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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Caci International Inc. (XNYS:CACI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
CACI
Name:
CACI INTERNATIONAL INC. (XNYS:CACI)
Sector:
175.75M
Industry:
Information Technology Services
CEO:
Mr. John Mengucci
Total Employees:
22,000
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -93.94% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF CACI INTERNATIONAL INC.(CACI) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND INFORMATION TECHNOLOGY SERVICES INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
275.08
One Month Price Target:
$276.5
Six Month Price Target :
$283.62
Likely Price in One Year's Time:
Ticker:
$292.17
Likely Trading Range Today Under (Normal Volatility)
$274.24
Price Upper limit ($) :
$276.15
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$263.66
This week:
$249.55
This month :
$224.02
Other Primary facts
Market Cap:
6.44B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
23.42M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
12.73%
-13.86%
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:
$328.06
$303.72
$222.10
$246.44
Medium risk (<10%) entry points
Buy Call
Sell Call
$295.80
Buy Put:
Sell Put:
$290.60
$254.30
$259.56
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
CACI
Sharpe Ratio:
1.61%
Comparison:
CACI, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -11.29% lower than the industry
& is -29.46% lower than the market/S&P 500 average
Average Returns/Yield of
CACI
Daily returns:
0.04%
Weekly returns:
0.21%
Monthly returns:
0.83%
Yearly returns:
14.44%
Comparison of returns:
Average annual returns/yield (last 3 years) is -30.72% below industry average
Classification:
CACI, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.88
Statistical test of Returns:
CACI has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
2.04%
Weekly Volatility:
4.56%
Monthly Volatility:
9.13%
Yearly Volatility:
31.63%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
1.93%
Volatility in last five trading days has been -5.24% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-4.15%
Weekly VaR:
-9.28%
Monthly VaR:
-18.56%
How Much Can the price of
CACI
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-16%
Worst case (decline):
-64.31%
This translates to price declining to:
$231.23
This translates to price declining to:
$98.19
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?
Risk Fundamentals
CACI is a 31.02% riskier investment compared to the market/S&P 500 & is 12.25% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is -32.71% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
CACI
Beta in relation to market/S&P 500--0.92
Expected beta in 1 year's time:
0.642
Expected beta in 3 year's time:
0.908
Unlevered (debt free) Beta:
0.553
Beta in relation to Nasdaq (XNAS):
0.632
Beta in relation to all global stocks::
0.747
Beta Comparison & Analysis
Beta of competitors/peers::
1.221
Beta is -24.28% lower than peers
Average Industry Beta:
1.209
Beta is -23.51% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
16.16%
Sustainable growth rate is -89.14% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
0.005
Alpha is -82.77% below industry average alpha yield
Alpha is 33% compared to market & is healthy
Analysis of Cost of Capital of
CACI
Equity cost of capital:
0.095
Equity cost of capital is -17.03% below industry mean WACC
Unlevered (without debt) cost of capital:
5.67%
Before-tax cost of debt:
2.05%
After-tax cost of debt:
1.62%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
1.62%
WACC is -18.07% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$261.54
Revenue growth rate per share of (3Y):
2.34
Annual revenue growth rate is 88.60% above the industry average
EPS:
$17.26
Expected Annual growth rate of EPS (3Y):
18.93%
Expected future EPS growth rate is 458.09% higher than the Information Technology Services industry
Free cash flow (FCF) per share:
$26.16
-
-
Debt per share
$86.02
EBITDA per share
$26.47
Valuation Analysis Today of
CACI
P/E Ratio:
17.75
P/E Ratio of Competitors/Peers:
28.62
P/E ratio is -37.96% lower than main peers & is -62.60% lower than the industry
Stock price/value with industry average P/E ratio: $819.30
CACI is -66.42% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
1.05
Price to sales ratio is -71.20% below the industry mean
P/B (Price to book value ratio):
2.34
Price to free cash flow: 10.52
Price to free cash flow ratio is -37.50% lower than the industry
Net income growth rate (3Y):
51.34%
Net income growth rate is -99.94% lower than the industry average net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
73.11%
Net debt to equity ratio:
71.03%
Debt to assets ratio:
32.60%
Net debt to assets ratio:
31.67%
Debt-to-asset ratio is -48.62% below industry average
Ability to repay debt:
Interest coverage ratio:
14.65
Interest coverage ratio is -64.94% less than industry average
Looking forward:
Debt growth rate:
21.26%
Annual debt growth is 258% higher than industry average debt growth rate
Debt repayment rate in last quarter: 22.65%
Analysis of Key Statistics
Correlation of price movement with the market:
0.649
Statistical significance of correlation:
CACI has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.596
Stock price is 8.90% more correlated with the market, compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.596
Correlation of price movement with Nasdaq (^IXIC):
0.025
Covariance of price movement with the market:
0.029
Kurtosis
9.497
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
Skewness of returns:
-0.313
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
CACI
Gross Profit Margin Ratio:
-43%
Operating Profit Margin Ratio:
7.98%
Operating profit margin is -214.88% lower than the industry
Net Profit Margin Ratio:
-43%
Effective Tax Rate:
7.94%
Effective tax rate is -69.93% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
14.91%
Return on equity (ROE) is -73.49% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
6.65%
Return on assets (ROA) is 7687.80% higher than the industry
Financial Leverage:
1.5x
Current Ratio:
1.49
Current ratio is -35.85% below industry average
Cash Conversion Cycle (days):
40
Cash conversion cycle is 6.77% above industry average
The remaining useful life of property plant & equipment is: 0.0 years
Stock based compensation to net income ratio:
1.62%
In-depth Efficiency Analysis
Revenue generated per employee:
278.4K
Each employee generates -34% less revenue than industry average revenue per employee
EBITDA generated per employee:
28.2K
Each employee generates -37% less EBITDA than industry average revenue per employee
Profit generated per employee:
18.7K
Each employee generates 119% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
8.0K
Each employee generates -220% less free cash flow than industry average revenue per employee
Assets/Capital per employee
224.4K
Each employee generates -220% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
CACI
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)
LPL FINANCIAL HOLDINGS INC. (XNAS:LPLA)
Current Analyst Ratings
Strong buy�13%
Buy�33%
Hold�13%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
6.12B
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:
6.80B
- 676892.00K
-
-
-
-
-
-
-
42.31M
131.24M
619.78M
488.54M
410.80M
446.24M
35.43M
410.80M
Statement of Cash Flow
Date:
Period:
32.59M
Differed Income Tax :
- 4461.00K
Stock Based Compensation :
6.67M
Change in Working Capital :
45.51M
Accounts Receivables:
108.24M
Other Working Capital:
- 9077.00K
Other Non-Cash Items:
17.54M
Net Cash Provided by Operating Activities:
185.95M
Investments in PP&E:
-
Net Acquisitions:
- 116273.00K
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):
9/30/21
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
- 485641.00K
September 30, 2021 at 6:00:00 AM
5.64B
2.75B
6.18B
-
2.06B
2.0B
-
- 10203.00K
- 126476.00K
- 589730.00K
-
- 2472.00K
-
550.49M
- 41717.00K
- 1361.00K
16.40M
104.43M
88.03M
185.95M
- 10203.00K
175.75M
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
CACI
2023
2024
2025
2026
2027
$293.63
$446.71
$474.46
$503.93
$535.24