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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
DORM
Primary Facts
Auto Parts
Name:
-
Sector:
15.97M
Industry:
87.39
CEO:
Mr. Kevin Olsen
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-1.176366453
-5.37237728
Dorman Products, Inc. (XNAS:DORM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
DORMAN PRODUCTS, INC. (XNAS:DORM)
One Month Price Target:
Six Month Price Target :
$87.66
Likely Price in One Year's Time:
Ticker:
$88.99
Likely Trading Range Today Under (Normal Volatility)
$87.79
Price Upper limit ($) :
$90.58
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P144
This week:
$83.12
This month :
$77.84
Other Primary facts
Market Cap:
31.43M
Market Cap Classification:
2.69B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-13.5%
$68.29
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:
$98.09
11.34%
$76.69
$107.20
Medium risk (<10%) entry points
Buy Call
Sell Call
$93.18
Buy Put:
Sell Put:
$67.58
$81.60
$95.12
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Auto Parts
Sharpe Ratio:
DORM, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
0.98%
0.922863156
Sharpe ratio is 92.29% higher than the industry
Average Returns/Yield of
Auto Parts
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.27%
Yearly returns:
13.00%
Comparison of returns:
0.357062655
Classification:
Average annual returns/yield (last 3 years) is 35.71% above industry average
Results of T-Test of Returns:
DORM is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.89
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -17.39% lower than the market/S&P 500 average
Weekly Volatility:
2.41%
Monthly Volatility:
5.38%
Yearly Volatility:
10.76%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
46.90%
-82.71%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -82.71% below long-term volatility
Weekly VaR:
-4.89%
Monthly VaR:
-10.93%
How Much Can the price of
Auto Parts
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):
$71.04
This translates to price declining to:
-19%
This translates to price declining to:
-75.71%
Severe Crash Probability
-21.86%
What is Value at Risk (VaR)?
Risk Fundamentals
32.15%
DORM is a 54.26% riskier investment compared to the market/S&P 500 & is 32.15% riskier than Nasdaq (IXIC)
DORM is a 54.26% riskier investment compared to the market/S&P 500
Beta Examination of
Auto Parts
0.543
Expected beta in 1 year's time:
0.516
Expected beta in 3 year's time:
0.516
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.54
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -55.18% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.507
-0.686
Average Industry Beta:
Beta is -68.60% lower than peers
-0.551823065
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -35.12% below industry mean WACC
-21.96%
Alpha provided | Alpha Analysis
Alpha provided:
0.730
-4.264
3.899
Analysis of Cost of Capital of
Auto Parts
Equity cost of capital:
Alpha is 390% higher than market/& is unsustainably high
-0.400
Unlevered (without debt) cost of capital:
Equity cost of capital is -40.01% below industry mean WACC
Before-tax cost of debt:
6.41%
After-tax cost of debt:
1.01%
Overall debt rating:
0.80%
Weighted average cost of capital (WACC):
1.01%
-35.12%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -17.76% below the industry mean
73.53%
EPS:
One Hundred Thirty-Two Million Three Hundred Ninety-Six Thousand Eighty Dollars
Expected Annual growth rate of EPS (3Y):
-
146.64%
Free cash flow (FCF) per share:
Price to book ratio is -45.89% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 10.11%
EBITDA per share
Each employee generates 3% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Auto Parts
P/E Ratio:
Sustainable growth rate is -21.96% below industry average
P/E Ratio of Competitors/Peers:
19.73
-0.076097506
