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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CHD
Primary Facts
Household & Personal Products
Name:
-
Sector:
137.20M
Industry:
84.18
CEO:
Mr. Matthew Farrell
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.471188783
-0.495091915
Church & Dwight Co., Inc. (XNYS:CHD) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CHURCH & DWIGHT CO., INC. (XNYS:CHD)
One Month Price Target:
Six Month Price Target :
$84.35
Likely Price in One Year's Time:
Ticker:
$85.17
Likely Trading Range Today Under (Normal Volatility)
$84.45
Price Upper limit ($) :
$86.17
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P47
This week:
$81.41
This month :
$77.98
Other Primary facts
Market Cap:
242.91M
Market Cap Classification:
19.49B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-8.56%
$71.78
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:
$91.11
13.67%
$77.25
$97.04
Medium risk (<10%) entry points
Buy Call
Sell Call
$87.92
Buy Put:
Sell Put:
$71.32
$80.44
$89.19
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Household & Personal Products
Sharpe Ratio:
CHD, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.20%
0.660280942
Sharpe ratio is 66.03% higher than the industry
Average Returns/Yield of
Household & Personal Products
Daily returns:
1
Weekly returns:
0.04%
Monthly returns:
0.21%
Yearly returns:
9.90%
Comparison of returns:
0.069825372
Classification:
Average annual returns/yield (last 3 years) is 6.98% above industry average
Results of T-Test of Returns:
CHD is a comparatively less risky than Nasdaq (IXIC)
Statistical test of Returns:
0.04
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -12.47% lower than the market/S&P 500 average
Weekly Volatility:
1.62%
Monthly Volatility:
3.63%
Yearly Volatility:
7.26%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
31.64%
-28.80%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -28.80% below long-term volatility
Weekly VaR:
-3.29%
Monthly VaR:
-7.36%
How Much Can the price of
Household & Personal Products
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$73.62
This translates to price declining to:
-13%
This translates to price declining to:
-51.01%
Severe Crash Probability
-14.73%
What is Value at Risk (VaR)?
Risk Fundamentals
-10.96%
CHD is a 3.93% riskier investment compared to the market/S&P 500 & is -10.96% less risky than Nasdaq(IXIC)
CHD is a 3.93% riskier investment compared to the market/S&P 500
Beta Examination of
Household & Personal Products
0.352
Expected beta in 1 year's time:
0.395
Expected beta in 3 year's time:
0.462
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.35
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -57.91% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.254
-0.372
Average Industry Beta:
Beta is -37.23% lower than peers
-0.579097924
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -28.44% below industry mean WACC
-21.23%
Alpha provided | Alpha Analysis
Alpha provided:
0.653
10.410
2.762
Analysis of Cost of Capital of
Household & Personal Products
Equity cost of capital:
Alpha is 276% higher than market/& is unsustainably high
-0.373
Unlevered (without debt) cost of capital:
Equity cost of capital is -37.35% below industry mean WACC
Before-tax cost of debt:
4.02%
After-tax cost of debt:
2.37%
Overall debt rating:
1.87%
Weighted average cost of capital (WACC):
2.37%
-28.44%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $25.40
Revenue growth rate per share of (3Y):
Price to sales ratio is 6.95% above the industry mean
31.43%
EPS:
Seven Hundred Ninety-One Million Four Hundred Thirty-Three Thousand Four Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -14.72% lower than the industry
-81.09%
Free cash flow (FCF) per share:
Price to book ratio is -99.12% below the industry mean
-
0.605090055
Debt per share
Debt repayment rate in last quarter: 8.51%
EBITDA per share
Each employee generates 77% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Household & Personal Products
P/E Ratio:
Sustainable growth rate is -21.23% below industry average
P/E Ratio of Competitors/Peers:
26.76
0.011908481
86.20612594
-0.023503271
$3.78
Share value as per dividend discount (DDM) model: $52.81
P/S (Price to Sales ratio):
$21.61
0.069538223
P/B (Price to book value ratio):
Price to sales ratio is 6.95% above the industry mean
-
-0.147205416
Net income growth rate (3Y):
Annual revenue growth rate is 31.43% above the industry average
-98.24%
Dividend Analysis
