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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CHRW
Primary Facts
Integrated Freight & Logistics
Name:
-
Sector:
- 40157.00K
Industry:
115.36
CEO:
Mr. Robert Biesterfeld
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-0.849602964
-1.711599816
C.H. Robinson Worldwide, Inc. (XNAS:CHRW) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
C.H. ROBINSON WORLDWIDE, INC. (XNAS:CHRW)
One Month Price Target:
Six Month Price Target :
$115.83
Likely Price in One Year's Time:
Ticker:
$118.21
Likely Trading Range Today Under (Normal Volatility)
$115.82
Price Upper limit ($) :
$121.06
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P79
This week:
$110.99
This month :
$105.59
Other Primary facts
Market Cap:
123.88M
Market Cap Classification:
13.99B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-11.5%
$95.83
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:
$126.20
9.33%
$104.52
$135.61
Medium risk (<10%) entry points
Buy Call
Sell Call
$121.13
Buy Put:
Sell Put:
$95.11
$109.59
$123.14
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Integrated Freight & Logistics
Sharpe Ratio:
CHRW, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
3.14%
0.184657869
Sharpe ratio is 18.47% higher than the industry
Average Returns/Yield of
Integrated Freight & Logistics
Daily returns:
1
Weekly returns:
0.08%
Monthly returns:
0.39%
Yearly returns:
18.90%
Comparison of returns:
-0.109237643
Classification:
Average annual returns/yield (last 3 years) is -10.92% below industry average
Results of T-Test of Returns:
CHRW is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.51
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 62.94% higher than the market/S&P 500 average
Weekly Volatility:
1.88%
Monthly Volatility:
4.21%
Yearly Volatility:
8.42%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
36.69%
-71.37%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -71.37% below long-term volatility
Weekly VaR:
-3.79%
Monthly VaR:
-8.47%
How Much Can the price of
Integrated Freight & Logistics
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):
$99.13
This translates to price declining to:
-14%
This translates to price declining to:
-58.66%
Severe Crash Probability
-16.93%
What is Value at Risk (VaR)?
Risk Fundamentals
2.39%
CHRW is a 19.51% riskier investment compared to the market/S&P 500 & is 2.39% riskier than Nasdaq (IXIC)
CHRW is a 19.51% riskier investment compared to the market/S&P 500
Beta Examination of
Integrated Freight & Logistics
0.735
Expected beta in 1 year's time:
0.395
Expected beta in 3 year's time:
0.483
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.73
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -31.18% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.426
-0.518
Average Industry Beta:
Beta is -51.77% lower than peers
-0.311803326
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -21.73% below industry mean WACC
-6.18%
Alpha provided | Alpha Analysis
Alpha provided:
0.683
-0.003
6.821
Analysis of Cost of Capital of
Integrated Freight & Logistics
Equity cost of capital:
Alpha is 682% higher than market/& is unsustainably high
-0.218
Unlevered (without debt) cost of capital:
Equity cost of capital is -21.79% below industry mean WACC
Before-tax cost of debt:
4.75%
After-tax cost of debt:
2.53%
Overall debt rating:
2.00%
Weighted average cost of capital (WACC):
2.53%
-21.73%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $29.65
Revenue growth rate per share of (3Y):
Price to sales ratio is -64.16% below the industry mean
-52.08%
EPS:
Nine Hundred Two Million Three Hundred Fifteen Thousand Nine Hundred Forty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 432.91% higher than the industry
-62.05%
Free cash flow (FCF) per share:
Price to book ratio is 31.46% above the industry mean
-
0.541898131
Debt per share
Debt repayment rate in last quarter: 35.58%
EBITDA per share
Each employee generates 10% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Integrated Freight & Logistics
P/E Ratio:
Sustainable growth rate is -6.18% below industry average
P/E Ratio of Competitors/Peers:
13.86
-0.135711577
113.737658
0.014263895
$0.41
Share value as per dividend discount (DDM) model: $48.01
P/S (Price to Sales ratio):
$202.72
-0.641555364
P/B (Price to book value ratio):
Price to sales ratio is -64.16% below the industry mean
-
4.329084034
Net income growth rate (3Y):
