii (XNYS:BLE) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
BlackRock Muni Inc II (XNYS:BLE)
One Month Price Target:
Six Month Price Target :
$10.94
Likely Price in One Year's Time:
Ticker:
$11.07
Likely Trading Range Today Under (Normal Volatility)
$10.94
Price Upper limit ($) :
$11.22
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P32
This week:
$10.6
This month :
$10.2
Other Primary facts
Market Cap:
-
Market Cap Classification:
590.06M
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-17.%
$9.48
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:
$11.75
9.9%
$10.09
$12.42
Medium risk (<10%) entry points
Buy Call
Sell Call
$11.38
Buy Put:
Sell Put:
$9.42
$10.46
$11.53
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Asset Management
Sharpe Ratio:
BLE, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.80%
-5.055955536
Sharpe ratio is -505.60% lower than the industry
Average Returns/Yield of
Asset Management
Daily returns:
1
Weekly returns:
-0.04%
Monthly returns:
-0.19%
Yearly returns:
-8.97%
Comparison of returns:
-1.977000118
Classification:
Average annual returns/yield (last 3 years) is -197.70% below industry average
Results of T-Test of Returns:
BLE is a comparatively less risky than Nasdaq (IXIC)
Statistical test of Returns:
0.10
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -243.08% lower than the market/S&P 500 average
Weekly Volatility:
1.42%
Monthly Volatility:
3.17%
Yearly Volatility:
6.34%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
27.63%
-51.00%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -51.00% below long-term volatility
Weekly VaR:
-2.95%
Monthly VaR:
-6.59%
How Much Can the price of
Asset Management
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):
$9.60
This translates to price declining to:
-12%
This translates to price declining to:
-45.68%
Severe Crash Probability
-13.19%
What is Value at Risk (VaR)?
Risk Fundamentals
-20.26%
BLE is -6.93% less risky an investment compared to the market/S&P 500 & is -20.26% less risky than Nasdaq(IXIC)
BLE is -6.93% less risky an investment compared to the market/S&P 500
Beta Examination of
Asset Management
0.407
Expected beta in 1 year's time:
0.413
Expected beta in 3 year's time:
0.453
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.41
Beta in relation to Nasdaq (XNAS):
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Beta in relation to all global stocks::
Beta is -76.00% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-
-0.662
Average Industry Beta:
Beta is -66.17% lower than peers
-0.760021659
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-71.04%
Alpha provided | Alpha Analysis
Alpha provided:
0.640
1.675
-9.489
Analysis of Cost of Capital of
Asset Management
Equity cost of capital:
Alpha is -949% below the market average
-0.598
Unlevered (without debt) cost of capital:
Equity cost of capital is -59.78% below industry mean WACC
Before-tax cost of debt:
-
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $2.77
Revenue growth rate per share of (3Y):
Price to sales ratio is -7.30% below the industry mean
601.44%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-159.76%
Free cash flow (FCF) per share:
Price to book ratio is -62.02% below the industry mean
-
-0.043392791
Debt per share
Debt repayment rate in previous year: 100.00%
EBITDA per share
-
Valuation Analysis Today of
Asset Management
P/E Ratio:
Sustainable growth rate is -71.04% below industry average
P/E Ratio of Competitors/Peers:
-
-
-2.42216916
-5.508355643
-
Share value as per dividend discount (DDM) model: $14.62
P/S (Price to Sales ratio):
-
-0.073025044
P/B (Price to book value ratio):
Price to sales ratio is -7.30% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 601.44% above the industry average
492.00%
Dividend Analysis
Net income growth rate is 492.00% higher than the average industry net income growth rate
Dividend payout rate: 44.07%
$0.05
Previous Dividend: $0.05
Previous adjusted dividend: $0.05
Previous Dividend: $0.21
Expected next dividend best case: $0.06
Expected next dividend worst case: $0.05
Average dividend payment (long-term): $0.06
Average dividend increase/decrease (growth rate) % per period: -1.46%
Expected next dividend payment date: 29/09/2022
Expected next dividend record date: 13/09/2022
-
Previous dividend payment date: 07/01/2022
Previous dividend record date: 15/06/2022
Dividend History:
-
2022-05-13--$0.05
2022-03-14--$0.05
2022-06-14--$0.05
2022-04-13--$0.05
2022-02-14--$0.06
-1.264423719
In-depth Debt & Leverage Analysis
Debt to equity ratio:
0.00%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 2.2 years
Debt to assets ratio:
0.00%
Net debt to assets ratio:
64.16%
-25.22%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -25.22% below industry average
-0.94
Looking forward:
Debt growth rate:
1.6x
1346.30%
100.00%
Analysis of Key Statistics
Correlation of price movement with the market:
13.1400782
Statistical significance of correlation:
-0.28%
Average Correlation of the industry with the market:
0.449
-22.11%
R Squared (percentage of price movement explained by movement of the market):
0.449
Correlation of price movement with Nasdaq (^IXIC):
0.201
Covariance of price movement with the market:
-0.017
Kurtosis
-0.014
42.934
Skewness of returns:
Returns have severe fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are considerably more likely, compared to assets with normally distributed returns
-2.366
Fundamental Analysis & Dupont Analysis of
Asset Management
Gross Profit Margin Ratio:
34.40M
Operating Profit Margin Ratio:
Net profit margin is 122.29% higher than the industry
42.28%
Net Profit Margin Ratio:
34.40M
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -25.21% lower than the industry
-71.66%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 42.28% higher than the industry
-25.21%
Financial Leverage:
Interest coverage ratio is -93.65% less than industry average
Current Ratio:
Return on equity (ROE) is -71.66% lower than the industry
-
Cash Conversion Cycle (days):
-
-1.236758794
-
Stock based compensation to net income ratio:
Equity growth rate per share is -4.34% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -123.68% below industry average
-
EBITDA generated per employee:
-
-
Profit generated per employee:
-
-
Free cash flow (FCF) generated per employee:
-
-
Assets/Capital per employee
-
-
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Asset Management
$10.62
Cohen & Steers Sel P&Inc (XNYS:PSF)
Nuveen Global High Inc (XNYS:JGH)
ALUS
Ares Dynamic Crdt Alloc (XNYS:ARDC)
D-WAVE QUANTUM INC. (XNYS:QBTS)
SOAC
Danone SA (XETR:BSN)
PIMCO CA Muni Income (XNYS:PCQ)
Current Analyst Ratings
-$0.15
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
2/29/2020
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:
50.60M
16.20M
272%
-
428.22K
538.64K
-
-
16.74M
-
19.04M
-
576%
-
19.04M
422%
-
Statement of Cash Flow
Date:
Period:
36.82M
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
-
Accounts Receivables:
207.53K
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
- 2050.86K
Investments in PP&E:
34.97M
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
8/31/2021
2021
FY
2.02K
-
2.02K
15.57M
-
-
-
-
-
-
1.20B
-
-
-
1.21B
1.21B
14.11M
-
-
-
-
-
-
-
-
473.86M
473.86M
666.32M
72.20M
-
Value
538.64K
-
738.51M
1.21B
-
-
-
-
-
-
- 326.46K
-
- 0.38K
- 23316.43K
- 10045.88K
- 33689.14K
-
- 33689.14K
1.28M
-
34.97M
-
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Asset Management
2023
2024
2025
2026
2027
9.531513228
$9.53
$9.79
$10.06
$10.33