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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Epr Properties (XNYS:EPR) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
EPR
Name:
EPR PROPERTIES (XNYS:EPR)
Sector:
128.09M
Industry:
REIT�Specialty
CEO:
Mr. Gregory Silvers
Total Employees:
53
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -146.23% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF EPR PROPERTIES(EPR) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND REIT�SPECIALTY INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
42.21
One Month Price Target:
$42.59
Six Month Price Target :
$44.49
Likely Price in One Year's Time:
Ticker:
$46.78
Likely Trading Range Today Under (Normal Volatility)
$41.89
Price Upper limit ($) :
$42.56
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$38.22
This week:
$33.29
This month :
$24.38
Other Primary facts
Market Cap:
3.16B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
75.01M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
41.96%
-36.04%
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:
$60.72
$52.27
$23.70
$32.15
Medium risk (<10%) entry points
Buy Call
Sell Call
$49.52
Buy Put:
Sell Put:
$47.72
$34.88
$36.70
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
EPR
Sharpe Ratio:
0.61%
Comparison:
EPR, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -69.13% lower than the industry
& is -73.28% lower than the market/S&P 500 average
Average Returns/Yield of
EPR
Daily returns:
0.04%
Weekly returns:
0.18%
Monthly returns:
0.74%
Yearly returns:
14.77%
Comparison of returns:
Average annual returns/yield (last 3 years) is -39.92% below industry average
Classification:
EPR, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.85
Statistical test of Returns:
EPR has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
4.62%
Weekly Volatility:
10.33%
Monthly Volatility:
20.65%
Yearly Volatility:
71.54%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
0.38%
Volatility in last five trading days has been -91.69% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-9.45%
Weekly VaR:
-21.12%
Monthly VaR:
-42.25%
How Much Can the price of
EPR
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-37%
Worst case (decline):
>85%
This translates to price declining to:
$26.62
This translates to price declining to:
$6.33
Severe Crash Probability
Risk of crash in next 6/12 months: Low (<25%)
What is Value at Risk (VaR)?
Risk Fundamentals
EPR is a 198.20% riskier investment compared to the market/S&P 500 & is 155.46% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 64.45% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
EPR
Beta in relation to market/S&P 500--1.61
Expected beta in 1 year's time:
0.919
Expected beta in 3 year's time:
1.3
Unlevered (debt free) Beta:
0.745
Beta in relation to Nasdaq (XNAS):
1.032
Beta in relation to all global stocks::
1.336
Beta Comparison & Analysis
Beta of competitors/peers::
0.916
Beta is 75.69% higher than peers
Average Industry Beta:
0.954
Beta is 68.76% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-0.053
Alpha is -204.16% below industry average alpha yield
Alpha is -337% below the market average
Analysis of Cost of Capital of
EPR
Equity cost of capital:
0.142
Equity cost of capital is 46.39% above industry mean WACC
Unlevered (without debt) cost of capital:
6.56%
Before-tax cost of debt:
62.59%
After-tax cost of debt:
49.45%
Overall debt rating:
Non-investment grade (junk/speculative grade
Weighted average cost of capital (WACC):
49.45%
WACC is 155.96% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$7.70
Revenue growth rate per share of (3Y):
1.22
Annual revenue growth rate is -244.68% below industry average
EPS:
$1.51
Expected Annual growth rate of EPS (3Y):
-24.46%
Expected future EPS growth rate is -190.88% lower than the REIT�Specialty industry
Free cash flow (FCF) per share:
$4.70
Balance sheet equity growth per share: -65.90%
Equity growth rate per share is -631.06% lower than the industry
Debt per share
$0.00
EBITDA per share
$5.75
Valuation Analysis Today of
EPR
P/E Ratio:
23.39
P/E Ratio of Competitors/Peers:
24.43
P/E ratio is -4.29% lower than main peers & is -71.86% lower than the industry
Stock price/value with industry average P/E ratio: $125.51
EPR is -66.37% undervalued if valued using industry average P/E ratio
Share value as per dividend discount (DDM) model: $15.95
Present value of the expected future dividends only: $8.37
P/S (Price to Sales ratio):
5.48
Price to sales ratio is -24.68% below the industry mean
P/B (Price to book value ratio):
1.22
Price to free cash flow: 8.99
