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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
DLTH
Primary Facts
Apparel Retail
Name:
-
Sector:
10.39M
Industry:
7.91
CEO:
Mr. Stephen Schlecht
Total Employees:
Micro Cap
Our Technological Advancement Rating
Our Rating:
0.69069074
-0.096119614
Duluth Holdings Inc. (XNAS:DLTH) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
DULUTH HOLDINGS INC. (XNAS:DLTH)
One Month Price Target:
Six Month Price Target :
$7.95
Likely Price in One Year's Time:
Ticker:
$8.14
Likely Trading Range Today Under (Normal Volatility)
$7.97
Price Upper limit ($) :
$8.38
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P467
This week:
$7.25
This month :
$6.43
Other Primary facts
Market Cap:
33.38M
Market Cap Classification:
259.68M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-17.28%
$4.95
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:
$9.58
22.83%
$6.24
$10.98
Medium risk (<10%) entry points
Buy Call
Sell Call
$8.82
Buy Put:
Sell Put:
$4.84
$7.00
$9.12
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Apparel Retail
Sharpe Ratio:
DLTH, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
0.69%
0.405250518
Sharpe ratio is 40.53% higher than the industry
Average Returns/Yield of
Apparel Retail
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.24%
Yearly returns:
11.71%
Comparison of returns:
0.320780983
Classification:
Average annual returns/yield (last 3 years) is 32.08% above industry average
Results of T-Test of Returns:
DLTH is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.92
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -57.26% lower than the market/S&P 500 average
Weekly Volatility:
4.10%
Monthly Volatility:
9.16%
Yearly Volatility:
18.33%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
79.90%
-6.53%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -6.53% below long-term volatility
Weekly VaR:
-8.37%
Monthly VaR:
-18.71%
How Much Can the price of
Apparel Retail
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):
$5.34
This translates to price declining to:
-33%
This translates to price declining to:
>85%
Severe Crash Probability
-37.43%
What is Value at Risk (VaR)?
Risk Fundamentals
126.30%
DLTH is a 164.16% riskier investment compared to the market/S&P 500 & is 126.30% riskier than Nasdaq (IXIC)
DLTH is a 164.16% riskier investment compared to the market/S&P 500
Beta Examination of
Apparel Retail
0.878
Expected beta in 1 year's time:
0.84
Expected beta in 3 year's time:
0.87
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.88
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 -35.73% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.536
-0.366
Average Industry Beta:
Beta is -36.63% lower than peers
-0.357309385
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -12.86% below industry mean WACC
-58.15%
Alpha provided | Alpha Analysis
Alpha provided:
1.231
-1.697
1.617
Analysis of Cost of Capital of
Apparel Retail
Equity cost of capital:
Alpha is 162% higher than market/& is unsustainably high
-0.267
Unlevered (without debt) cost of capital:
Equity cost of capital is -26.73% below industry mean WACC
Before-tax cost of debt:
5.59%
After-tax cost of debt:
2.11%
Overall debt rating:
1.67%
Weighted average cost of capital (WACC):
2.11%
-12.86%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -55.74% below the industry mean
278.89%
EPS:
Twenty-Five Million Four Hundred Ninety-Six Thousand Six Hundred Dollars
Expected Annual growth rate of EPS (3Y):
-
-65.53%
Free cash flow (FCF) per share:
Price to book ratio is -76.84% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 15.49%
EBITDA per share
Each employee generates 121% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Apparel Retail
P/E Ratio:
Sustainable growth rate is -58.15% below industry average
P/E Ratio of Competitors/Peers:
12.26
-0.108000201
11.68464389