Net income growth rate is -98.24% lower than the industry average net income growth rate
Dividend payout rate: 7.85%
$0.26
Previous Dividend: $0.26
Previous adjusted dividend: $0.26
Previous Dividend: $1.03
Expected next dividend best case: $0.27
Expected next dividend worst case: $0.25
Average dividend payment (long-term): $0.25
Average dividend increase/decrease (growth rate) % per period: 1.45%
Expected next dividend payment date: 30/08/2022
Expected next dividend record date: 15/08/2022
Expected next dividend declaration date: 26/07/2022
Previous dividend payment date: 06/01/2022
Previous dividend record date: 16/05/2022
Dividend History:
Previous dividend declaration date: 27/04/2022
2022-02-14--$0.26
2021-08-13--$0.25
2022-05-13--$0.26
2021-11-12--$0.25
2021-05-13--$0.25
-1.133010996
In-depth Debt & Leverage Analysis
Debt to equity ratio:
65.81%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 8.7 years
Debt to assets ratio:
28.20%
Net debt to assets ratio:
47.35%
-70.44%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -70.44% below industry average
0.59
Looking forward:
Debt growth rate:
1.3x
-59.67%
8.51%
Analysis of Key Statistics
Correlation of price movement with the market:
11.96623839
Statistical significance of correlation:
-0.23%
Average Correlation of the industry with the market:
0.416
-25.19%
R Squared (percentage of price movement explained by movement of the market):
0.416
Correlation of price movement with Nasdaq (^IXIC):
0.173
Covariance of price movement with the market:
0.003
Kurtosis
0.003
11.621
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
0.321
Fundamental Analysis & Dupont Analysis of
Household & Personal Products
Gross Profit Margin Ratio:
2.27B
Operating Profit Margin Ratio:
Net profit margin is -291.02% lower than the industry
-348.95%
Net Profit Margin Ratio:
2.27B
Effective Tax Rate:
0.36%
-0.085749579
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 151.37% higher than the industry
-45.89%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -348.95% lower than the industry
151.37%
Financial Leverage:
Interest coverage ratio is 59.27% more than industry average
Current Ratio:
Return on equity (ROE) is -45.89% lower than the industry
-0.757838728
Cash Conversion Cycle (days):
$6.63
-0.573961461
Current ratio is -75.78% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 60.51% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -57.40% below industry average
0.540276632
EBITDA generated per employee:
Each employee generates 54% more revenue than industry average revenue per employee
0.766828151
Profit generated per employee:
$5.28
87%
Free cash flow (FCF) generated per employee:
Each employee generates 87% more net income/profit than industry average revenue per employee
10.01166219
Assets/Capital per employee
Each employee generates 1001% more free cash flow than industry average revenue per employee
10.01166219
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Household & Personal Products
$105.43
MCCORMICK & COMPANY, INCORPORATED (XNYS:MKC)
MCCORMICK & COMPANY, INCORPORATED (XNYS:MKC)
COCA-COLA EUROPACIFIC PARTNERS PLC (XNAS:CCEP)
Mexican Economic Development, Inc. (XNYS:FMX)
KELLOGG COMPANY (XNYS:K)
THE CLOROX COMPANY (XNYS:CLX)
BF-A
BF-B
Current Analyst Ratings
$3.26
Strong buy�8%
Buy�4%
Hold�54%
Sell�21%
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:
5.25B
2.98B
173%
-
627.00M
1.21B
580.90M
-
4.19B
-
57.10M
217.90M
98%
195.70M
- 50300.00K
77%
195.70M
Statement of Cash Flow
Date:
Period:
204.40M
Differed Income Tax :
53.70M
Stock Based Compensation :
- 1000.00K
Change in Working Capital :
2.90M
Accounts Receivables:
- 104100.00K
Other Working Capital:
- 95200.00K
Other Non-Cash Items:
- 4100.00K
Net Cash Provided by Operating Activities:
- 3100.00K
Investments in PP&E:
152.80M
Net Acquisitions:
- 15600.00K
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
3/31/2022
2022
Q1
174.40M
-
174.40M
407.10M
598.80M
41.50M
1.22B
653.20M
2.27B
3.46B
10.80M
-
316.90M
6.72B
-
7.94B
655.00M
802.70M
59.70M
-
413.90M
1.87B
1.61B
317.50M
2.67B
-
4.54B
292.80M
5.51B
- 53200.0K
Value
1.21B
- 2343400.00K
3.40B
7.94B
-
2.41B
-
-
- 100.00K
- 15700.00K
- 149900.00K
-
-
- 63700.00K
11.00M
- 202600.00K
- 700.00K
- 66200.00K
174.40M
240.60M
152.80M
- 15600.00K
Our Proprietary Portfolio Rating
Our Rating:
-14.13023313
Price Forecast/Expected Price in Next 5 Years of
Household & Personal Products
2023
2024
2025
2026
2027
96.03113838
$96.03
$98.30
$100.62
$103.00