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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
EGRX
Primary Facts
Drug Manufacturers�Specialty & Generic
Name:
-
Sector:
- 16779.00K
Industry:
32.24
CEO:
Mr. Scott Tarriff
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-8.344719188
411.8786695
Eagle Pharmaceuticals, Inc. (XNAS:EGRX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
EAGLE PHARMACEUTICALS, INC. (XNAS:EGRX)
One Month Price Target:
Six Month Price Target :
$32.36
Likely Price in One Year's Time:
Ticker:
$32.95
Likely Trading Range Today Under (Normal Volatility)
$32.37
Price Upper limit ($) :
$33.65
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P200
This week:
$30.43
This month :
$28.2
Other Primary facts
Market Cap:
13.28M
Market Cap Classification:
415.14M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-14.46%
$24.16
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:
$36.86
14.37%
$27.62
$40.63
Medium risk (<10%) entry points
Buy Call
Sell Call
$34.82
Buy Put:
Sell Put:
$23.85
$29.66
$35.63
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Drug Manufacturers�Specialty & Generic
Sharpe Ratio:
EGRX, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.91%
-3.419338418
Sharpe ratio is -341.93% lower than the industry
Average Returns/Yield of
Drug Manufacturers�Specialty & Generic
Daily returns:
1
Weekly returns:
-0.05%
Monthly returns:
-0.25%
Yearly returns:
-12.18%
Comparison of returns:
-1.857700606
Classification:
Average annual returns/yield (last 3 years) is -185.77% below industry average
Results of T-Test of Returns:
EGRX is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.49
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -196.73% lower than the market/S&P 500 average
Weekly Volatility:
2.70%
Monthly Volatility:
6.04%
Yearly Volatility:
12.09%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
52.69%
-8.93%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -8.93% below long-term volatility
Weekly VaR:
-5.60%
Monthly VaR:
-12.53%
How Much Can the price of
Drug Manufacturers�Specialty & Generic
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):
$24.91
This translates to price declining to:
-23%
This translates to price declining to:
-86.79%
Severe Crash Probability
-25.05%
What is Value at Risk (VaR)?
Risk Fundamentals
51.49%
EGRX is a 76.83% riskier investment compared to the market/S&P 500 & is 51.49% riskier than Nasdaq (IXIC)
EGRX is a 76.83% riskier investment compared to the market/S&P 500
Beta Examination of
Drug Manufacturers�Specialty & Generic
0.652
Expected beta in 1 year's time:
0.687
Expected beta in 3 year's time:
0.532
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.65
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -38.11% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.645
-0.444
Average Industry Beta:
Beta is -44.43% lower than peers
-0.381057731
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -6.19% below industry mean WACC
-90.78%
Alpha provided | Alpha Analysis
Alpha provided:
0.752
-6.167
-12.603
Analysis of Cost of Capital of
Drug Manufacturers�Specialty & Generic
Equity cost of capital:
Alpha is -1260% below the market average
-0.265
Unlevered (without debt) cost of capital:
Equity cost of capital is -26.53% below industry mean WACC
Before-tax cost of debt:
7.53%
After-tax cost of debt:
2.86%
Overall debt rating:
2.26%
Weighted average cost of capital (WACC):
2.86%
-6.19%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -75.42% below the industry mean
-104.61%
EPS:
Thirty-Five Million Three Hundred Three Thousand Two Hundred Twenty Dollars
Expected Annual growth rate of EPS (3Y):
-
-
Free cash flow (FCF) per share:
Price to book ratio is -99.02% below the industry mean
Growth rate in R&D investment/expenditure is 913.97% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 43.83%
EBITDA per share
Each employee generates 472% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Drug Manufacturers�Specialty & Generic
P/E Ratio:
