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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
EIM
Primary Facts
Asset Management
Name:
-
Sector:
112.51M
Industry:
10.51
CEO:
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-
Eaton Vance Muni Bd (XNYS:EIM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
Eaton Vance Muni Bd (XNYS:EIM)
One Month Price Target:
Six Month Price Target :
$10.53
Likely Price in One Year's Time:
Ticker:
$10.62
Likely Trading Range Today Under (Normal Volatility)
$10.53
Price Upper limit ($) :
$10.72
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P10
This week:
$10.29
This month :
$10.01
Other Primary facts
Market Cap:
-
Market Cap Classification:
865.92M
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-12.84%
$9.51
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:
$11.09
8.27%
$9.93
$11.55
Medium risk (<10%) entry points
Buy Call
Sell Call
$10.83
Buy Put:
Sell Put:
$9.47
$10.19
$10.93
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Asset Management
Sharpe Ratio:
EIM, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.80%
-5.151275392
Sharpe ratio is -515.13% lower than the industry
Average Returns/Yield of
Asset Management
Daily returns:
1
Weekly returns:
-0.03%
Monthly returns:
-0.13%
Yearly returns:
-6.11%
Comparison of returns:
-1.665522303
Classification:
Average annual returns/yield (last 3 years) is -166.55% below industry average
Results of T-Test of Returns:
EIM is a comparatively less risky than Nasdaq (IXIC)
Statistical test of Returns:
0.02
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -246.45% lower than the market/S&P 500 average
Weekly Volatility:
1.03%
Monthly Volatility:
2.30%
Yearly Volatility:
4.60%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
20.04%
-54.12%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -54.12% below long-term volatility
Weekly VaR:
-2.14%
Monthly VaR:
-4.78%
How Much Can the price of
Asset Management
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):
$9.59
This translates to price declining to:
-9%
This translates to price declining to:
-33.10%
Severe Crash Probability
-9.56%
What is Value at Risk (VaR)?
Risk Fundamentals
-42.22%
EIM is -32.56% less risky an investment compared to the market/S&P 500 & is -42.22% less risky than Nasdaq(IXIC)
EIM is -32.56% less risky an investment compared to the market/S&P 500
Beta Examination of
Asset Management
0.302
Expected beta in 1 year's time:
0.29
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.30
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 -82.16% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-
-0.635
Average Industry Beta:
Beta is -63.54% lower than peers
-0.821616143
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -38.90% below industry mean WACC
-79.74%
Alpha provided | Alpha Analysis
Alpha provided:
-
1.033
-7.213
Analysis of Cost of Capital of
Asset Management
Equity cost of capital:
Alpha is -721% below the market average
-0.646
Unlevered (without debt) cost of capital:
Equity cost of capital is -64.62% below industry mean WACC
Before-tax cost of debt:
-
After-tax cost of debt:
4.30%
Overall debt rating:
3.40%
Weighted average cost of capital (WACC):
4.30%
-38.90%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $2.53
Revenue growth rate per share of (3Y):
Price to sales ratio is 14.81% above the industry mean
-383.84%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-212.30%
Free cash flow (FCF) per share:
Price to book ratio is -26.25% below the industry mean
-
-1.389576316
Debt per share
Debt repayment rate in previous year: 9.39%
EBITDA per share
-
Valuation Analysis Today of
Asset Management
P/E Ratio:
Sustainable growth rate is -79.74% below industry average
P/E Ratio of Competitors/Peers:
-
-
-14.85597085
-1.707459654
$3.45
Share value as per dividend discount (DDM) model: $10.46
P/S (Price to Sales ratio):
-
0.148125222
P/B (Price to book value ratio):
Price to sales ratio is 14.81% above the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -383.84% below industry average
-312.57%
Dividend Analysis
Net income growth rate is -312.57% lower than the industry average net income growth rate
Dividend payout rate: 41.58%
$0.04
Previous Dividend: $0.04
Previous adjusted dividend: $0.04
Previous Dividend: $0.18
Expected next dividend best case: $0.04
Expected next dividend worst case: $0.04
Average dividend payment (long-term): $0.05
Average dividend increase/decrease (growth rate) % per period: -1.65%
-
-
-
-
-
Dividend History:
-
2022-05-23--$0.05
2022-03-23--$0.05
2022-06-22--$0.04
2022-04-21--$0.05
2022-02-17--$0.05
-1.298835024
In-depth Debt & Leverage Analysis
Debt to equity ratio:
66.36%
Net debt to equity ratio:
-
Debt to assets ratio:
39.34%
Net debt to assets ratio:
66.54%
-24.53%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -24.53% below industry average
-0.92
Looking forward:
Debt growth rate:
1.7x
68.12%
9.39%
Analysis of Key Statistics
Correlation of price movement with the market:
13.55624743
Statistical significance of correlation:
-0.20%
Average Correlation of the industry with the market:
0.46
-20.16%
R Squared (percentage of price movement explained by movement of the market):
0.46
Correlation of price movement with Nasdaq (^IXIC):
0.212
Covariance of price movement with the market:
-0.016
Kurtosis
-0.01
50.453
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
-2.074
Fundamental Analysis & Dupont Analysis of
Asset Management
Gross Profit Margin Ratio:
40.03M
Operating Profit Margin Ratio:
Net profit margin is 103.06% higher than the industry
-22.73%
Net Profit Margin Ratio:
40.03M
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 4.24% higher than the industry
-59.41%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -22.73% lower than the industry
4.24%
Financial Leverage:
Interest coverage ratio is -92.30% less than industry average
Current Ratio:
Return on equity (ROE) is -59.41% lower than the industry
-
Cash Conversion Cycle (days):
-
-0.857535867
-
Stock based compensation to net income ratio:
Equity growth rate per share is -138.96% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -85.75% below industry average
-
EBITDA generated per employee:
-
-
Profit generated per employee:
-
-
Free cash flow (FCF) generated per employee:
-
-
Assets/Capital per employee
-
-
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Asset Management
$6.18
Cornerstone Strat Value (XNYS:CLM)
Central Securities Corp (XNYS:CET)
ABRDN ASIA-PACIFIC INCOME FUND, INC. (XNYS:FAX)
GAMCO Gl Gld NR & Inc (XNYS:GGN)
Invesco Adv Muni II (XNYS:VKI)
Allspring Income Oppty (XNYS:EAD)
Cornerstone Total Return (XNYS:CRF)
Eaton Vance Ltd Dur Inc (XNYS:EVV)
Current Analyst Ratings
-$0.92
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/31/2020
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:
107.83M
25.54M
123%
-
995.70K
1.34M
-
-
26.37M
-
28.75M
-
449%
-
22.04M
365%
-
Statement of Cash Flow
Date:
Period:
35.41M
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
-
Accounts Receivables:
1.20M
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
75.90M
Investments in PP&E:
112.51M
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
9/30/2021
2021
FY
1.74M
-
1.74M
41.84M
-
-
-
-
-
-
1.65B
-
-
-
1.69B
1.69B
1.25M
-
-
-
-
-
667.93M
-
667.93M
1.36B
689.41M
719.53K
110.34M
-
Value
1.34M
-
1.00B
1.69B
-
667.93M
-
-
-
-
- 69210.00K
-
-
- 42826.53K
-
- 112036.53K
-
473.91K
1.74M
1.27M
112.51M
-
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Asset Management
2023
2024
2025
2026
2027
5.700577148
$10.77
$5.82
$5.93
$6.06