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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CPB
Primary Facts
Packaged Foods
Name:
-
Sector:
760.00M
Industry:
49.13
CEO:
Mr. Mark Clouse
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
1.163050091
-1.652931366
Campbell Soup Company (XNYS:CPB) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CAMPBELL SOUP COMPANY (XNYS:CPB)
One Month Price Target:
Six Month Price Target :
$49.22
Likely Price in One Year's Time:
Ticker:
$49.69
Likely Trading Range Today Under (Normal Volatility)
$49.28
Price Upper limit ($) :
$50.25
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P19
This week:
$47.45
This month :
$45.38
Other Primary facts
Market Cap:
300.58M
Market Cap Classification:
14.67B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-8.07%
$41.63
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:
$53.36
10.11%
$44.90
$56.91
Medium risk (<10%) entry points
Buy Call
Sell Call
$51.44
Buy Put:
Sell Put:
$41.35
$46.82
$52.20
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
CPB, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-0.608302478
Sharpe ratio is -60.83% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
0.02%
Monthly returns:
0.09%
Yearly returns:
4.18%
Comparison of returns:
-0.503295806
Classification:
Average annual returns/yield (last 3 years) is -50.33% below industry average
Results of T-Test of Returns:
CPB is a comparatively less risky than Nasdaq (IXIC)
Statistical test of Returns:
0.31
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -77.48% lower than the market/S&P 500 average
Weekly Volatility:
1.67%
Monthly Volatility:
3.74%
Yearly Volatility:
7.47%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
32.56%
-58.54%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -58.54% below long-term volatility
Weekly VaR:
-3.41%
Monthly VaR:
-7.63%
How Much Can the price of
Packaged Foods
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$42.60
This translates to price declining to:
-13%
This translates to price declining to:
-52.88%
Severe Crash Probability
-15.26%
What is Value at Risk (VaR)?
Risk Fundamentals
-7.70%
CPB is a 7.73% riskier investment compared to the market/S&P 500 & is -7.70% less risky than Nasdaq(IXIC)
CPB is a 7.73% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.340
Expected beta in 1 year's time:
0.275
Expected beta in 3 year's time:
0.478
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.34
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -41.90% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.149
-0.460
Average Industry Beta:
Beta is -45.99% lower than peers
-0.419028174
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -29.53% below industry mean WACC
82.06%
Alpha provided | Alpha Analysis
Alpha provided:
0.676
-2.036
-0.828
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -83% below the market average
-0.235
Unlevered (without debt) cost of capital:
Equity cost of capital is -23.48% below industry mean WACC
Before-tax cost of debt:
2.40%
After-tax cost of debt:
2.74%
Overall debt rating:
2.16%
Weighted average cost of capital (WACC):
2.74%
-29.53%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $30.30
Revenue growth rate per share of (3Y):
Price to sales ratio is -24.62% below the industry mean
-23.17%
EPS:
Nine Hundred Forty Million Eight Hundred Two Thousand Eight Hundred Eighty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -54.96% lower than the industry
249.14%
Free cash flow (FCF) per share:
Price to book ratio is -1.65% below the industry mean
Growth rate in R&D investment/expenditure is -299.32% lower than the industry
-0.511566786
Debt per share
Debt repayment rate in previous year: 22.43%
EBITDA per share
Each employee generates 7% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
Sustainable growth rate is 82.06% above industry average
P/E Ratio of Competitors/Peers:
19.64
-0.491709234
120.9440917
-0.593779247
$3.85
Share value as per dividend discount (DDM) model: $51.06
P/S (Price to Sales ratio):
$28.11
-0.24622905
P/B (Price to book value ratio):
Price to sales ratio is -24.62% below the industry mean
-
-0.549631815
Net income growth rate (3Y):
Annual revenue growth rate is -23.17% below industry average
2515.43%
Dividend Analysis
Net income growth rate is 2515.43% higher than the average industry net income growth rate
Dividend payout rate: 46.26%
