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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CACI
Primary Facts
Information Technology Services
Name:
-
Sector:
175.75M
Industry:
275.08
CEO:
Mr. John Mengucci
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.702003636
-0.939414487
Caci International Inc. (XNYS:CACI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CACI INTERNATIONAL INC. (XNYS:CACI)
One Month Price Target:
Six Month Price Target :
$276.5
Likely Price in One Year's Time:
Ticker:
$283.62
Likely Trading Range Today Under (Normal Volatility)
$276.15
Price Upper limit ($) :
$292.17
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P532
This week:
$263.66
This month :
$249.55
Other Primary facts
Market Cap:
23.42M
Market Cap Classification:
6.44B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-13.86%
$224.02
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:
$303.72
12.73%
$246.44
$328.06
Medium risk (<10%) entry points
Buy Call
Sell Call
$290.60
Buy Put:
Sell Put:
$222.10
$259.56
$295.80
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Information Technology Services
Sharpe Ratio:
CACI, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.81%
-0.11285012
Sharpe ratio is -11.29% lower than the industry
Average Returns/Yield of
Information Technology Services
Daily returns:
1
Weekly returns:
0.04%
Monthly returns:
0.21%
Yearly returns:
10.00%
Comparison of returns:
-0.307213185
Classification:
Average annual returns/yield (last 3 years) is -30.72% below industry average
Results of T-Test of Returns:
CACI is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.88
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -29.46% lower than the market/S&P 500 average
Weekly Volatility:
2.04%
Monthly Volatility:
4.56%
Yearly Volatility:
9.13%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
39.80%
-5.24%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -5.24% below long-term volatility
Weekly VaR:
-4.15%
Monthly VaR:
-9.28%
How Much Can the price of
Information Technology Services
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$231.23
This translates to price declining to:
-16%
This translates to price declining to:
-64.31%
Severe Crash Probability
-18.56%
What is Value at Risk (VaR)?
Risk Fundamentals
12.25%
CACI is a 31.02% riskier investment compared to the market/S&P 500 & is 12.25% riskier than Nasdaq (IXIC)
CACI is a 31.02% riskier investment compared to the market/S&P 500
Beta Examination of
Information Technology Services
0.925
Expected beta in 1 year's time:
0.747
Expected beta in 3 year's time:
0.642
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.92
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -23.51% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.553
-0.243
Average Industry Beta:
Beta is -24.28% lower than peers
-0.235116932
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -18.07% below industry mean WACC
-89.14%
Alpha provided | Alpha Analysis
Alpha provided:
0.908
-0.828
0.330
Analysis of Cost of Capital of
Information Technology Services
Equity cost of capital:
Alpha is 33% compared to market & is healthy
-0.170
Unlevered (without debt) cost of capital:
Equity cost of capital is -17.03% below industry mean WACC
Before-tax cost of debt:
5.67%
After-tax cost of debt:
2.05%
Overall debt rating:
1.62%
Weighted average cost of capital (WACC):
2.05%
-18.07%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -71.20% below the industry mean
88.60%
EPS:
Four Hundred Four Million One Hundred Eight Thousand Three Hundred Eighty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -37.50% lower than the industry
458.09%
Free cash flow (FCF) per share:
Price to book ratio is -63.56% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 22.65%
EBITDA per share
Each employee generates -37% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Information Technology Services
P/E Ratio:
Sustainable growth rate is -89.14% below industry average
