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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CVBF
Primary Facts
Banks�Regional
Name:
-
Sector:
73.99M
Industry:
25.54
CEO:
Mr. Christopher Myers
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.094560958
-0.406702494
Cvb Financial Corp. (XNAS:CVBF) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CVB FINANCIAL CORP. (XNAS:CVBF)
One Month Price Target:
Six Month Price Target :
$25.59
Likely Price in One Year's Time:
Ticker:
$25.84
Likely Trading Range Today Under (Normal Volatility)
$25.66
Price Upper limit ($) :
$26.15
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P434
This week:
$24.31
This month :
$22.79
Other Primary facts
Market Cap:
139.80M
Market Cap Classification:
3.50B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-9.44%
$20.03
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:
$28.63
15.7%
$22.45
$31.26
Medium risk (<10%) entry points
Buy Call
Sell Call
$27.21
Buy Put:
Sell Put:
$19.82
$23.87
$27.77
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Banks�Regional
Sharpe Ratio:
CVBF, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.23%
0.512160128
Sharpe ratio is 51.22% higher than the industry
Average Returns/Yield of
Banks�Regional
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.26%
Yearly returns:
12.71%
Comparison of returns:
0.164905853
Classification:
Average annual returns/yield (last 3 years) is 16.49% above industry average
Results of T-Test of Returns:
CVBF is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.71
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -18.50% lower than the market/S&P 500 average
Weekly Volatility:
2.37%
Monthly Volatility:
5.31%
Yearly Volatility:
10.62%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
46.29%
-76.86%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -76.86% below long-term volatility
Weekly VaR:
-4.82%
Monthly VaR:
-10.79%
How Much Can the price of
Banks�Regional
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$20.82
This translates to price declining to:
-18%
This translates to price declining to:
-74.73%
Severe Crash Probability
-21.57%
What is Value at Risk (VaR)?
Risk Fundamentals
30.44%
CVBF is a 52.26% riskier investment compared to the market/S&P 500 & is 30.44% riskier than Nasdaq (IXIC)
CVBF is a 52.26% riskier investment compared to the market/S&P 500
Beta Examination of
Banks�Regional
0.353
Expected beta in 1 year's time:
0.7
Expected beta in 3 year's time:
0.54
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.35
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 -63.33% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.062
-0.784
Average Industry Beta:
Beta is -78.39% lower than peers
-0.633268995
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-38.52%
Alpha provided | Alpha Analysis
Alpha provided:
0.764
5.154
4.545
Analysis of Cost of Capital of
Banks�Regional
Equity cost of capital:
Alpha is 454% higher than market/& is unsustainably high
-0.429
Unlevered (without debt) cost of capital:
Equity cost of capital is -42.87% below industry mean WACC
Before-tax cost of debt:
0.97%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $14.65
Revenue growth rate per share of (3Y):
Price to sales ratio is 77.98% above the industry mean
-79.53%
EPS:
One Hundred Ninety-Eight Million Eight Hundred Ninety Thousand Three Hundred Seventy Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -21.75% lower than the industry
-85.28%
Free cash flow (FCF) per share:
Price to book ratio is 28.58% above the industry mean
-
-0.133024444
Debt per share
-
EBITDA per share
Each employee generates 20% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Banks�Regional
P/E Ratio:
Sustainable growth rate is -38.52% below industry average
P/E Ratio of Competitors/Peers:
17.63
0.421058405
17.49618025
0.459747193
-
Share value as per dividend discount (DDM) model: $37.12
P/S (Price to Sales ratio):
$3.36
0.779818423
P/B (Price to book value ratio):
Price to sales ratio is 77.98% above the industry mean
-
-0.217546688
Net income growth rate (3Y):
Annual revenue growth rate is -79.53% below industry average
-52.70%
Dividend Analysis
