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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CRAI
Primary Facts
Consulting Services
Name:
-
Sector:
- 63184.00K
Industry:
90.1
CEO:
Mr. Paul Maleh
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-10.25604805
12.6461272
Cra International, Inc. (XNAS:CRAI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CRA INTERNATIONAL, INC. (XNAS:CRAI)
One Month Price Target:
Six Month Price Target :
$90.77
Likely Price in One Year's Time:
Ticker:
$94.09
Likely Trading Range Today Under (Normal Volatility)
$90.69
Price Upper limit ($) :
$98.08
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P480
This week:
$84.46
This month :
$77.48
Other Primary facts
Market Cap:
7.17M
Market Cap Classification:
647.33M
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-26.86%
$64.86
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:
$104.12
15.12%
$76.08
$116.26
Medium risk (<10%) entry points
Buy Call
Sell Call
$97.57
Buy Put:
Sell Put:
$63.94
$82.63
$100.16
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Consulting Services
Sharpe Ratio:
CRAI, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
2.16%
0.727322173
Sharpe ratio is 72.73% higher than the industry
Average Returns/Yield of
Consulting Services
Daily returns:
1
Weekly returns:
0.12%
Monthly returns:
0.62%
Yearly returns:
29.92%
Comparison of returns:
1.03252402
Classification:
Average annual returns/yield (last 3 years) is 103.25% above industry average
Results of T-Test of Returns:
CRAI is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.13
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 63.38% higher than the market/S&P 500 average
Weekly Volatility:
3.11%
Monthly Volatility:
6.95%
Yearly Volatility:
13.91%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
60.63%
-91.19%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -91.19% below long-term volatility
Weekly VaR:
-6.26%
Monthly VaR:
-14.00%
How Much Can the price of
Consulting Services
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):
$69.07
This translates to price declining to:
-23%
This translates to price declining to:
>85%
Severe Crash Probability
-28.01%
What is Value at Risk (VaR)?
Risk Fundamentals
69.36%
CRAI is a 97.68% riskier investment compared to the market/S&P 500 & is 69.36% riskier than Nasdaq (IXIC)
CRAI is a 97.68% riskier investment compared to the market/S&P 500
Beta Examination of
Consulting Services
1.319
Expected beta in 1 year's time:
0.8
Expected beta in 3 year's time:
0.756
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.32
Beta in relation to Nasdaq (XNAS):
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Beta in relation to all global stocks::
Beta is 48.28% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.925
0.090
Average Industry Beta:
Beta is 9.00% higher than peers
0.482835212
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 23.39% above industry mean WACC
-2.88%
Alpha provided | Alpha Analysis
Alpha provided:
1.070
2.237
11.292
Analysis of Cost of Capital of
Consulting Services
Equity cost of capital:
Alpha is 1129% higher than market/& is unsustainably high
0.318
Unlevered (without debt) cost of capital:
Equity cost of capital is 31.82% above industry mean WACC
Before-tax cost of debt:
8.55%
After-tax cost of debt:
0.51%
Overall debt rating:
0.40%
Weighted average cost of capital (WACC):
0.51%
23.39%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $13.72
Revenue growth rate per share of (3Y):
Price to sales ratio is -67.37% below the industry mean
122.26%
EPS:
Forty-One Million Seven Hundred Twenty-Five Thousand Five Hundred Twenty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -65.47% lower than the industry
173.04%
Free cash flow (FCF) per share:
Price to book ratio is -36.51% below the industry mean
-
4.185189697
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 18% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Consulting Services
P/E Ratio:
Sustainable growth rate is -2.88% below industry average
P/E Ratio of Competitors/Peers:
15.89
-0.17794179
109.3975742
-0.176398556
-
Share value as per dividend discount (DDM) model: $27.91
P/S (Price to Sales ratio):
$80.64
-0.673685866
P/B (Price to book value ratio):
Price to sales ratio is -67.37% below the industry mean
-
-0.654668623
Net income growth rate (3Y):
Annual revenue growth rate is 122.26% above the industry average
133.42%
Dividend Analysis
