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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
CVLT
Primary Facts
Software�Application
Name:
-
Sector:
35.77M
Industry:
52.54
CEO:
Mr. Sanjay Mirchandani
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.282792069
-1.027303253
Commvault Systems, Inc. (XNAS:CVLT) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
COMMVAULT SYSTEMS, INC. (XNAS:CVLT)
One Month Price Target:
Six Month Price Target :
$52.69
Likely Price in One Year's Time:
Ticker:
$53.45
Likely Trading Range Today Under (Normal Volatility)
$52.79
Price Upper limit ($) :
$54.36
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P406
This week:
$49.82
This month :
$46.45
Other Primary facts
Market Cap:
44.81M
Market Cap Classification:
2.30B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-19.36%
$40.37
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:
$59.37
12.41%
$45.71
$65.17
Medium risk (<10%) entry points
Buy Call
Sell Call
$56.24
Buy Put:
Sell Put:
$39.91
$48.84
$57.48
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Software�Application
Sharpe Ratio:
CVLT, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
0.96%
0.67428754
Sharpe ratio is 67.43% higher than the industry
Average Returns/Yield of
Software�Application
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.25%
Yearly returns:
11.99%
Comparison of returns:
0.206429743
Classification:
Average annual returns/yield (last 3 years) is 20.64% above industry average
Results of T-Test of Returns:
CVLT is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.99
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -29.20% lower than the market/S&P 500 average
Weekly Volatility:
2.55%
Monthly Volatility:
5.70%
Yearly Volatility:
11.39%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
49.65%
-57.73%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -57.73% below long-term volatility
Weekly VaR:
-5.18%
Monthly VaR:
-11.58%
How Much Can the price of
Software�Application
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):
$42.08
This translates to price declining to:
-20%
This translates to price declining to:
-80.26%
Severe Crash Probability
-23.17%
What is Value at Risk (VaR)?
Risk Fundamentals
40.09%
CVLT is a 63.53% riskier investment compared to the market/S&P 500 & is 40.09% riskier than Nasdaq (IXIC)
CVLT is a 63.53% riskier investment compared to the market/S&P 500
Beta Examination of
Software�Application
0.516
Expected beta in 1 year's time:
0.513
Expected beta in 3 year's time:
0.836
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.52
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 -61.39% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.5
-0.617
Average Industry Beta:
Beta is -61.74% lower than peers
-0.613851438
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -27.95% below industry mean WACC
-68.49%
Alpha provided | Alpha Analysis
Alpha provided:
1.182
-3.247
3.378
Analysis of Cost of Capital of
Software�Application
Equity cost of capital:
Alpha is 338% higher than market/& is unsustainably high
-0.457
Unlevered (without debt) cost of capital:
Equity cost of capital is -45.66% below industry mean WACC
Before-tax cost of debt:
6.48%
After-tax cost of debt:
0.50%
Overall debt rating:
0.40%
Weighted average cost of capital (WACC):
0.50%
-27.95%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -73.33% below the industry mean
-99.74%
EPS:
Thirty-One Million Six Hundred Sixty-Eight Thousand One Hundred Thirty Dollars
Expected Annual growth rate of EPS (3Y):
-
276.83%
Free cash flow (FCF) per share:
Price to book ratio is -18.06% below the industry mean
Growth rate in R&D investment/expenditure is 1290.01% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 78% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Software�Application
P/E Ratio:
Sustainable growth rate is -68.49% below industry average
P/E Ratio of Competitors/Peers:
105.09