Net income growth rate is -52.70% lower than the industry average net income growth rate
Dividend payout rate: 12.56%
$0.19
Previous Dividend: $0.19
Previous adjusted dividend: $0.19
Previous Dividend: $0.73
Expected next dividend best case: $0.19
Expected next dividend worst case: $0.19
Average dividend payment (long-term): $0.18
Average dividend increase/decrease (growth rate) % per period: 0.56%
Expected next dividend payment date: 13/10/2022
Expected next dividend record date: 28/09/2022
-
Previous dividend payment date: 15/07/2022
Previous dividend record date: 30/06/2022
Dividend History:
-
2022-04-05--$0.18
2021-10-05--$0.18
2022-06-29--$0.19
2021-12-28--$0.18
2021-06-29--$0.18
-0.976227448
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-79.99%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 5.3 years
Debt to assets ratio:
-9.46%
Net debt to assets ratio:
663.09%
-47.81%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -47.81% below industry average
62.07
Looking forward:
Debt growth rate:
7.6x
-29335.53%
-
Analysis of Key Statistics
Correlation of price movement with the market:
14.61308776
Statistical significance of correlation:
-0.35%
Average Correlation of the industry with the market:
0.488
-2.58%
R Squared (percentage of price movement explained by movement of the market):
0.488
Correlation of price movement with Nasdaq (^IXIC):
0.238
Covariance of price movement with the market:
0.017
Kurtosis
0.024
8.349
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
1.121
Fundamental Analysis & Dupont Analysis of
Banks�Regional
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is 15.59% higher than the industry
-45.88%
Net Profit Margin Ratio:
-
Effective Tax Rate:
0.82%
0.321876949
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -51.96% lower than the industry
-21.55%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -45.88% lower than the industry
-51.96%
Financial Leverage:
Interest coverage ratio is 6207.41% more than industry average
Current Ratio:
Return on equity (ROE) is -21.55% lower than the industry
-
Cash Conversion Cycle (days):
$0.00
-
-
Stock based compensation to net income ratio:
Equity growth rate per share is -13.30% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
0.217606219
EBITDA generated per employee:
Each employee generates 22% more revenue than industry average revenue per employee
0.204714303
Profit generated per employee:
$1.98
35%
Free cash flow (FCF) generated per employee:
Each employee generates 35% more net income/profit than industry average revenue per employee
-0.123377032
Assets/Capital per employee
Each employee generates -12% less free cash flow than industry average revenue per employee
-0.123377032
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Banks�Regional
$31.70
TCBIP
FIRST INTERSTATE BANCSYSTEM, INC. (XNAS:FIBK)
UNITED COMMUNITY BANKS, INC. (XNAS:UCBI)
Mr. Cooper Group Inc. (XNAS:COOP)
FULTON FINANCIAL CORPORATION (XNAS:FULT)
MARATHON DIGITAL HOLDINGS, INC. (XNAS:MARA)
FIRSTCASH HOLDINGS, INC. (XNAS:FCFS)
NAVIENT CORPORATION (XNAS:NAVI)
Current Analyst Ratings
$1.41
Strong buy�0%
Buy�0%
Hold�33%
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:
469.07M
-
-
-
130.95M
136.30M
5.36M
-
-
428.03M
5.28M
- 583.00K
236%
77.34M
-
232%
77.34M
Statement of Cash Flow
Date:
Period:
45.56M
Differed Income Tax :
2.32M
Stock Based Compensation :
-
Change in Working Capital :
1.60M
Accounts Receivables:
16.85M
Other Working Capital:
-
Other Non-Cash Items:
16.85M
Net Cash Provided by Operating Activities:
8.79M
Investments in PP&E:
75.11M
Net Acquisitions:
- 1120.00K
Purchases of Investments:
329.00M
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
3/31/2022
2022
Q1
1.66B
3.65B
5.31B
186.34M
-
-
-
53.44M
765.82M
27.31M
6.01B
-
-
6.86B
24.40B
17.54B
-
-
-
-
-
-
-
-
-
15.46B
15.46B
1.33B
895.66M
- 146262.0K
Value
-
-
2.08B
17.54B
9.66B
-
- 1091471.00K
320.67M
112.61M
- 330307.00K
-
-
- 69643.00K
- 24396.00K
269.73M
175.69M
-
- 79509.00K
1.65B
1.73B
75.11M
- 1120.00K
Our Proprietary Portfolio Rating
Our Rating:
-28.72620849
Price Forecast/Expected Price in Next 5 Years of
Banks�Regional
2023
2024
2025
2026
2027
28.85821658
$28.86
$29.54
$30.25
$30.96