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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
EVBG
Primary Facts
Software�Application
Name:
-
Sector:
1.53M
Industry:
39.23
CEO:
Mr. David Meredith
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
5.889524692
-1.568626913
Everbridge, Inc. (XNAS:EVBG) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
EVERBRIDGE, INC. (XNAS:EVBG)
One Month Price Target:
Six Month Price Target :
$39.38
Likely Price in One Year's Time:
Ticker:
$40.12
Likely Trading Range Today Under (Normal Volatility)
$39.54
Price Upper limit ($) :
$41.02
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P82
This week:
$35.5
This month :
$30.88
Other Primary facts
Market Cap:
39.73M
Market Cap Classification:
1.49B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-45.39%
$22.53
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:
$48.68
29.11%
$29.78
$56.57
Medium risk (<10%) entry points
Buy Call
Sell Call
$44.42
Buy Put:
Sell Put:
$21.89
$34.04
$46.11
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Software�Application
Sharpe Ratio:
EVBG, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.96%
-0.941393543
Sharpe ratio is -94.14% lower than the industry
Average Returns/Yield of
Software�Application
Daily returns:
1
Weekly returns:
0.01%
Monthly returns:
0.06%
Yearly returns:
2.75%
Comparison of returns:
-0.722985681
Classification:
Average annual returns/yield (last 3 years) is -72.30% below industry average
Results of T-Test of Returns:
EVBG is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.94
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -97.52% lower than the market/S&P 500 average
Weekly Volatility:
4.64%
Monthly Volatility:
10.38%
Yearly Volatility:
20.75%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
90.46%
-70.59%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -70.59% below long-term volatility
Weekly VaR:
-9.52%
Monthly VaR:
-21.28%
How Much Can the price of
Software�Application
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):
$24.51
This translates to price declining to:
-38%
This translates to price declining to:
>85%
Severe Crash Probability
-42.57%
What is Value at Risk (VaR)?
Risk Fundamentals
157.39%
EVBG is a 200.45% riskier investment compared to the market/S&P 500 & is 157.39% riskier than Nasdaq (IXIC)
EVBG is a 200.45% riskier investment compared to the market/S&P 500
Beta Examination of
Software�Application
0.678
Expected beta in 1 year's time:
0.337
Expected beta in 3 year's time:
0.652
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.68
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 -49.21% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.198
-0.500
Average Industry Beta:
Beta is -49.98% lower than peers
-0.492098954
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -43.32% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.922
1.136
-3.211
Analysis of Cost of Capital of
Software�Application
Equity cost of capital:
Alpha is -321% below the market average
-0.366
Unlevered (without debt) cost of capital:
Equity cost of capital is -36.61% below industry mean WACC
Before-tax cost of debt:
2.28%
After-tax cost of debt:
3.79%
Overall debt rating:
2.99%
Weighted average cost of capital (WACC):
3.79%
-43.32%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -64.85% below the industry mean
-23.82%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 120.71% higher than the industry
-39.58%
Free cash flow (FCF) per share:
Price to book ratio is -37.50% below the industry mean
Growth rate in R&D investment/expenditure is 1902.12% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -156% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Software�Application
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-424.4582948
-1.092423686
-
-
P/S (Price to Sales ratio):
$9.73
-0.648507176
P/B (Price to book value ratio):
Price to sales ratio is -64.85% below the industry mean
-
1.207081138
Net income growth rate (3Y):
Annual revenue growth rate is -23.82% below industry average
-78.31%
Dividend Analysis
Net income growth rate is -78.31% 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:
103.22%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 1.1 years
Debt to assets ratio:
21.78%
Net debt to assets ratio:
263.11%
1.20%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 1.20% above industry average
-1.01
Looking forward:
Debt growth rate:
2.2x
-94.59%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
7.293804114
Statistical significance of correlation:
-0.78%
Average Correlation of the industry with the market:
0.268
-46.63%
R Squared (percentage of price movement explained by movement of the market):
0.268
Correlation of price movement with Nasdaq (^IXIC):
0.072
Covariance of price movement with the market:
-0.044
Kurtosis
-0.119
21.015
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
-1.092
Fundamental Analysis & Dupont Analysis of
Software�Application
Gross Profit Margin Ratio:
265.81M
Operating Profit Margin Ratio:
Net profit margin is 24.30% higher than the industry
4.22%
Net Profit Margin Ratio:
265.81M
Effective Tax Rate:
-6.61%
-0.702400683
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 64.40% higher than the industry
128.78%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 4.22% higher than the industry
64.40%
Financial Leverage:
Interest coverage ratio is -100.70% less than industry average
Current Ratio:
Return on equity (ROE) is 128.78% higher than the industry
-0.304762713
Cash Conversion Cycle (days):
$20.38
-0.271967
Current ratio is -30.48% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -27.20% below industry average
-0.409399235
EBITDA generated per employee:
Each employee generates -41% less revenue than industry average revenue per employee
-1.564065539
Profit generated per employee:
-$0.29
179%
Free cash flow (FCF) generated per employee:
Each employee generates 179% more net income/profit than industry average revenue per employee
-1.103708972
Assets/Capital per employee
Each employee generates -110% less free cash flow than industry average revenue per employee
-1.103708972
Research & Development (R&D) Analysis
30.61%
19.02124406
Competitors/Peer firms of
Software�Application
$49.18
ALARM.COM HOLDINGS, INC. (XNAS:ALRM)
SEMTECH CORPORATION (XNAS:SMTC)
CIRRUS LOGIC, INC. (XNAS:CRUS)
RAPID7, INC. (XNAS:RPD)
SABRE CORPORATION (XNAS:SABR)
APPFOLIO, INC. (XNAS:APPF)
SONOS, INC. (XNAS:SONO)
ACI WORLDWIDE, INC. (XNAS:ACIW)
Current Analyst Ratings
-$2.39
Strong buy�17%
Buy�25%
Hold�0%
Sell�0%
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:
386.60M
120.79M
275%
87.13M
87.26M
255.88M
168.63M
-
463.80M
319.00K
30.69M
57.76M
-14%
- 7844.00K
- 22720.00K
-106%
- 7844.00K
Statement of Cash Flow
Date:
Period:
- 19073.00K
Differed Income Tax :
15.43M
Stock Based Compensation :
- 6553.00K
Change in Working Capital :
6.08M
Accounts Receivables:
6.53M
Other Working Capital:
- 6124.00K
Other Non-Cash Items:
1.82M
Net Cash Provided by Operating Activities:
5.28M
Investments in PP&E:
7.70M
Net Acquisitions:
-
Purchases of Investments:
- 47.00K
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
492.05M
-
492.05M
109.48M
-
46.88M
648.42M
12.52M
525.26M
233.37M
-
-
38.73M
809.88M
-
1.46B
9.99M
8.00K
-
235.73M
65.63M
311.35M
809.69M
14.36M
839.21M
-
1.15B
40.00K
- 360023.00K
- 8262.0K
Value
343.01M
675.98M
307.74M
1.46B
-
809.70M
-
-
- 6177.00K
- 6224.00K
-
-
-
-
1.13M
1.13M
- 356.00K
2.25M
495.01M
492.76M
7.70M
- 6177.00K
Our Proprietary Portfolio Rating
Our Rating:
-2038.60197
Price Forecast/Expected Price in Next 5 Years of
Software�Application
2023
2024
2025
2026
2027
41.1488028
$41.15
$43.02
$44.99
$47.04