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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Chuy'S Holdings, Inc. (XNAS:CHUY) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
CHUY
Name:
CHUY'S HOLDINGS, INC. (XNAS:CHUY)
Sector:
4.24M
Industry:
Restaurants
CEO:
Mr. Steven Hislop
Total Employees:
6,700
Our Technological Advancement Rating
Our Rating:
A
Technological advancement compared to industry is 332.96% higher
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF CHUY'S HOLDINGS, INC.(CHUY) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND RESTAURANTS INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
21.71
One Month Price Target:
$21.92
Six Month Price Target :
$22.97
Likely Price in One Year's Time:
Ticker:
$24.23
Likely Trading Range Today Under (Normal Volatility)
$21.57
Price Upper limit ($) :
$21.88
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$19.84
This week:
$17.53
This month :
$13.35
Other Primary facts
Market Cap:
401.41M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
18.85M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
27.2%
-31.13%
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:
$30.38
$26.41
$13.04
$17.01
Medium risk (<10%) entry points
Buy Call
Sell Call
$25.12
Buy Put:
Sell Put:
$24.27
$18.29
$19.15
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
CHUY
Sharpe Ratio:
1.13%
Comparison:
CHUY, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -31.30% lower than the industry
& is -50.32% lower than the market/S&P 500 average
Average Returns/Yield of
CHUY
Daily returns:
0.06%
Weekly returns:
0.28%
Monthly returns:
1.13%
Yearly returns:
16.01%
Comparison of returns:
Average annual returns/yield (last 3 years) is -15.15% below industry average
Classification:
CHUY, is amongst the top 40% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.7
Statistical test of Returns:
CHUY has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
4.22%
Weekly Volatility:
9.43%
Monthly Volatility:
18.87%
Yearly Volatility:
65.36%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
0.99%
Volatility in last five trading days has been -76.52% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-8.61%
Weekly VaR:
-19.25%
Monthly VaR:
-38.50%
How Much Can the price of
CHUY
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-33%
Worst case (decline):
>85%
This translates to price declining to:
$14.46
This translates to price declining to:
$3.26
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?
Risk Fundamentals
CHUY is a 171.71% riskier investment compared to the market/S&P 500 & is 132.77% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 20.81% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
CHUY
Beta in relation to market/S&P 500--1.73
Expected beta in 1 year's time:
0.855
Expected beta in 3 year's time:
1.21
Unlevered (debt free) Beta:
1.047
Beta in relation to Nasdaq (XNAS):
0.705
Beta in relation to all global stocks::
1.081
Beta Comparison & Analysis
Beta of competitors/peers::
1.726
Beta is -0.02% lower than peers
Average Industry Beta:
1.354
Beta is 27.44% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
8.03%
Sustainable growth rate is -73.55% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
-0.014
Alpha is -138.40% below industry average alpha yield
Alpha is -88% below the market average
Analysis of Cost of Capital of
CHUY
Equity cost of capital:
0.150
Equity cost of capital is 20.48% above industry mean WACC
Unlevered (without debt) cost of capital:
9.08%
Before-tax cost of debt:
0.07%
After-tax cost of debt:
0.06%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
0.06%
WACC is 112.77% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$21.72
Revenue growth rate per share of (3Y):
1.65
Annual revenue growth rate is -178.47% below industry average
EPS:
$1.46
Expected Annual growth rate of EPS (3Y):
59.45%
Expected future EPS growth rate is 1632.72% higher than the Restaurants industry
Free cash flow (FCF) per share:
$1.36
-
-
Debt per share
$10.10
EBITDA per share
$3.41
Valuation Analysis Today of
CHUY
P/E Ratio:
16.7
P/E Ratio of Competitors/Peers:
30.54
P/E ratio is -45.34% lower than main peers & is -29.44% lower than the industry