Net income growth rate is 133.42% higher than the average industry net income growth rate
Dividend payout rate: 5.64%
$0.31
Previous Dividend: $0.31
Previous adjusted dividend: $0.31
Previous Dividend: $1.19
Expected next dividend best case: $0.34
Expected next dividend worst case: $0.28
Average dividend payment (long-term): $0.26
Average dividend increase/decrease (growth rate) % per period: 3.23%
Expected next dividend payment date: 09/08/2022
Expected next dividend record date: 29/08/2022
Expected next dividend declaration date: 08/02/2022
Previous dividend payment date: 06/10/2022
Previous dividend record date: 31/05/2022
Dividend History:
Previous dividend declaration date: 05/04/2022
2022-03-14--$0.31
2021-08-30--$0.26
2022-05-27--$0.31
2021-11-29--$0.31
2021-05-24--$0.26
-0.503650374
In-depth Debt & Leverage Analysis
Debt to equity ratio:
72.43%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.5 years
Debt to assets ratio:
27.51%
Net debt to assets ratio:
57.46%
-62.46%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -62.46% below industry average
3.40
Looking forward:
Debt growth rate:
1.3x
-116.85%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
10.84647016
Statistical significance of correlation:
-0.40%
Average Correlation of the industry with the market:
0.383
-24.88%
R Squared (percentage of price movement explained by movement of the market):
0.383
Correlation of price movement with Nasdaq (^IXIC):
0.147
Covariance of price movement with the market:
0.008
Kurtosis
0.015
17.701
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
-1.413
Fundamental Analysis & Dupont Analysis of
Consulting Services
Gross Profit Margin Ratio:
169.77M
Operating Profit Margin Ratio:
Net profit margin is -35.75% lower than the industry
-10.90%
Net Profit Margin Ratio:
169.77M
Effective Tax Rate:
2.46%
0.315909005
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 3.70% higher than the industry
-2.57%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -10.90% lower than the industry
3.70%
Financial Leverage:
Interest coverage ratio is 339.97% more than industry average
Current Ratio:
Return on equity (ROE) is -2.57% lower than the industry
-0.297331861
Cash Conversion Cycle (days):
$16.78
1.642338305
Current ratio is -29.73% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 418.52% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 164.23% above industry average
1.061108195
EBITDA generated per employee:
Each employee generates 106% more revenue than industry average revenue per employee
0.177552217
Profit generated per employee:
$11.67
3%
Free cash flow (FCF) generated per employee:
Each employee generates 3% more net income/profit than industry average revenue per employee
7.233799851
Assets/Capital per employee
Each employee generates 723% more free cash flow than industry average revenue per employee
7.233799851
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Consulting Services
$165.55
NAPCO SECURITY TECHNOLOGIES, INC. (XNAS:NSSC)
Air T Funding (XNAS:AIRTP)
CROSS COUNTRY HEALTHCARE, INC. (XNAS:CCRN)
DXP ENTERPRISES, INC. (XNAS:DXPE)
AMMO, INC. (XNAS:POWW)
THCAW
EAGLE BULK SHIPPING INC. (XNAS:EGLE)
MUDRICK CAPITAL ACQUISITION CORPORATION II (XNAS:MUDS)
Current Analyst Ratings
$5.66
Strong buy�4%
Buy�0%
Hold�4%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/2/2022
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:
577.90M
408.13M
118%
-
-
98.70M
-
12.60M
519.44M
-
995.00K
25.72M
58%
14.78M
- 1525.00K
39%
14.78M
Statement of Cash Flow
Date:
Period:
11.43M
Differed Income Tax :
6.35M
Stock Based Compensation :
- 197.00K
Change in Working Capital :
1.04M
Accounts Receivables:
- 80350.00K
Other Working Capital:
- 66422.00K
Other Non-Cash Items:
1.76M
Net Cash Provided by Operating Activities:
- 108.00K
Investments in PP&E:
- 61838.00K
Net Acquisitions:
- 1346.00K
Purchases of Investments:
- 10639.00K
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
4/2/2022
2022
Q1
43.70M
-
43.70M
186.55M
-
11.90M
242.15M
159.49M
90.96M
8.09M
-
9.52M
40.64M
308.69M
-
550.84M
20.25M
75.02M
-
8.82M
104.85M
208.95M
120.23M
11.44M
132.67M
-
341.62M
-
220.35M
- 11122.0K
Value
111.30M
-
209.23M
550.84M
-
195.25M
-
-
-
- 11985.00K
-
-
- 4956.00K
- 2377.00K
59.44M
52.11M
- 716.00K
- 22428.00K
43.70M
66.13M
- 61838.00K
- 1346.00K
Our Proprietary Portfolio Rating
Our Rating:
191.759025
Price Forecast/Expected Price in Next 5 Years of
Consulting Services
2023
2024
2025
2026
2027
117.8841111
$117.88
$128.33
$139.70
$152.08