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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
BYND
Primary Facts
Packaged Foods
Name:
-
Sector:
- 186758.00K
Industry:
23.42
CEO:
Mr. Ethan Brown
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.751115961
-1.421673301
Beyond Meat, Inc. (XNAS:BYND) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
BEYOND MEAT, INC. (XNAS:BYND)
One Month Price Target:
Six Month Price Target :
$23.66
Likely Price in One Year's Time:
Ticker:
$24.88
Likely Trading Range Today Under (Normal Volatility)
$23.6
Price Upper limit ($) :
$26.35
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P353
This week:
$21.04
This month :
$18.09
Other Primary facts
Market Cap:
63.67M
Market Cap Classification:
1.38B
Number of Shares
IPO Date:
A+
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-16.94%
$12.77
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:
$29.48
26.01%
$17.36
$34.48
Medium risk (<10%) entry points
Buy Call
Sell Call
$26.79
Buy Put:
Sell Put:
$12.36
$20.05
$27.86
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
BYND, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-1.951268957
Sharpe ratio is -195.13% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
-0.05%
Monthly returns:
-0.26%
Yearly returns:
-12.62%
Comparison of returns:
-2.498486381
Classification:
Average annual returns/yield (last 3 years) is -249.85% below industry average
Results of T-Test of Returns:
BYND is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.70
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -154.70% lower than the market/S&P 500 average
Weekly Volatility:
4.93%
Monthly Volatility:
11.01%
Yearly Volatility:
22.03%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
96.02%
-50.79%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -50.79% below long-term volatility
Weekly VaR:
-10.17%
Monthly VaR:
-22.74%
How Much Can the price of
Packaged Foods
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):
$13.86
This translates to price declining to:
-41%
This translates to price declining to:
>85%
Severe Crash Probability
-45.48%
What is Value at Risk (VaR)?
Risk Fundamentals
174.99%
BYND is a 220.98% riskier investment compared to the market/S&P 500 & is 174.99% riskier than Nasdaq (IXIC)
BYND is a 220.98% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
1.861
Expected beta in 1 year's time:
0.651
Expected beta in 3 year's time:
0.854
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.86
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 217.66% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.064
1.691
Average Industry Beta:
Beta is 169.08% higher than peers
2.176570984
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -65.81% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
1.208
-23.717
-18.151
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -1815% below the market average
1.219
Unlevered (without debt) cost of capital:
Equity cost of capital is 121.95% above industry mean WACC
Before-tax cost of debt:
0.55%
After-tax cost of debt:
0.35%
Overall debt rating:
0.28%
Weighted average cost of capital (WACC):
0.35%
-65.81%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 37.98% above the industry mean
710.46%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
537.29%
Free cash flow (FCF) per share:
Price to book ratio is 664.31% above the industry mean
Growth rate in R&D investment/expenditure is 2212.81% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -282% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-155.7203481
-1.150397814
-
-
P/S (Price to Sales ratio):
$7.32
0.379817161
P/B (Price to book value ratio):
Price to sales ratio is 37.98% above the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 710.46% above the industry average
3127.26%
Dividend Analysis
Net income growth rate is 3127.26% higher than the average industry 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:
1486.83%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 3.3 years
Debt to assets ratio:
47.07%
Net debt to assets ratio:
2812.37%
65.19%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 65.19% above industry average
-1.23
Looking forward:
Debt growth rate:
9.1x
899.42%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
10.53072172
Statistical significance of correlation:
-0.89%
Average Correlation of the industry with the market:
0.373
-13.00%
R Squared (percentage of price movement explained by movement of the market):
0.373
Correlation of price movement with Nasdaq (^IXIC):
0.139
Covariance of price movement with the market:
-0.065
Kurtosis
-0.186
4.169
Skewness of returns:
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.921
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
84.76M
Operating Profit Margin Ratio:
Net profit margin is -1235.01% lower than the industry
-1202.20%
Net Profit Margin Ratio:
84.76M
Effective Tax Rate:
-3.64%
-1.000214167
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -541.61% lower than the industry
-5739.32%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -1202.20% lower than the industry
-541.61%
Financial Leverage:
Interest coverage ratio is -122.74% less than industry average
Current Ratio:
Return on equity (ROE) is -5739.32% lower than the industry
2.311196907
Cash Conversion Cycle (days):
$18.10
-0.5004243
Current ratio is 231.12% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -50.04% below industry average
-0.465721461
EBITDA generated per employee:
Each employee generates -47% less revenue than industry average revenue per employee
-2.815191776
Profit generated per employee:
-$3.56
-542%
Free cash flow (FCF) generated per employee:
Each employee generates -542% less net income/profit than industry average revenue per employee
44.29001107
Assets/Capital per employee
Each employee generates 4429% more free cash flow than industry average revenue per employee
44.29001107
Research & Development (R&D) Analysis
112.29%
22.12807265
Competitors/Peer firms of
Packaged Foods
$42.35
FRESHPET, INC. (XNAS:FRPT)
Innovator Lddrd Alloc PB (BATS:BUFF)
PILGRIM'S PRIDE CORPORATION (XNAS:PPC)
OLLIE'S BARGAIN OUTLET HOLDINGS, INC. (XNAS:OLLI)
HELEN OF TROY LIMITED (XNAS:HELE)
LANCASTER COLONY CORPORATION (XNAS:LANC)
NATIONAL BEVERAGE CORP. (XNAS:FIZZ)
GRAND CANYON EDUCATION, INC. (XNAS:LOPE)
Current Analyst Ratings
-$4.03
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/2/2022
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:
465.99M
381.23M
68%
70.70M
-
245.63M
-
-
697.56M
-
4.04M
24.43M
-211%
22.00K
- 4085.00K
-233%
22.00K
Statement of Cash Flow
Date:
Period:
- 100458.00K
Differed Income Tax :
7.09M
Stock Based Compensation :
-
Change in Working Capital :
9.29M
Accounts Receivables:
- 84223.00K
Other Working Capital:
- 2295.00K
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
3.09M
Investments in PP&E:
- 165210.00K
Net Acquisitions:
- 21548.00K
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
4/2/2022
2022
Q1
547.86M
-
547.86M
52.68M
283.75M
33.01M
917.30M
267.08M
-
-
7.35M
-
102.78M
377.21M
-
1.29B
67.39M
4.64M
-
-
28.97M
100.99M
1.15B
-
1.15B
-
1.25B
6.00K
- 477430.00K
- 1276.0K
Value
316.33M
519.68M
40.98M
1.29B
-
1.16B
-
-
49.00K
- 21499.00K
- 45.00K
-
-
-
376.00K
331.00K
942.00K
- 185436.00K
547.86M
733.29M
- 165210.00K
- 21548.00K
Our Proprietary Portfolio Rating
Our Rating:
253.5066774
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
26.432739
$26.43
$29.74
$33.46
$37.64