Stock price/value with industry average P/E ratio: $34.54
CHUY is -37.15% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
1
Price to sales ratio is -69.35% below the industry mean
P/B (Price to book value ratio):
1.65
Price to free cash flow: 15.96
Price to free cash flow ratio is -59.92% lower than the industry
Net income growth rate (3Y):
363.22%
Net income growth rate is 108.63% higher than the average industry 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:
76.66%
Net debt to equity ratio:
45.90%
Debt to assets ratio:
39.66%
Net debt to assets ratio:
23.74%
Debt-to-asset ratio is -74.84% below industry average
Ability to repay debt:
Interest coverage ratio:
431.32
Interest coverage ratio is 2339.50% more than industry average
Looking forward:
Debt growth rate:
-2.82%
Annual debt growth is -108% lower than industry average debt growth rate
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.394
Statistical significance of correlation:
CHUY has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.517
Stock price is -23.69% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.517
Correlation of price movement with Nasdaq (^IXIC):
-0.014
Covariance of price movement with the market:
-0.034
Kurtosis
9.408
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:
-0.052
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
CHUY
Gross Profit Margin Ratio:
184%
Operating Profit Margin Ratio:
8.44%
Operating profit margin is -10.26% lower than the industry
Net Profit Margin Ratio:
184%
Effective Tax Rate:
15.52%
Effective tax rate is -10.62% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
11.70%
Return on equity (ROE) is 3555.12% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
6.05%
Return on assets (ROA) is -57.37% lower than the industry
Financial Leverage:
1.7x
Current Ratio:
2.51
Current ratio is 123.14% above industry average
Cash Conversion Cycle (days):
-12.4
Cash conversion cycle is -137.27% below industry average
The remaining useful life of property plant & equipment is: 8.0 years
Stock based compensation to net income ratio:
3.50%
In-depth Efficiency Analysis
Revenue generated per employee:
61.1K
Each employee generates -46% less revenue than industry average revenue per employee
EBITDA generated per employee:
9.6K
Each employee generates -62% less EBITDA than industry average revenue per employee
Profit generated per employee:
4.3K
Each employee generates -70% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
0.6K
Each employee generates -74% less free cash flow than industry average revenue per employee
Assets/Capital per employee
56.9K
Each employee generates -74% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
CHUY
LIQUIDITY SERVICES, INC. (XNAS:LQDT)
WESTPORT FUEL SYSTEMS INC. (XNAS:WPRT)
SHOE CARNIVAL, INC. (XNAS:SCVL)
INTERFACE, INC. (XNAS:TILE)
ONESPAWORLD HOLDINGS Ltd (XNAS:OSW)
LINDBLAD EXPEDITIONS HOLDINGS, INC. (XNAS:LIND)
OneWater Marine Inc (XNAS:ONEW)
CARLOTZ, INC. (XNAS:LOTZ)
-
Current Analyst Ratings
Strong buy�4%
Buy�4%
Hold�29%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Hold
Income Statement
Period:
TTM
Date:
3/27/22
Revenue:
409.24M
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:
220.89M
188.35M
-
56.10M
60.90M
4.80M
83.82M
144.71M
-
149.00K
29.74M
64.27M
34.53M
29.04M
34.38M
5.34M
29.04M
Statement of Cash Flow
Date:
Period:
7.34M
Differed Income Tax :
362.00K
Stock Based Compensation :
1.02M
Change in Working Capital :
- 7494.00K
Accounts Receivables:
- 19.00K
Other Working Capital:
108.00K
Other Non-Cash Items:
107.00K
Net Cash Provided by Operating Activities:
6.85M
Investments in PP&E:
- 2613.00K
Net Acquisitions:
-
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):
3/27/22
2022
Q1
89.71M
-
89.71M
3.81M
1.61M
3.56M
98.69M
327.79M
24.07M
21.90M
-
5.04M
2.36M
381.16M
-
479.85M
5.33M
13.34M
5.19M
2.45M
18.26M
39.38M
190.31M
1.93M
192.24M
-
231.62M
189.00K
132.46M
-
115.59M
March 27, 2022 at 6:00:00 AM
365.60M
248.23M
479.85M
-
203.65M
113.9M
-
-
- 2613.00K
-
-
- 21146.00K
-
-
- 21146.00K
-
- 16908.00K
89.71M
106.62M
6.85M
- 2613.00K
4.24M
Our Proprietary Portfolio Rating
Our Rating:
A
Price Forecast/Expected Price in Next 5 Years of
CHUY
2023
2024
2025
2026
2027
$24.35
$47.58
$53.09
$59.25
$66.12