89.89253041
-0.027839136
$2.55
-
P/S (Price to Sales ratio):
$46.41
-0.177618933
P/B (Price to book value ratio):
Price to sales ratio is -17.76% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 73.53% above the industry average
-93.19%
Dividend Analysis
Net income growth rate is -93.19% 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:
27.60%
Net debt to equity ratio:
-
Debt to assets ratio:
15.36%
Net debt to assets ratio:
9.26%
-90.17%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -90.17% below industry average
0.54
Looking forward:
Debt growth rate:
1.1x
-
10.11%
Analysis of Key Statistics
Correlation of price movement with the market:
9.724810913
Statistical significance of correlation:
-0.35%
Average Correlation of the industry with the market:
0.349
-34.78%
R Squared (percentage of price movement explained by movement of the market):
0.349
Correlation of price movement with Nasdaq (^IXIC):
0.121
Covariance of price movement with the market:
-0.021
Kurtosis
-0.03
5.316
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
-0.437
Fundamental Analysis & Dupont Analysis of
Auto Parts
Gross Profit Margin Ratio:
491.64M
Operating Profit Margin Ratio:
Net profit margin is -3.06% lower than the industry
27.76%
Net Profit Margin Ratio:
491.64M
Effective Tax Rate:
1.61%
-0.046339347
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -15.19% lower than the industry
-34.83%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 27.76% higher than the industry
-15.19%
Financial Leverage:
Interest coverage ratio is 54.08% more than industry average
Current Ratio:
Return on equity (ROE) is -34.83% lower than the industry
-0.1683377
Cash Conversion Cycle (days):
$2.83
0.827473499
Current ratio is -16.83% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 82.75% above industry average
0.349006757
EBITDA generated per employee:
Each employee generates 35% more revenue than industry average revenue per employee
0.025390884
Profit generated per employee:
$6.83
17%
Free cash flow (FCF) generated per employee:
Each employee generates 17% more net income/profit than industry average revenue per employee
-0.282749172
Assets/Capital per employee
Each employee generates -28% less free cash flow than industry average revenue per employee
-0.282749172
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Auto Parts
$243.33
Poshmark Inc (XNAS:POSH)
PAPA JOHN'S INTERNATIONAL, INC. (XNAS:PZZA)
OVERSTOCK.COM, INC. (XNAS:OSTK)
ACADEMY SPORTS AND OUTDOORS, INC. (XNAS:ASO)
VISTEON CORPORATION (XNAS:VC)
Meikles Limited (XLON:MIK)
STEVEN MADDEN, LTD. (XNAS:SHOO)
THE CHEESECAKE FACTORY INCORPORATED (XNAS:CAKE)
Current Analyst Ratings
$4.21
Strong buy�0%
Buy�0%
Hold�17%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/26/2022
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:
1.46B
967.18M
135%
-
-
315.02M
-
-
1.28B
-
3.21M
37.67M
59%
39.71M
- 2896.00K
48%
39.71M
Statement of Cash Flow
Date:
Period:
35.21M
Differed Income Tax :
9.74M
Stock Based Compensation :
-
Change in Working Capital :
2.15M
Accounts Receivables:
- 23917.00K
Other Working Capital:
- 12392.00K
Other Non-Cash Items:
409.00K
Net Cash Provided by Operating Activities:
29.00K
Investments in PP&E:
23.21M
Net Acquisitions:
- 7247.00K
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
3/26/2022
2022
Q1
53.43M
-
53.43M
456.07M
565.20M
13.51M
1.09B
214.37M
198.11M
176.09M
-
-
47.53M
636.10M
-
1.72B
165.84M
229.36M
-
-
257.42M
652.62M
88.88M
5.45M
112.28M
-
764.90M
315.00K
879.92M
256.0K
Value
315.02M
-
959.40M
1.72B
-
318.24M
-
-
595.00K
- 6652.00K
- 10000.00K
-
- 10752.00K
-
- 1211.00K
- 21963.00K
46.00K
- 5355.00K
53.43M
58.78M
23.21M
- 7247.00K
Our Proprietary Portfolio Rating
Our Rating:
-101.7227554
Price Forecast/Expected Price in Next 5 Years of
Auto Parts
2023
2024
2025
2026
2027
210.8136437
$91.03
$218.51
$226.49
$234.76