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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CNX
Primary Facts
Oil & Gas E&P
Name:
-
Sector:
96.22M
Industry:
17.35
CEO:
Mr. Nicholas DeIuliis
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-
Cnx Resources Corporation (XNYS:CNX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CNX RESOURCES CORPORATION (XNYS:CNX)
One Month Price Target:
Six Month Price Target :
$17.47
Likely Price in One Year's Time:
Ticker:
$18.1
Likely Trading Range Today Under (Normal Volatility)
$17.51
Price Upper limit ($) :
$18.85
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P192
This week:
$15.92
This month :
$14.16
Other Primary facts
Market Cap:
189.45M
Market Cap Classification:
3.20B
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.93%
$10.97
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:
$20.87
28.24%
$13.83
$23.96
Medium risk (<10%) entry points
Buy Call
Sell Call
$19.21
Buy Put:
Sell Put:
$10.74
$15.49
$19.87
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Oil & Gas E&P
Sharpe Ratio:
CNX, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
4.60%
0.085314589
Sharpe ratio is 8.53% higher than the industry
Average Returns/Yield of
Oil & Gas E&P
Daily returns:
1
Weekly returns:
0.21%
Monthly returns:
1.07%
Yearly returns:
51.31%
Comparison of returns:
-0.1645861
Classification:
Average annual returns/yield (last 3 years) is -16.46% below industry average
Results of T-Test of Returns:
CNX is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.23
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 118.83% higher than the market/S&P 500 average
Weekly Volatility:
4.11%
Monthly Volatility:
9.19%
Yearly Volatility:
18.38%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
80.10%
-17.85%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -17.85% below long-term volatility
Weekly VaR:
-8.22%
Monthly VaR:
-18.39%
How Much Can the price of
Oil & Gas E&P
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$12.13
This translates to price declining to:
-30%
This translates to price declining to:
>85%
Severe Crash Probability
-36.78%
What is Value at Risk (VaR)?
Risk Fundamentals
122.41%
CNX is a 159.61% riskier investment compared to the market/S&P 500 & is 122.41% riskier than Nasdaq (IXIC)
CNX is a 159.61% riskier investment compared to the market/S&P 500
Beta Examination of
Oil & Gas E&P
1.286
Expected beta in 1 year's time:
0.531
Expected beta in 3 year's time:
0.872
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.29
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 -36.09% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.679
-0.883
Average Industry Beta:
Beta is -88.26% lower than peers
-0.360867056
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
1.233
-0.115
25.048
Analysis of Cost of Capital of
Oil & Gas E&P
Equity cost of capital:
Alpha is 2505% higher than market/& is unsustainably high
-0.294
Unlevered (without debt) cost of capital:
Equity cost of capital is -29.37% below industry mean WACC
Before-tax cost of debt:
6.31%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -75.39% below the industry mean
-52.17%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -42.97% lower than the industry
137.40%
Free cash flow (FCF) per share:
Price to book ratio is -99.46% below the industry mean
-
-
Debt per share
-
EBITDA per share
Each employee generates -228% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Oil & Gas E&P
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
0
-305.3207037
-1.056825495
-
-
P/S (Price to Sales ratio):
$14.32
-0.753891927
P/B (Price to book value ratio):
Price to sales ratio is -75.39% below the industry mean
-
-0.429698596
Net income growth rate (3Y):
Annual revenue growth rate is -52.17% below industry average
-123.04%
Dividend Analysis
Net income growth rate is -123.04% lower than the industry average net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 1.4 years
Debt to assets ratio:
-
Net debt to assets ratio:
118.92%
1.99%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 1.99% above industry average
-2.22
Looking forward:
Debt growth rate:
2.2x
-100.48%
-
Analysis of Key Statistics
Correlation of price movement with the market:
7.094788257
Statistical significance of correlation:
-0.48%
Average Correlation of the industry with the market:
0.262
-33.66%
R Squared (percentage of price movement explained by movement of the market):
0.262
Correlation of price movement with Nasdaq (^IXIC):
0.068
Covariance of price movement with the market:
-0.022
Kurtosis
-0.053
7.151
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
0.744
Fundamental Analysis & Dupont Analysis of
Oil & Gas E&P
Gross Profit Margin Ratio:
1.66B
Operating Profit Margin Ratio:
Net profit margin is 3971.58% higher than the industry
-4134.11%
Net Profit Margin Ratio:
1.66B
Effective Tax Rate:
-0.50%
0.252395369
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -367.73% lower than the industry
-259.13%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -4134.11% lower than the industry
-367.73%
Financial Leverage:
Interest coverage ratio is -222.11% less than industry average
Current Ratio:
Return on equity (ROE) is -259.13% lower than the industry
-0.758832177
Cash Conversion Cycle (days):
-
-0.834516192
Current ratio is -75.88% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -83.45% below industry average
-0.230865505
EBITDA generated per employee:
Each employee generates -23% less revenue than industry average revenue per employee
-2.277012124
Profit generated per employee:
-$7.25
-924%
Free cash flow (FCF) generated per employee:
Each employee generates -924% less net income/profit than industry average revenue per employee
-3.367549217
Assets/Capital per employee
Each employee generates -337% less free cash flow than industry average revenue per employee
-3.367549217
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Oil & Gas E&P
$26.34
TECHNIPFMC PLC (XNYS:FTI)
ENBL
CALLON PETROLEUM COMPANY (XNYS:CPE)
Valaris Limited (XNYS:VAL)
ENERPLUS CORPORATION (XNYS:ERF)
WHITING PETROLEUM CORPORATION (XNYS:WLL)
CALIFORNIA RESOURCES CORPORATION (XNYS:CRC)
SUN
Current Analyst Ratings
-$7.25
Strong buy�13%
Buy�8%
Hold�29%
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:
2.71B
1.06B
230%
-
60.76M
116.00M
-
35.13M
1.21B
-
141.85M
504.80M
-268%
- 500813.00K
- 3526045.00K
-374%
- 500813.00K
Statement of Cash Flow
Date:
Period:
98.03M
Differed Income Tax :
-
Stock Based Compensation :
37.35M
Change in Working Capital :
7.53M
Accounts Receivables:
- 20006.00K
Other Working Capital:
- 3807.00K
Other Non-Cash Items:
- 36.00K
Net Cash Provided by Operating Activities:
96.75M
Investments in PP&E:
219.65M
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):
-
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Value
151.12M
-
-
-
-
-
-
-
- 118424.00K
- 118424.00K
- 62461.00K
4.80M
- 23988.00K
-
- 5811.00K
- 87461.00K
-
13.76M
35.36M
21.60M
219.65M
- 123429.00K
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Oil & Gas E&P
2023
2024
2025
2026
2027
18.909189
$18.91
$20.54
$22.32
$24.25