P/E Ratio of Competitors/Peers:
17.75
-0.625970318
819.2957906
-0.664248244
$26.16
-
P/S (Price to Sales ratio):
$261.54
-0.711995498
P/B (Price to book value ratio):
Price to sales ratio is -71.20% below the industry mean
-
-0.375005151
Net income growth rate (3Y):
Annual revenue growth rate is 88.60% above the industry average
-99.94%
Dividend Analysis
Net income growth rate is -99.94% 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:
71.03%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.0 years
Debt to assets ratio:
31.67%
Net debt to assets ratio:
73.11%
-48.62%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -48.62% below industry average
-0.65
Looking forward:
Debt growth rate:
1.5x
257.69%
22.65%
Analysis of Key Statistics
Correlation of price movement with the market:
22.32615315
Statistical significance of correlation:
-0.30%
Average Correlation of the industry with the market:
0.649
8.90%
R Squared (percentage of price movement explained by movement of the market):
0.649
Correlation of price movement with Nasdaq (^IXIC):
0.421
Covariance of price movement with the market:
0.025
Kurtosis
0.029
9.497
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
-0.313
Fundamental Analysis & Dupont Analysis of
Information Technology Services
Gross Profit Margin Ratio:
- 676892.00K
Operating Profit Margin Ratio:
Net profit margin is -196.60% lower than the industry
-214.88%
Net Profit Margin Ratio:
- 676892.00K
Effective Tax Rate:
1.62%
-0.699251397
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 7687.80% higher than the industry
-73.49%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -214.88% lower than the industry
7687.80%
Financial Leverage:
Interest coverage ratio is -64.94% less than industry average
Current Ratio:
Return on equity (ROE) is -73.49% lower than the industry
-0.358515027
Cash Conversion Cycle (days):
$86.02
0.06769624
Current ratio is -35.85% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 6.77% above industry average
-0.34138221
EBITDA generated per employee:
Each employee generates -34% less revenue than industry average revenue per employee
-0.371217962
Profit generated per employee:
$26.47
119%
Free cash flow (FCF) generated per employee:
Each employee generates 119% more net income/profit than industry average revenue per employee
-2.199352024
Assets/Capital per employee
Each employee generates -220% less free cash flow than industry average revenue per employee
-2.199352024
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Information Technology Services
$535.24
SWITCH, INC. (XNYS:SWCH)
CCC INTELLIGENT SOLUTIONS HOLDINGS INC. (XNYS:CCCS)
ANAPLAN, INC. (XNYS:PLAN)
AllianzIM US LC B10 Jul (ARCX:AZAL)
WORKIVA INC. (XNYS:WK)
WEX INC. (XNYS:WEX)
IRONSOURCE LTD (XNYS:IS)
NCR CORPORATION (XNYS:NCR)
Current Analyst Ratings
$17.26
Strong buy�13%
Buy�33%
Hold�13%
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:
6.12B
6.80B
-43%
-
-
-
-
-
5.64B
-
42.31M
131.24M
41%
35.43M
- 42306.00K
29%
35.43M
Statement of Cash Flow
Date:
Period:
88.11M
Differed Income Tax :
32.59M
Stock Based Compensation :
- 4461.00K
Change in Working Capital :
6.67M
Accounts Receivables:
45.51M
Other Working Capital:
-
Other Non-Cash Items:
- 9077.00K
Net Cash Provided by Operating Activities:
17.54M
Investments in PP&E:
185.95M
Net Acquisitions:
-
Purchases of Investments:
- 116273.00K
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
9/30/2021
2022
Q1
104.43M
-
104.43M
774.93M
86.59M
276.22M
1.24B
543.47M
3.71B
501.57M
-
-
184.38M
4.94B
-
6.18B
119.18M
46.92M
-
-
670.18M
836.27M
2.01B
243.00M
2.59B
-
3.42B
4.27M
3.28B
- 40839.0K
Value
-
- 485641.00K
2.75B
6.18B
-
2.06B
-
-
- 10203.00K
- 126476.00K
- 589730.00K
-
- 2472.00K
-
550.49M
- 41717.00K
- 1361.00K
16.40M
104.43M
88.03M
185.95M
- 10203.00K
Our Proprietary Portfolio Rating
Our Rating:
-36.87218099
Price Forecast/Expected Price in Next 5 Years of
Information Technology Services
2023
2024
2025
2026
2027
420.5766043
$293.63
$446.71
$474.46
$503.93