-0.323043126
$1.08
-
P/S (Price to Sales ratio):
$20.61
-0.557403285
P/B (Price to book value ratio):
Price to sales ratio is -55.74% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 278.89% above the industry average
-30.73%
Dividend Analysis
Net income growth rate is -30.73% 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:
91.19%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 9.5 years
Debt to assets ratio:
36.76%
Net debt to assets ratio:
88.12%
-44.82%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -44.82% below industry average
-0.88
Looking forward:
Debt growth rate:
1.6x
-61.44%
15.49%
Analysis of Key Statistics
Correlation of price movement with the market:
7.981071998
Statistical significance of correlation:
-0.65%
Average Correlation of the industry with the market:
0.292
-35.48%
R Squared (percentage of price movement explained by movement of the market):
0.292
Correlation of price movement with Nasdaq (^IXIC):
0.085
Covariance of price movement with the market:
-0.013
Kurtosis
-0.031
4.409
Skewness of returns:
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.629
Fundamental Analysis & Dupont Analysis of
Apparel Retail
Gross Profit Margin Ratio:
377.84M
Operating Profit Margin Ratio:
Net profit margin is -45.42% lower than the industry
-19.14%
Net Profit Margin Ratio:
377.84M
Effective Tax Rate:
1.33%
0.045663659
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -44.75% lower than the industry
-65.37%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -19.14% lower than the industry
-44.75%
Financial Leverage:
Interest coverage ratio is -87.63% less than industry average
Current Ratio:
Return on equity (ROE) is -65.37% lower than the industry
-0.043317315
Cash Conversion Cycle (days):
$5.13
-1.369010809
Current ratio is -4.33% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -136.90% below industry average
0.585012255
EBITDA generated per employee:
Each employee generates 59% more revenue than industry average revenue per employee
1.213077337
Profit generated per employee:
$3.60
-1%
Free cash flow (FCF) generated per employee:
Each employee generates -1% less net income/profit than industry average revenue per employee
0.414698659
Assets/Capital per employee
Each employee generates 41% more free cash flow than industry average revenue per employee
0.414698659
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Apparel Retail
$41.91
BLUE BIRD CORPORATION (XNAS:BLBD)
EL POLLO LOCO HOLDINGS, INC (XNAS:LOCO)
MASTERCRAFT BOAT HOLDINGS, INC. (XNAS:MCFT)
GOLDEN NUGGET ONLINE GAMING, INC.. (XNAS:GNOG)
DEL TACO RESTAURANTS, INC. (XNAS:TACO)
KURA SUSHI USA, INC. (XNAS:KRUS)
FOSSIL GROUP, INC. (XNAS:FOSL)
UFP TECHNOLOGIES, INC. (XNAS:UFPT)
Current Analyst Ratings
$0.85
Strong buy�8%
Buy�0%
Hold�17%
Sell�0%
Strong sell�0%
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:
688.07M
310.23M
221%
-
-
336.57M
-
-
646.80M
-
4.29M
77.79M
79%
10.22M
- 4200.00K
18%
10.22M
Statement of Cash Flow
Date:
Period:
544.00K
Differed Income Tax :
7.27M
Stock Based Compensation :
- 16.00K
Change in Working Capital :
371.00K
Accounts Receivables:
4.25M
Other Working Capital:
5.99M
Other Non-Cash Items:
- 21.00K
Net Cash Provided by Operating Activities:
5.00K
Investments in PP&E:
12.42M
Net Acquisitions:
- 2033.00K
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
5/2/2021
2022
Q1
26.05M
-
26.05M
2.56M
146.26M
9.71M
184.58M
287.17M
402.00K
260.00K
6.35M
-
3.41M
297.59M
-
482.16M
40.09M
32.03M
7.68M
8.59M
30.00M
110.71M
171.26M
-
179.51M
-
290.22M
93.38M
101.71M
250.0K
Value
336.57M
- 986.00K
194.35M
484.57M
-
203.29M
-
35.00K
24.00K
- 1974.00K
- 31391.00K
-
-
-
- 225.00K
- 31616.00K
-
- 21167.00K
26.05M
47.22M
12.42M
- 2033.00K
Our Proprietary Portfolio Rating
Our Rating:
-0.971073939
Price Forecast/Expected Price in Next 5 Years of
Apparel Retail
2023
2024
2025
2026
2027
33.32145783
$8.42
$35.29
$37.37
$39.58