Annual revenue growth rate is -52.08% below industry average
-84.62%
Dividend Analysis
Net income growth rate is -84.62% lower than the industry average net income growth rate
Dividend payout rate: 7.74%
$0.55
Previous Dividend: $0.55
Previous adjusted dividend: $0.55
Previous Dividend: $2.20
Expected next dividend best case: $0.57
Expected next dividend worst case: $0.53
Average dividend payment (long-term): $0.52
Average dividend increase/decrease (growth rate) % per period: 0.71%
Expected next dividend payment date: 29/09/2022
Expected next dividend record date: 09/01/2022
-
Previous dividend payment date: 07/01/2022
Previous dividend record date: 06/03/2022
Dividend History:
-
2022-03-03--$0.55
2021-12-10--$0.55
2022-06-02--$0.55
2021-12-14--$0.55
2021-09-02--$0.51
-1.273619628
In-depth Debt & Leverage Analysis
Debt to equity ratio:
106.69%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.6 years
Debt to assets ratio:
29.73%
Net debt to assets ratio:
87.71%
-87.30%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -87.30% below industry average
-0.44
Looking forward:
Debt growth rate:
1.3x
16.66%
35.58%
Analysis of Key Statistics
Correlation of price movement with the market:
14.54183986
Statistical significance of correlation:
-0.24%
Average Correlation of the industry with the market:
0.486
-11.89%
R Squared (percentage of price movement explained by movement of the market):
0.486
Correlation of price movement with Nasdaq (^IXIC):
0.236
Covariance of price movement with the market:
0.003
Kurtosis
0.003
6.355
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
-0.325
Fundamental Analysis & Dupont Analysis of
Integrated Freight & Logistics
Gross Profit Margin Ratio:
1.76B
Operating Profit Margin Ratio:
Net profit margin is -23.51% lower than the industry
-2.14%
Net Profit Margin Ratio:
1.76B
Effective Tax Rate:
2.61%
-0.250075614
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -284.10% lower than the industry
39.26%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -2.14% lower than the industry
-284.10%
Financial Leverage:
Interest coverage ratio is -43.51% less than industry average
Current Ratio:
Return on equity (ROE) is 39.26% higher than the industry
-0.284593785
Cash Conversion Cycle (days):
$14.84
-0.935117347
Current ratio is -28.46% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 54.19% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -93.51% below industry average
0.431287878
EBITDA generated per employee:
Each employee generates 43% more revenue than industry average revenue per employee
0.100302235
Profit generated per employee:
$10.45
99%
Free cash flow (FCF) generated per employee:
Each employee generates 99% more net income/profit than industry average revenue per employee
-1.211067007
Assets/Capital per employee
Each employee generates -121% less free cash flow than industry average revenue per employee
-1.211067007
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Integrated Freight & Logistics
$194.13
NORDSON CORPORATION (XNAS:NDSN)
PLUG POWER INC. (XNAS:PLUG)
AMERCO (XNAS:UHAL)
ICAHN ENTERPRISES UNT (XNAS:IEP)
Kanzhun Ltd (XNAS:BZ)
UNITED AIRLINES HOLDINGS, INC. (XNAS:UAL)
BNGOW
AMERICAN AIRLINES GROUP INC. (XNAS:AAL)
Current Analyst Ratings
$7.09
Strong buy�8%
Buy�8%
Hold�63%
Sell�13%
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:
25.11B
23.35B
28%
-
-
555.52M
-
-
23.91B
-
62.73M
90.47M
21%
200.23M
- 62731.00K
18%
200.23M
Statement of Cash Flow
Date:
Period:
270.35M
Differed Income Tax :
22.49M
Stock Based Compensation :
- 2916.00K
Change in Working Capital :
24.61M
Accounts Receivables:
- 325201.00K
Other Working Capital:
143.98M
Other Non-Cash Items:
- 81219.00K
Net Cash Provided by Operating Activities:
- 3251.00K
Investments in PP&E:
- 13928.00K
Net Acquisitions:
- 10046.00K
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
242.81M
-
242.81M
4.90B
-
140.31M
5.28B
437.35M
1.49B
84.01M
-
129.23M
102.90M
2.24B
-
7.52B
2.00B
640.51M
143.66M
-
899.52M
3.54B
1.84B
29.33M
1.88B
-
5.43B
12.80M
5.13B
- 54264.0K
Value
555.52M
- 2997702.00K
2.10B
7.52B
-
2.48B
-
-
- 13933.00K
- 23979.00K
- 1015000.00K
-
- 177741.00K
- 72855.00K
1.29B
21.77M
1.53M
- 14604.00K
242.81M
257.41M
- 13928.00K
- 26229.00K
Our Proprietary Portfolio Rating
Our Rating:
-9.357709786
Price Forecast/Expected Price in Next 5 Years of
Integrated Freight & Logistics
2023
2024
2025
2026
2027
160.0900222
$121.67
$167.99
$176.29
$184.99