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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
COKE
Primary Facts
Beverages�Non-Alcoholic
Name:
-
Sector:
- 3621.00K
Industry:
465.54
CEO:
Mr. J. Frank Harrison
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.746423335
17.2411343
Coca-Cola Consolidated, Inc. (XNAS:COKE) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
COCA-COLA CONSOLIDATED, INC. (XNAS:COKE)
One Month Price Target:
Six Month Price Target :
$467.89
Likely Price in One Year's Time:
Ticker:
$479.67
Likely Trading Range Today Under (Normal Volatility)
$468.3
Price Upper limit ($) :
$493.79
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P333
This week:
$439.28
This month :
$406.81
Other Primary facts
Market Cap:
9.37M
Market Cap Classification:
4.24B
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-23.47%
$348.09
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:
$530.72
17.86%
$400.36
$587.30
Medium risk (<10%) entry points
Buy Call
Sell Call
$500.22
Buy Put:
Sell Put:
$343.78
$430.86
$512.30
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Beverages�Non-Alcoholic
Sharpe Ratio:
COKE, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
4.03%
-0.042968553
Sharpe ratio is -4.30% lower than the industry
Average Returns/Yield of
Beverages�Non-Alcoholic
Daily returns:
1
Weekly returns:
0.12%
Monthly returns:
0.59%
Yearly returns:
28.10%
Comparison of returns:
-0.228293245
Classification:
Average annual returns/yield (last 3 years) is -22.83% below industry average
Results of T-Test of Returns:
COKE is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.26
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 69.33% higher than the market/S&P 500 average
Weekly Volatility:
2.80%
Monthly Volatility:
6.27%
Yearly Volatility:
12.54%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
54.66%
-57.17%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -57.17% below long-term volatility
Weekly VaR:
-5.64%
Monthly VaR:
-12.61%
How Much Can the price of
Beverages�Non-Alcoholic
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):
$367.94
This translates to price declining to:
-21%
This translates to price declining to:
-87.40%
Severe Crash Probability
-25.23%
What is Value at Risk (VaR)?
Risk Fundamentals
52.55%
COKE is a 78.07% riskier investment compared to the market/S&P 500 & is 52.55% riskier than Nasdaq (IXIC)
COKE is a 78.07% riskier investment compared to the market/S&P 500
Beta Examination of
Beverages�Non-Alcoholic
0.903
Expected beta in 1 year's time:
0.601
Expected beta in 3 year's time:
0.58
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.90
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -1.06% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.539
0.387
Average Industry Beta:
Beta is 38.69% higher than peers
-0.010595674
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -5.96% below industry mean WACC
134.95%
Alpha provided | Alpha Analysis
Alpha provided:
0.821
-0.305
11.942
Analysis of Cost of Capital of
Beverages�Non-Alcoholic
Equity cost of capital:
Alpha is 1194% higher than market/& is unsustainably high
-0.007
Unlevered (without debt) cost of capital:
Equity cost of capital is -0.70% below industry mean WACC
Before-tax cost of debt:
5.58%
After-tax cost of debt:
3.69%
Overall debt rating:
2.91%
Weighted average cost of capital (WACC):
3.69%
-5.96%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $10.71
Revenue growth rate per share of (3Y):
Price to sales ratio is -87.96% below the industry mean
-71.20%
EPS:
One Hundred Ninety-Six Million Eighty-Five Thousand Six Hundred Seventy Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 60.10% higher than the industry
687.42%
Free cash flow (FCF) per share:
Price to book ratio is -46.55% below the industry mean
-
-1.000275278
Debt per share
Debt repayment rate in last quarter: 0.19%
EBITDA per share
Each employee generates -79% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Beverages�Non-Alcoholic
P/E Ratio:
Sustainable growth rate is 134.95% above industry average
P/E Ratio of Competitors/Peers:
15.55
-0.872663393
2861.999045
-0.837337472
$32.51
Share value as per dividend discount (DDM) model: $31.05
P/S (Price to Sales ratio):
$607.79
-0.87956625
P/B (Price to book value ratio):
Price to sales ratio is -87.96% below the industry mean
-
0.601037788
Net income growth rate (3Y):
Annual revenue growth rate is -71.20% below industry average
