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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CVGW
Primary Facts
Packaged Foods
Name:
-
Sector:
-
Industry:
35.09
CEO:
Mr. James Gibson
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.681646812
-1.382673616
Calavo Growers, Inc. (XNAS:CVGW) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CALAVO GROWERS, INC. (XNAS:CVGW)
One Month Price Target:
Six Month Price Target :
$35.19
Likely Price in One Year's Time:
Ticker:
$35.69
Likely Trading Range Today Under (Normal Volatility)
$35.23
Price Upper limit ($) :
$36.3
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P67
This week:
$33.04
This month :
$30.5
Other Primary facts
Market Cap:
17.73M
Market Cap Classification:
655.54M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-23.78%
$25.9
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:
$40.37
14.01%
$29.81
$44.64
Medium risk (<10%) entry points
Buy Call
Sell Call
$38.07
Buy Put:
Sell Put:
$25.54
$32.11
$38.98
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
CVGW, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-3.721511142
Sharpe ratio is -372.15% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
-0.09%
Monthly returns:
-0.46%
Yearly returns:
-21.90%
Comparison of returns:
-3.601311465
Classification:
Average annual returns/yield (last 3 years) is -360.13% below industry average
Results of T-Test of Returns:
CVGW is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.51
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -256.48% lower than the market/S&P 500 average
Weekly Volatility:
2.81%
Monthly Volatility:
6.28%
Yearly Volatility:
12.55%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
54.71%
173.72%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been 173.72% above long-term volatility
Weekly VaR:
-5.85%
Monthly VaR:
-13.09%
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: Low (<25%)
Worst case (decline):
$26.59
This translates to price declining to:
-24%
This translates to price declining to:
-90.70%
Severe Crash Probability
-26.18%
What is Value at Risk (VaR)?
Risk Fundamentals
58.32%
CVGW is a 84.81% riskier investment compared to the market/S&P 500 & is 58.32% riskier than Nasdaq (IXIC)
CVGW is a 84.81% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.511
Expected beta in 1 year's time:
0.367
Expected beta in 3 year's time:
0.513
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.51
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 -12.77% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.371
-0.403
Average Industry Beta:
Beta is -40.34% lower than peers
-0.127688894
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 1.91% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.725
-23.746
-18.174
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -1817% below the market average
-0.072
Unlevered (without debt) cost of capital:
Equity cost of capital is -7.15% below industry mean WACC
Before-tax cost of debt:
4.83%
After-tax cost of debt:
1.40%
Overall debt rating:
1.10%
Weighted average cost of capital (WACC):
1.40%
1.91%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $79.37
Revenue growth rate per share of (3Y):
Price to sales ratio is -74.53% below the industry mean
-110.88%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-
Free cash flow (FCF) per share:
Price to book ratio is -51.92% below the industry mean
-
3.339473542
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -100% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
95.37
1.468020106
-66.07488716
-1.531064093
-
Share value as per dividend discount (DDM) model: $101.29
P/S (Price to Sales ratio):
$59.41
-0.745299504
P/B (Price to book value ratio):
Price to sales ratio is -74.53% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -110.88% below industry average
-1366.87%
Dividend Analysis
Net income growth rate is -1366.87% lower than the industry average net income growth rate
-
$1.15
Previous Dividend: $1.15
Previous adjusted dividend: $1.15
Previous Dividend: $3.40
Expected next dividend best case: $1.27
Expected next dividend worst case: $1.03
Average dividend payment (long-term): $1.13
Average dividend increase/decrease (growth rate) % per period: 2.27%
Expected next dividend payment date: 03/03/2022
Expected next dividend record date: 02/10/2022
Expected next dividend declaration date: 27/01/2022
Previous dividend payment date: 12/03/2021
Previous dividend record date: 11/12/2021
Dividend History:
Previous dividend declaration date: 29/10/2021
2020-11-12--$1.15
--$0.00
2021-11-10--$1.15
2019-11-14--$1.10
--$0.00
-7.261691162
In-depth Debt & Leverage Analysis
Debt to equity ratio:
25.16%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 8.7 years
Debt to assets ratio:
14.03%
Net debt to assets ratio:
28.66%
-70.34%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -70.34% below industry average
-1.01
Looking forward:
Debt growth rate:
1.2x
-93.44%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
7.297040183
Statistical significance of correlation:
-0.57%
Average Correlation of the industry with the market:
0.269
-37.41%
R Squared (percentage of price movement explained by movement of the market):
0.269
Correlation of price movement with Nasdaq (^IXIC):
0.072
Covariance of price movement with the market:
-0.012
Kurtosis
-0.02
12.483
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
-1.258
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
38.73M
Operating Profit Margin Ratio:
Net profit margin is -151.38% lower than the industry
-141.57%
Net Profit Margin Ratio:
38.73M
Effective Tax Rate:
-
-1.765002797
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -246.15% lower than the industry
-205.93%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -141.57% lower than the industry
-246.15%
Financial Leverage:
Interest coverage ratio is -100.64% less than industry average
Current Ratio:
Return on equity (ROE) is -205.93% lower than the industry
-0.440002186
Cash Conversion Cycle (days):
$3.61
-0.442864327
Current ratio is -44.00% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 333.95% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -44.29% below industry average
-0.635959044
EBITDA generated per employee:
Each employee generates -64% less revenue than industry average revenue per employee
-1.003401395
Profit generated per employee:
-$0.08
-114%
Free cash flow (FCF) generated per employee:
Each employee generates -114% less net income/profit than industry average revenue per employee
-
Assets/Capital per employee
-
-
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaged Foods
$41.68
MISSION PRODUCE, INC. (XNAS:AVO)
Tattooed Chef, Inc. (XNAS:TTCF)
MGP INGREDIENTS, INC. (XNAS:MGPI)
HOUGHTON MIFFLIN HARCOURT COMPANY (XNAS:HMHC)
INGLES MARKETS, INCORPORATED (XNAS:IMKTA)
HAILIANG EDUCATION GROUP INC. (XNAS:HLG)
ARCO PLATFORM LIMITED (XNAS:ARCE)
THE CHEFS' WAREHOUSE, INC. (XNAS:CHEF)
Current Analyst Ratings
-$1.71
Strong buy�8%
Buy�8%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/30/2022
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:
1.05B
851.12M
13%
-
-
45.30M
-
- 4203.00K
892.22M
-
893.00K
17.61M
-1%
6.22M
- 1793.00K
-7%
6.22M
Statement of Cash Flow
Date:
Period:
-
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
-
Accounts Receivables:
- 1297.00K
Other Working Capital:
-
Other Non-Cash Items:
3.51M
Net Cash Provided by Operating Activities:
1.30M
Investments in PP&E:
-
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):
Value
1/31/2022
2022
Q1
7.83M
-
7.83M
89.47M
52.40M
29.84M
179.54M
174.60M
28.65M
8.38M
3.81M
5.32M
-
220.76M
-
400.30M
11.85M
-
8.02M
-
105.03M
116.88M
64.00M
- 52402.00K
11.60M
-
128.47M
18.00K
53.32M
-
Value
41.09M
169.94M
223.28M
351.76M
-
64.00M
-
-
-
-
-
-
-
-
-
-
-
-
-
2.86M
-
-
Our Proprietary Portfolio Rating
Our Rating:
3.142965179
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
36.413982
$36.41
$37.66
$38.96
$40.30