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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
BLL
Primary Facts
Packaging & Containers
Name:
-
Sector:
- 1166000.00K
Industry:
55.81
CEO:
Mr. John Hayes
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
1.091627587
0.058263977
Ball Corporation (XNYS:BALL) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
BALL CORPORATION (XNYS:BALL)
One Month Price Target:
Six Month Price Target :
$56.01
Likely Price in One Year's Time:
Ticker:
$56.99
Likely Trading Range Today Under (Normal Volatility)
$56.02
Price Upper limit ($) :
$58.18
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P223
This week:
$53.31
This month :
$50.22
Other Primary facts
Market Cap:
314.31M
Market Cap Classification:
17.46B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.58%
$44.62
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:
$62.14
12.09%
$49.48
$67.43
Medium risk (<10%) entry points
Buy Call
Sell Call
$59.29
Buy Put:
Sell Put:
$44.19
$52.33
$60.42
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaging & Containers
Sharpe Ratio:
BLL, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.57%
-1.127253744
Sharpe ratio is -112.73% lower than the industry
Average Returns/Yield of
Packaging & Containers
Daily returns:
1
Weekly returns:
0.00%
Monthly returns:
0.02%
Yearly returns:
1.08%
Comparison of returns:
-0.905791341
Classification:
Average annual returns/yield (last 3 years) is -90.58% below industry average
Results of T-Test of Returns:
BLL is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.21
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -108.74% lower than the market/S&P 500 average
Weekly Volatility:
2.18%
Monthly Volatility:
4.89%
Yearly Volatility:
9.77%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
42.59%
-57.10%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -57.10% below long-term volatility
Weekly VaR:
-4.48%
Monthly VaR:
-10.02%
How Much Can the price of
Packaging & Containers
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):
$45.94
This translates to price declining to:
-18%
This translates to price declining to:
-69.44%
Severe Crash Probability
-20.05%
What is Value at Risk (VaR)?
Risk Fundamentals
21.21%
BLL is a 41.49% riskier investment compared to the market/S&P 500 & is 21.21% riskier than Nasdaq (IXIC)
BLL is a 41.49% riskier investment compared to the market/S&P 500
Beta Examination of
Packaging & Containers
0.631
Expected beta in 1 year's time:
0.614
Expected beta in 3 year's time:
0.679
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.63
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 -37.13% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.222
-0.617
Average Industry Beta:
Beta is -61.73% lower than peers
-0.371263452
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -20.55% below industry mean WACC
-52.19%
Alpha provided | Alpha Analysis
Alpha provided:
0.961
-5.468
-4.070
Analysis of Cost of Capital of
Packaging & Containers
Equity cost of capital:
Alpha is -407% below the market average
-0.255
Unlevered (without debt) cost of capital:
Equity cost of capital is -25.46% below industry mean WACC
Before-tax cost of debt:
2.63%
After-tax cost of debt:
3.02%
Overall debt rating:
2.39%
Weighted average cost of capital (WACC):
3.02%
-20.55%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $19.96
Revenue growth rate per share of (3Y):
Price to sales ratio is -2.26% below the industry mean
151.29%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 654.91% higher than the industry
64.42%
Free cash flow (FCF) per share:
Price to book ratio is -31.97% below the industry mean
-
5.459952433
Debt per share
Debt repayment rate in last quarter: 0.01%
EBITDA per share
Each employee generates -84% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaging & Containers
P/E Ratio:
Sustainable growth rate is -52.19% below industry average
P/E Ratio of Competitors/Peers:
25.04
0.273173749
-
-
-
Share value as per dividend discount (DDM) model: $38.19
P/S (Price to Sales ratio):
$45.82
-0.022564474
P/B (Price to book value ratio):
Price to sales ratio is -2.26% below the industry mean
-
6.549129887
Net income growth rate (3Y):
Annual revenue growth rate is 151.29% above the industry average
-482.84%
Dividend Analysis