699.33%
Dividend Analysis
Net income growth rate is 699.33% higher than the average industry net income growth rate
Dividend payout rate: 1.02%
$0.25
Previous Dividend: $0.25
Previous adjusted dividend: $0.25
Previous Dividend: $1.00
-
-
Average dividend payment (long-term): $0.25
Average dividend increase/decrease (growth rate) % per period: 0.00%
Expected next dividend payment date: 08/10/2022
Expected next dividend record date: 27/07/2022
Expected next dividend declaration date: 13/07/2022
Previous dividend payment date: 05/12/2022
Previous dividend record date: 28/04/2022
Dividend History:
Previous dividend declaration date: 14/04/2022
2022-01-27--$0.25
2021-07-22--$0.25
2022-04-27--$0.25
2021-10-21--$0.25
2021-04-22--$0.25
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
93.49%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 4.2 years
Debt to assets ratio:
21.93%
Net debt to assets ratio:
90.54%
-59.46%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -59.46% below industry average
-3.30
Looking forward:
Debt growth rate:
1.3x
52.07%
0.19%
Analysis of Key Statistics
Correlation of price movement with the market:
14.18237617
Statistical significance of correlation:
-0.36%
Average Correlation of the industry with the market:
0.476
-11.86%
R Squared (percentage of price movement explained by movement of the market):
0.476
Correlation of price movement with Nasdaq (^IXIC):
0.227
Covariance of price movement with the market:
0.046
Kurtosis
0.075
13.509
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
-0.455
Fundamental Analysis & Dupont Analysis of
Beverages�Non-Alcoholic
Gross Profit Margin Ratio:
2.01B
Operating Profit Margin Ratio:
Net profit margin is -72.09% lower than the industry
-42.14%
Net Profit Margin Ratio:
2.01B
Effective Tax Rate:
-
0.306644238
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -40.77% lower than the industry
-8.30%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -42.14% lower than the industry
-40.77%
Financial Leverage:
Interest coverage ratio is -330.39% less than industry average
Current Ratio:
Return on equity (ROE) is -8.30% lower than the industry
-0.439993514
Cash Conversion Cycle (days):
$77.63
-0.930941993
Current ratio is -44.00% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -100.03% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -93.09% below industry average
-0.535599264
EBITDA generated per employee:
Each employee generates -54% less revenue than industry average revenue per employee
-0.785344926
Profit generated per employee:
$55.59
-86%
Free cash flow (FCF) generated per employee:
Each employee generates -86% less net income/profit than industry average revenue per employee
-1.011314056
Assets/Capital per employee
Each employee generates -101% less free cash flow than industry average revenue per employee
-1.011314056
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Beverages�Non-Alcoholic
$1,118.79
PRICESMART, INC. (XNAS:PSMT)
LAUREATE EDUCATION, INC. (XNAS:LAUR)
2U, INC. (XNAS:TWOU)
Sprouts Farmers Market, Inc. (XNAS:SFM)
CENTRAL GARDEN & PET COMPANY (XNAS:CENT)
CENTRAL GARDEN & PET COMPANY (XNAS:CENTA)
J & J SNACK FOODS CORP. (XNAS:JJSF)
HOSTESS BRANDS, INC. (XNAS:TWNK)
Current Analyst Ratings
$23.43
Strong buy�0%
Buy�0%
Hold�4%
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:
5.70B
3.68B
141%
-
-
1.54B
-
-
5.22B
-
32.40M
180.31M
37%
78.72M
- 167641.00K
22%
78.72M
Statement of Cash Flow
Date:
Period:
93.39M
Differed Income Tax :
43.27M
Stock Based Compensation :
33.13M
Change in Working Capital :
-
Accounts Receivables:
- 34139.00K
Other Working Capital:
- 23357.00K
Other Non-Cash Items:
- 38138.00K
Net Cash Provided by Operating Activities:
- 4769.00K
Investments in PP&E:
130.88M
Net Acquisitions:
- 104353.00K
Purchases of Investments:
- 197.00K
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
127.09M
-
127.09M
550.68M
276.28M
75.74M
1.03B
1.22B
165.90M
871.22M
-
-
140.77M
2.40B
-
3.43B
273.70M
150.73M
8.59M
-
469.64M
894.07M
727.65M
725.20M
1.73B
-
2.62B
13.06M
815.53M
- 99648.0K
Value
1.54B
-
803.65M
3.43B
-
878.38M
-
-
- 27971.00K
- 132521.00K
- 1375.00K
-
-
- 2344.00K
- 9870.00K
- 13589.00K
-
- 15229.00K
127.09M
142.31M
130.88M
- 134502.00K
Our Proprietary Portfolio Rating
Our Rating:
147.2158903
Price Forecast/Expected Price in Next 5 Years of
Beverages�Non-Alcoholic
2023
2024
2025
2026
2027
883.8922676
$496.26
$937.53
$994.43
$1,054.78