Sustainable growth rate is -90.78% below industry average
P/E Ratio of Competitors/Peers:
18.25
-0.543403933
111.092582
-0.709791604
-
-
P/S (Price to Sales ratio):
$18.53
-0.7542449
P/B (Price to book value ratio):
Price to sales ratio is -75.42% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -104.61% below industry average
-81.44%
Dividend Analysis
Net income growth rate is -81.44% 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:
-19.40%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 13.6 years
Debt to assets ratio:
-13.09%
Net debt to assets ratio:
1.19%
-98.45%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -98.45% below industry average
9.08
Looking forward:
Debt growth rate:
1.0x
-444.98%
43.83%
Analysis of Key Statistics
Correlation of price movement with the market:
11.52029397
Statistical significance of correlation:
-0.51%
Average Correlation of the industry with the market:
0.403
-1.32%
R Squared (percentage of price movement explained by movement of the market):
0.403
Correlation of price movement with Nasdaq (^IXIC):
0.162
Covariance of price movement with the market:
-0.003
Kurtosis
-0.005
4.458
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
0.048
Fundamental Analysis & Dupont Analysis of
Drug Manufacturers�Specialty & Generic
Gross Profit Margin Ratio:
187.09M
Operating Profit Margin Ratio:
Net profit margin is -161.24% lower than the industry
-180.18%
Net Profit Margin Ratio:
187.09M
Effective Tax Rate:
8.47%
-0.839783872
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -524.34% lower than the industry
-335.97%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -180.18% lower than the industry
-524.34%
Financial Leverage:
Interest coverage ratio is 907.92% more than industry average
Current Ratio:
Return on equity (ROE) is -335.97% lower than the industry
-0.282842961
Cash Conversion Cycle (days):
$0.19
-0.897402171
Current ratio is -28.28% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -89.74% below industry average
1.871762248
EBITDA generated per employee:
Each employee generates 187% more revenue than industry average revenue per employee
4.724543968
Profit generated per employee:
$4.16
384%
Free cash flow (FCF) generated per employee:
Each employee generates 384% more net income/profit than industry average revenue per employee
1.874327238
Assets/Capital per employee
Each employee generates 187% more free cash flow than industry average revenue per employee
1.874327238
Research & Development (R&D) Analysis
66.56%
9.139747462
Competitors/Peer firms of
Drug Manufacturers�Specialty & Generic
$461.23
Surmodics, Inc. (XNAS:SRDX)
Precigen, Inc. (XNAS:PGEN)
Kinnate Biopharma Inc (XNAS:KNTE)
ADAGIO THERAPEUTICS, INC. (XNAS:ADGI)
GRAPHITE BIO, INC. (XNAS:GRPH)
HUMACYTE, INC (XNAS:HUMA)
CUTERA, INC. (XNAS:CUTR)
Collegium Pharmaceutical, Inc. (XNAS:COLL)
Current Analyst Ratings
$2.78
Strong buy�4%
Buy�8%
Hold�0%
Sell�4%
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:
246.17M
59.08M
304%
43.10M
-
77.63M
-
12.31M
192.11M
679.00K
789.00K
2.71M
39%
1.08M
- 14599.00K
32%
1.08M
Statement of Cash Flow
Date:
Period:
44.06M
Differed Income Tax :
908.00K
Stock Based Compensation :
- 2432.00K
Change in Working Capital :
4.30M
Accounts Receivables:
- 65761.00K
Other Working Capital:
- 1651.00K
Other Non-Cash Items:
- 342.00K
Net Cash Provided by Operating Activities:
2.32M
Investments in PP&E:
- 16611.00K
Net Acquisitions:
- 168.00K
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
3/31/2022
2022
Q1
69.52M
-
69.52M
136.83M
24.82M
8.99M
240.17M
1.63M
39.74M
9.94M
-
21.23M
7.46M
80.00M
-
320.17M
14.51M
25.06M
15.09M
-
62.07M
101.64M
2.56M
-
2.56M
-
104.21M
17.00K
119.92M
418.0K
Value
133.03M
95.61M
215.96M
320.17M
-
27.63M
-
-
-
- 168.00K
- 2000.00K
-
- 8053.00K
-
- 1305.00K
- 11358.00K
-
- 28137.00K
69.52M
97.66M
- 16611.00K
- 168.00K
Our Proprietary Portfolio Rating
Our Rating:
-8540.826494
Price Forecast/Expected Price in Next 5 Years of
Drug Manufacturers�Specialty & Generic
2023
2024
2025
2026
2027
388.5003759
$33.82
$405.53
$423.31
$441.86