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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CFFN
Primary Facts
Banks�Regional
Name:
-
Sector:
18.74M
Industry:
8.99
CEO:
Mr. John Dicus
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-
Capitol Federal Financial, Inc. (XNAS:CFFN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CAPITOL FEDERAL FINANCIAL, INC. (XNAS:CFFN)
One Month Price Target:
Six Month Price Target :
$9.01
Likely Price in One Year's Time:
Ticker:
$9.12
Likely Trading Range Today Under (Normal Volatility)
$9.02
Price Upper limit ($) :
$9.24
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P182
This week:
$8.61
This month :
$8.14
Other Primary facts
Market Cap:
138.86M
Market Cap Classification:
1.25B
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-7.85%
$7.29
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:
$9.97
17.12%
$8.01
$10.76
Medium risk (<10%) entry points
Buy Call
Sell Call
$9.54
Buy Put:
Sell Put:
$7.22
$8.44
$9.71
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Banks�Regional
Sharpe Ratio:
CFFN, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.23%
-3.116581857
Sharpe ratio is -311.66% lower than the industry
Average Returns/Yield of
Banks�Regional
Daily returns:
1
Weekly returns:
-0.04%
Monthly returns:
-0.22%
Yearly returns:
-10.62%
Comparison of returns:
-1.973580239
Classification:
Average annual returns/yield (last 3 years) is -197.36% below industry average
Results of T-Test of Returns:
CFFN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.19
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -214.07% lower than the market/S&P 500 average
Weekly Volatility:
2.04%
Monthly Volatility:
4.57%
Yearly Volatility:
9.13%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
39.82%
-51.68%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -51.68% below long-term volatility
Weekly VaR:
-4.24%
Monthly VaR:
-9.48%
How Much Can the price of
Banks�Regional
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):
$7.44
This translates to price declining to:
-17%
This translates to price declining to:
-65.67%
Severe Crash Probability
-18.96%
What is Value at Risk (VaR)?
Risk Fundamentals
14.63%
CFFN is a 33.81% riskier investment compared to the market/S&P 500 & is 14.63% riskier than Nasdaq (IXIC)
CFFN is a 33.81% riskier investment compared to the market/S&P 500
Beta Examination of
Banks�Regional
0.418
Expected beta in 1 year's time:
0.62
Expected beta in 3 year's time:
0.47
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.42
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 -56.66% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.206
-0.567
Average Industry Beta:
Beta is -56.66% lower than peers
-0.566647233
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -51.19% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.665
-15.337
-10.588
Analysis of Cost of Capital of
Banks�Regional
Equity cost of capital:
Alpha is -1059% below the market average
-0.384
Unlevered (without debt) cost of capital:
Equity cost of capital is -38.36% below industry mean WACC
Before-tax cost of debt:
2.97%
After-tax cost of debt:
4.52%
Overall debt rating:
3.57%
Weighted average cost of capital (WACC):
4.52%
-51.19%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 46.26% above the industry mean
-125.37%
EPS:
Eighty-One Million Nine Hundred Twenty-Four Thousand Four Hundred Fifty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 1940.72% higher than the industry
-138.45%
Free cash flow (FCF) per share:
Price to book ratio is -23.33% below the industry mean
-
-1.0257751
Debt per share
Debt repayment rate in last quarter: 15.65%
EBITDA per share
Each employee generates 13% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Banks�Regional
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
14.61
0.177470037
7.3210967
0.227958101
-
-
P/S (Price to Sales ratio):
$1.44
0.462598042
P/B (Price to book value ratio):
Price to sales ratio is 46.26% above the industry mean
-
19.40724225
Net income growth rate (3Y):
Annual revenue growth rate is -125.37% below industry average
-142.83%