-0.408266258
126.0943051
-0.583327733
$3.76
-
P/S (Price to Sales ratio):
$17.18
-0.73332532
P/B (Price to book value ratio):
Price to sales ratio is -73.33% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -99.74% below industry average
-121.09%
Dividend Analysis
Net income growth rate is -121.09% lower than the industry average net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-95.20%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 9.7 years
Debt to assets ratio:
-40.21%
Net debt to assets ratio:
4.05%
-96.88%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -96.88% below industry average
8.41
Looking forward:
Debt growth rate:
1.0x
-
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
17.86910485
Statistical significance of correlation:
-0.38%
Average Correlation of the industry with the market:
0.564
12.09%
R Squared (percentage of price movement explained by movement of the market):
0.564
Correlation of price movement with Nasdaq (^IXIC):
0.318
Covariance of price movement with the market:
0
Kurtosis
0
10.493
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
-1.246
Fundamental Analysis & Dupont Analysis of
Software�Application
Gross Profit Margin Ratio:
655.73M
Operating Profit Margin Ratio:
Net profit margin is -122.80% lower than the industry
-128.19%
Net Profit Margin Ratio:
655.73M
Effective Tax Rate:
64.87%
-0.145096596
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -204.30% lower than the industry
-172.51%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -128.19% lower than the industry
-204.30%
Financial Leverage:
Interest coverage ratio is 840.77% more than industry average
Current Ratio:
Return on equity (ROE) is -172.51% lower than the industry
-0.479103003
Cash Conversion Cycle (days):
$0.32
0.078256576
Current ratio is -47.91% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 7.83% above industry average
-0.218543134
EBITDA generated per employee:
Each employee generates -22% less revenue than industry average revenue per employee
0.779635051
Profit generated per employee:
$1.22
-168%
Free cash flow (FCF) generated per employee:
Each employee generates -168% less net income/profit than industry average revenue per employee
-2.616828344
Assets/Capital per employee
Each employee generates -262% less free cash flow than industry average revenue per employee
-2.616828344
Research & Development (R&D) Analysis
21.25%
12.90008411
Competitors/Peer firms of
Software�Application
$178.50
MANTECH INTERNATIONAL CORPORATION (XNAS:MANT)
RAMBUS INC. (XNAS:RMBS)
SABRE CORPORATION (XNAS:SABR)
MOMENTIVE GLOBAL INC. (XNAS:MNTV)
ITRON, INC. (XNAS:ITRI)
SILICON MOTION TECHNOLOGY CORPORATION (XNAS:SIMO)
KINGSOFT CLOUD HOLDINGS LIMITED (XNAS:KC)
Rackspace Technology, Inc. (XNAS:RXT)
Current Analyst Ratings
$0.71
Strong buy�17%
Buy�25%
Hold�8%
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:
769.59M
113.86M
341%
153.62M
103.05M
444.69M
341.64M
9.67M
721.83M
656.00K
109.00K
10.95M
28%
9.79M
1.85M
22%
9.79M
Statement of Cash Flow
Date:
Period:
13.90M
Differed Income Tax :
2.59M
Stock Based Compensation :
-
Change in Working Capital :
21.81M
Accounts Receivables:
- 5256.00K
Other Working Capital:
- 241.00K
Other Non-Cash Items:
- 5425.00K
Net Cash Provided by Operating Activities:
4.17M
Investments in PP&E:
37.21M
Net Acquisitions:
- 1442.00K
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
6/30/2021
2022
Q1
359.15M
-
359.15M
158.86M
-
23.87M
541.88M
131.44M
112.44M
-
-
-
53.63M
297.51M
-
839.39M
136.00K
7.26M
-
252.74M
87.14M
347.28M
14.35M
1.54M
137.57M
-
484.85M
459.00K
- 730883.00K
- 10941.0K
Value
607.97M
1.10B
354.54M
839.39M
-
21.61M
-
-
-
- 1442.00K
-
-
- 90048.00K
-
15.44M
- 74613.00K
756.00K
- 38088.00K
359.15M
397.24M
37.21M
- 1442.00K
Our Proprietary Portfolio Rating
Our Rating:
-56.62005733
Price Forecast/Expected Price in Next 5 Years of
Software�Application
2023
2024
2025
2026
2027
155.7619162
$54.63
$161.16
$166.74
$172.52