Net income growth rate is -482.84% lower than the industry average net income growth rate
Dividend payout rate: 5.78%
$0.20
Previous Dividend: $0.20
Previous adjusted dividend: $0.20
Previous Dividend: $0.80
Expected next dividend best case: $0.22
Expected next dividend worst case: $0.18
Average dividend payment (long-term): $0.17
Average dividend increase/decrease (growth rate) % per period: 3.33%
Expected next dividend payment date: 13/09/2022
Expected next dividend record date: 30/08/2022
-
Previous dividend payment date: 15/06/2022
Previous dividend record date: 06/01/2022
Dividend History:
-
2022-02-28--$0.20
2021-08-31--$0.20
2022-05-31--$0.20
2021-11-30--$0.20
2021-05-28--$0.15
-0.568843387
In-depth Debt & Leverage Analysis
Debt to equity ratio:
219.78%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.0 years
Debt to assets ratio:
40.94%
Net debt to assets ratio:
221.27%
-38.36%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -38.36% below industry average
0.53
Looking forward:
Debt growth rate:
1.7x
-144.88%
0.01%
Analysis of Key Statistics
Correlation of price movement with the market:
18.23713538
Statistical significance of correlation:
-0.37%
Average Correlation of the industry with the market:
0.572
2.79%
R Squared (percentage of price movement explained by movement of the market):
0.572
Correlation of price movement with Nasdaq (^IXIC):
0.327
Covariance of price movement with the market:
-0.011
Kurtosis
-0.013
12.199
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
-0.607
Fundamental Analysis & Dupont Analysis of
Packaging & Containers
Gross Profit Margin Ratio:
2.79B
Operating Profit Margin Ratio:
Net profit margin is 18.49% higher than the industry
53.38%
Net Profit Margin Ratio:
2.79B
Effective Tax Rate:
-
-0.528574976
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 3.31% higher than the industry
-42.74%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 53.38% higher than the industry
3.31%
Financial Leverage:
Interest coverage ratio is 52.89% more than industry average
Current Ratio:
Return on equity (ROE) is -42.74% lower than the industry
-0.382045296
Cash Conversion Cycle (days):
$27.44
-2.171204167
Current ratio is -38.20% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 546.00% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -217.12% below industry average
-0.805740097
EBITDA generated per employee:
Each employee generates -81% less revenue than industry average revenue per employee
-0.835533042
Profit generated per employee:
$7.44
-83%
Free cash flow (FCF) generated per employee:
Each employee generates -83% less net income/profit than industry average revenue per employee
1.904520307
Assets/Capital per employee
Each employee generates 190% more free cash flow than industry average revenue per employee
1.904520307
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaging & Containers
$51.52
LAS VEGAS SANDS CORP. (XNYS:LVS)
V.F. CORPORATION (XNYS:VFC)
LENNAR CORPORATION (XNYS:LEN)
CARVANA CO. (XNYS:CVNA)
Magna International Inc. (XNYS:MGA)
Carnival Corp (XNYS:CCL)
TTM TECHNOLOGIES, INC. (XNAS:TTMI)
D.R. HORTON, INC. (XNYS:DHI)
Current Analyst Ratings
-
Strong buy�13%
Buy�17%
Hold�25%
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:
14.40B
11.61B
78%
-
-
622.00M
-
717.00M
12.95B
-
272.00M
717.00M
65%
224.00M
- 139000.00K
36%
224.00M
Statement of Cash Flow
Date:
Period:
447.00M
Differed Income Tax :
185.00M
Stock Based Compensation :
48.00M
Change in Working Capital :
-
Accounts Receivables:
- 1004000.00K
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
- 480000.00K
Investments in PP&E:
- 804000.00K
Net Acquisitions:
-
Purchases of Investments:
298.00M
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
437.00M
-
437.00M
3.13B
2.32B
418.00M
6.31B
7.13B
4.32B
1.63B
190.00M
88.00M
1.27B
14.62B
-
20.93B
5.03B
379.00M
-
-
1.08B
6.49B
8.63B
1.18B
10.48B
-
16.97B
1.23B
7.22B
- 611000.0K
Value
1.34B
-
3.90B
20.87B
-
9.00B
-
-
- 344000.00K
- 46000.00K
- 1000.00K
1.00M
- 98000.00K
- 65000.00K
878.00M
715.00M
2.00M
- 133000.00K
446.00M
579.00M
- 804000.00K
- 362000.00K
Our Proprietary Portfolio Rating
Our Rating:
-12.85307986
Price Forecast/Expected Price in Next 5 Years of
Packaging & Containers
2023
2024
2025
2026
2027
43.63413065
$43.63
$45.48
$47.41
$49.42