$0.37
Previous Dividend: $0.37
Previous adjusted dividend: $0.37
Previous Dividend: $1.48
Expected next dividend best case: $0.38
Expected next dividend worst case: $0.36
Average dividend payment (long-term): $0.36
Average dividend increase/decrease (growth rate) % per period: 0.57%
Expected next dividend payment date: 08/01/2022
Expected next dividend record date: 07/06/2022
Expected next dividend declaration date: 31/05/2022
Previous dividend payment date: 05/02/2022
Previous dividend record date: 04/07/2022
Dividend History:
Previous dividend declaration date: 03/02/2022
2022-01-05--$0.37
2021-07-13--$0.37
2022-04-06--$0.37
2021-10-06--$0.37
2021-04-07--$0.37
-2.572318926
In-depth Debt & Leverage Analysis
Debt to equity ratio:
165.70%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 12.7 years
Debt to assets ratio:
44.51%
Net debt to assets ratio:
164.66%
-17.94%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -17.94% below industry average
-0.95
Looking forward:
Debt growth rate:
1.8x
-106.43%
22.43%
Analysis of Key Statistics
Correlation of price movement with the market:
8.189104008
Statistical significance of correlation:
-0.27%
Average Correlation of the industry with the market:
0.299
-30.40%
R Squared (percentage of price movement explained by movement of the market):
0.299
Correlation of price movement with Nasdaq (^IXIC):
0.089
Covariance of price movement with the market:
0.021
Kurtosis
0.021
6.568
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
-0.190
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
2.64B
Operating Profit Margin Ratio:
Net profit margin is 132.73% higher than the industry
164.36%
Net Profit Margin Ratio:
2.64B
Effective Tax Rate:
6.74%
-0.464499177
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 81.10% higher than the industry
172.55%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 164.36% higher than the industry
81.10%
Financial Leverage:
Interest coverage ratio is -95.26% less than industry average
Current Ratio:
Return on equity (ROE) is 172.55% higher than the industry
-0.659364327
Cash Conversion Cycle (days):
$17.27
-1.548855942
Current ratio is -65.94% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -51.16% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -154.89% below industry average
-0.238859636
EBITDA generated per employee:
Each employee generates -24% less revenue than industry average revenue per employee
0.065387935
Profit generated per employee:
$5.64
29%
Free cash flow (FCF) generated per employee:
Each employee generates 29% more net income/profit than industry average revenue per employee
-15.48296404
Assets/Capital per employee
Each employee generates -1548% less free cash flow than industry average revenue per employee
-15.48296404
Research & Development (R&D) Analysis
-9.68%
-2.99321271
Competitors/Peer firms of
Packaged Foods
$55.28
BUNGE LIMITED (XNYS:BG)
ALBERTSONS COMPANIES, INC. (XNYS:ACI)
THE J. M. SMUCKER COMPANY (XNYS:SJM)
MOLSON COORS BEVERAGE COMPANY (XNYS:TAP)
TAP-A
CONAGRA BRANDS, INC. (XNYS:CAG)
DARLING INGREDIENTS INC. (XNYS:DAR)
LAMB WESTON HOLDINGS, INC. (XNYS:LW)
Current Analyst Ratings
$3.13
Strong buy�0%
Buy�8%
Hold�42%
Sell�17%
Strong sell�4%
Income Statement
Period:
5/1/2022
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:
8.45B
5.81B
125%
87.00M
302.00M
1.03B
730.00M
183.00M
7.24B
1.00M
145.00M
335.00M
81%
265.00M
136.00M
58%
265.00M
Statement of Cash Flow
Date:
Period:
1.00B
Differed Income Tax :
317.00M
Stock Based Compensation :
137.00M
Change in Working Capital :
64.00M
Accounts Receivables:
- 289000.00K
Other Working Capital:
-
Other Non-Cash Items:
- 119000.00K
Net Cash Provided by Operating Activities:
- 196000.00K
Investments in PP&E:
1.04B
Net Acquisitions:
- 275000.00K
Purchases of Investments:
109.00M
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
8/1/2021
2021
FY
69.00M
-
69.00M
595.00M
933.00M
98.00M
1.70B
2.61B
3.98B
3.24B
-
-
214.00M
10.04B
-
11.73B
1.07B
102.00M
5.00M
-
642.00M
1.81B
5.19B
525.00M
6.77B
-
8.58B
12.00M
3.74B
5.0M
Value
1.30B
- 607000.00K
3.15B
11.73B
-
5.29B
-
-
8.00M
- 158000.00K
- 1501000.00K
2.00M
- 36000.00K
- 439000.00K
305.00M
- 1669000.00K
2.00M
- 790000.00K
69.00M
859.00M
1.04B
- 275000.00K
Our Proprietary Portfolio Rating
Our Rating:
-57.21251787
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
50.50125
$50.50
$51.66
$52.84
$54.05