Dividend Analysis
Net income growth rate is -142.83% lower than the industry average net income growth rate
Dividend payout rate: 51.38%
$0.20
Previous Dividend: $0.20
Previous adjusted dividend: $0.20
Previous Dividend: $0.59
Expected next dividend best case: $0.28
Expected next dividend worst case: $0.12
Average dividend payment (long-term): $0.14
Average dividend increase/decrease (growth rate) % per period: 49.36%
Expected next dividend payment date: 22/09/2022
Expected next dividend record date: 09/08/2022
-
Previous dividend payment date: 24/06/2022
Previous dividend record date: 06/10/2022
Dividend History:
-
2022-05-05--$0.09
2021-11-18--$0.22
2022-06-09--$0.20
2022-02-03--$0.09
2021-11-04--$0.09
1.095380675
In-depth Debt & Leverage Analysis
Debt to equity ratio:
119.00%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 18.7 years
Debt to assets ratio:
15.07%
Net debt to assets ratio:
130.14%
-90.10%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -90.10% below industry average
2.12
Looking forward:
Debt growth rate:
1.2x
-3743.45%
15.65%
Analysis of Key Statistics
Correlation of price movement with the market:
13.53348812
Statistical significance of correlation:
-0.39%
Average Correlation of the industry with the market:
0.46
-8.21%
R Squared (percentage of price movement explained by movement of the market):
0.46
Correlation of price movement with Nasdaq (^IXIC):
0.211
Covariance of price movement with the market:
0.003
Kurtosis
0.004
12.135
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
1.426
Fundamental Analysis & Dupont Analysis of
Banks�Regional
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is 12.69% higher than the industry
-36.64%
Net Profit Margin Ratio:
-
Effective Tax Rate:
0.76%
-0.008652611
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -63.63% lower than the industry
-44.50%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -36.64% lower than the industry
-63.63%
Financial Leverage:
Interest coverage ratio is 211.89% more than industry average
Current Ratio:
Return on equity (ROE) is -44.50% lower than the industry
-
Cash Conversion Cycle (days):
$11.40
-
-
Stock based compensation to net income ratio:
Equity growth rate per share is -102.58% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.270705374
EBITDA generated per employee:
Each employee generates -27% less revenue than industry average revenue per employee
0.134741371
Profit generated per employee:
$1.33
-21%
Free cash flow (FCF) generated per employee:
Each employee generates -21% less net income/profit than industry average revenue per employee
-0.687393531
Assets/Capital per employee
Each employee generates -69% less free cash flow than industry average revenue per employee
-0.687393531
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Banks�Regional
$11.58
FIRST BUSEY CORPORATION (XNAS:BUSE)
WESTAMERICA BANCORPORATION (XNAS:WABC)
THE BANCORP, INC. (XNAS:TBBK)
PROGRESS ACQUISITION UNT (XNAS:PGRWU)
FIRST BANCORP (XNAS:FBNC)
FIRST FOUNDATION INC. (XNAS:FFWM)
LENDINGTREE, INC. (XNAS:TREE)
PALOMAR HOLDINGS, INC. (XNAS:PLMR)
Current Analyst Ratings
$0.59
Strong buy�0%
Buy�0%
Hold�17%
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:
199.57M
-
-
-
84.32M
89.69M
5.37M
-
-
252.33M
71.50M
10.89M
371%
21.88M
-
205%
21.88M
Statement of Cash Flow
Date:
Period:
22.19M
Differed Income Tax :
2.69M
Stock Based Compensation :
-
Change in Working Capital :
610.00K
Accounts Receivables:
- 2372.00K
Other Working Capital:
-
Other Non-Cash Items:
2.81M
Net Cash Provided by Operating Activities:
- 2846.00K
Investments in PP&E:
20.27M
Net Acquisitions:
- 1526.00K
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
12/31/2021
2022
Q1
135.48M
1.89B
2.03B
-
-
-
-
97.72M
-
-
1.89B
-
-
-
9.61B
9.61B
-
-
3.73M
-
-
-
1.58B
-
1.59B
9.98B
8.39B
1.39M
79.75M
- 23326.0K
Value
-
1.16B
1.22B
9.61B
3.78B
1.58B
-
107.67M
- 12876.00K
93.26M
- 293702.00K
-
-
- 41385.00K
309.81M
- 25279.00K
-
88.25M
158.55M
70.29M
20.27M
- 1526.00K
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Banks�Regional
2023
2024
2025
2026
2027
10.3670442
$10.37
$10.66
$10.96
$11.26