Price to free cash flow ratio is -58.69% lower than the industry
Net income growth rate (3Y):
-63.32%
Net income growth rate is -123.66% lower than the industry average net income growth rate
Dividend Analysis
Dividend payout rate: 4.59%
Dividend yeild: 2.61%
Previous Dividend: $0.28
Previous adjusted dividend: $0.28
Previous Dividend: $1.10
Expected next dividend best case: $0.29
Expected next dividend worst case: $0.26
Average dividend payment (long-term): $0.26
Average dividend increase/decrease (growth rate) % per period: 0.91%
Expected next dividend payment date: 13/10/2022
Expected next dividend record date: 28/09/2022
-
Previous dividend payment date: 15/07/2022
Previous dividend record date: 30/06/2022
-
Dividend History:
2022-06-29--$0.28
2022-04-28--$0.28
2022-02-25--$0.25
2022-05-27--$0.28
2022-03-30--$0.28
2022-01-28--$0.25
Dividend growth rate is -98.23% lower than the industry average
In-depth Debt & Leverage Analysis
Debt to equity ratio:
117.41%
Net debt to equity ratio:
20.72%
Debt to assets ratio:
54.00%
Net debt to assets ratio:
9.26%
Debt-to-asset ratio is -29.85% below industry average
Ability to repay debt:
Interest coverage ratio:
3.2
Interest coverage ratio is -39.32% less than industry average
Looking forward:
Debt growth rate:
-22.42%
Annual debt growth is -846% lower than industry average debt growth rate
-
Analysis of Key Statistics
Correlation of price movement with the market:
0.53
Statistical significance of correlation:
EPR has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.604
Stock price is -12.33% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.604
Correlation of price movement with Nasdaq (^IXIC):
0.035
Covariance of price movement with the market:
0.094
Kurtosis
24.702
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
Skewness of returns:
0.601
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
EPR
Gross Profit Margin Ratio:
369%
Operating Profit Margin Ratio:
66.25%
Operating profit margin is 266.52% higher than the industry
Net Profit Margin Ratio:
369%
Effective Tax Rate:
1.09%
Effective tax rate is -89.83% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
5.05%
Return on equity (ROE) is -72.43% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
2.26%
Return on assets (ROA) is -55.81% lower than the industry
Financial Leverage:
2.2x
Current Ratio:
0.49
Current ratio is -72.41% below industry average
Cash Conversion Cycle (days):
254.1
Cash conversion cycle is 465.35% above industry average
The remaining useful life of property plant & equipment is: 0.0 years
Stock based compensation to net income ratio:
3.23%
In-depth Efficiency Analysis
Revenue generated per employee:
10.9M
Each employee generates 37% more revenue than industry average revenue per employee
EBITDA generated per employee:
8.1M
Each employee generates 23% more EBITDA than industry average revenue per employee
Profit generated per employee:
2.5M
Each employee generates -17% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
2.4M
Each employee generates 75% more free cash flow than industry average revenue per employee
Assets/Capital per employee
1.1M
Each employee generates 75% more free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
EPR
QTS-PB
SAFEHOLD INC. (XNYS:SAFE)
BROOKFIELD BSNS PTNR UNT (XNYS:BBU)
OUTFRONT MEDIA INC. (XNYS:OUT)
ARR-PC
PEB-PD
Apple Hospitality REIT, Inc. (XNYS:APLE)
NATIONAL STORAGE AFFILIATES TRUST (XNYS:NSA)
LXP INDUSTRIAL TRUST (XNYS:LXP)
Current Analyst Ratings
Strong buy�13%
Buy�8%
Hold�21%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Hold
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
577.39M
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:
43.67M
533.71M
-
46.25M
46.25M
-
104.95M
151.20M
-
134.65M
163.49M
431.03M
382.52M
131.39M
138.93M
1.51M
131.39M
Statement of Cash Flow
Date:
Period:
40.04M
Differed Income Tax :
-
Stock Based Compensation :
4.25M
Change in Working Capital :
- 82236.00K
Accounts Receivables:
17.42M
Other Working Capital:
-
Other Non-Cash Items:
123.84M
Net Cash Provided by Operating Activities:
128.09M
Investments in PP&E:
-
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):
3/31/22
2022
Q1
- 323761.00K
36.56M
- 287197.00K
391.69M
-
-
104.49M
-
-
60.11M
6.41B
-
- 6413609.00K
60.11M
5.77B
5.82B
-
215.11M
318.00K
-
-
215.11M
-
3.00B
3.00B
-
3.22B
825.00K
- 962694.00K
10.5M
962.69M
March 31, 2022 at 6:00:00 AM
194.87M
2.60B
5.82B
6.45B
215.11M
538.9M
-
- 25035.00K
- 25035.00K
-
-
- 4250.00K
- 6033.00K
- 56010.00K
- 66293.00K
57.00K
36.82M
326.72M
289.90M
128.09M
-
128.09M
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
EPR
2023
2024
2025
2026
2027
$42.87
$47.51
$52.65
$58.34
$64.65