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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
EXPD
Primary Facts
Integrated Freight & Logistics
Name:
-
Sector:
399.53M
Industry:
101.68
CEO:
Mr. Jeffrey Musser
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.07042846
-0.941011412
Expeditors International Of Washington, Inc (XNAS:EXPD) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC (XNAS:EXPD)
One Month Price Target:
Six Month Price Target :
$102.17
Likely Price in One Year's Time:
Ticker:
$104.64
Likely Trading Range Today Under (Normal Volatility)
$102.05
Price Upper limit ($) :
$107.59
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P251
This week:
$98.04
This month :
$93.53
Other Primary facts
Market Cap:
163.60M
Market Cap Classification:
16.46B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-9.84%
$85.38
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:
$110.76
12.94%
$92.60
$118.58
Medium risk (<10%) entry points
Buy Call
Sell Call
$106.54
Buy Put:
Sell Put:
$84.78
$96.82
$108.21
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Integrated Freight & Logistics
Sharpe Ratio:
EXPD, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
3.14%
-0.059552309
Sharpe ratio is -5.96% lower than the industry
Average Returns/Yield of
Integrated Freight & Logistics
Daily returns:
1
Weekly returns:
0.06%
Monthly returns:
0.31%
Yearly returns:
14.68%
Comparison of returns:
-0.30802218
Classification:
Average annual returns/yield (last 3 years) is -30.80% below industry average
Results of T-Test of Returns:
EXPD is a comparatively less risky than Nasdaq (IXIC)
Statistical test of Returns:
0.53
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 29.35% higher than the market/S&P 500 average
Weekly Volatility:
1.77%
Monthly Volatility:
3.97%
Yearly Volatility:
7.94%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
34.59%
-30.59%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -30.59% below long-term volatility
Weekly VaR:
-3.58%
Monthly VaR:
-8.01%
How Much Can the price of
Integrated Freight & Logistics
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):
$87.98
This translates to price declining to:
-13%
This translates to price declining to:
-55.52%
Severe Crash Probability
-16.03%
What is Value at Risk (VaR)?
Risk Fundamentals
-3.10%
EXPD is a 13.11% riskier investment compared to the market/S&P 500 & is -3.10% less risky than Nasdaq(IXIC)
EXPD is a 13.11% riskier investment compared to the market/S&P 500
Beta Examination of
Integrated Freight & Logistics
0.865
Expected beta in 1 year's time:
0.485
Expected beta in 3 year's time:
0.648
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.87
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -18.98% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.805
-0.391
Average Industry Beta:
Beta is -39.12% lower than peers
-0.189750751
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 9.87% above industry mean WACC
20.48%
Alpha provided | Alpha Analysis
Alpha provided:
0.916
-0.479
3.569
Analysis of Cost of Capital of
Integrated Freight & Logistics
Equity cost of capital:
Alpha is 357% higher than market/& is unsustainably high
-0.133
Unlevered (without debt) cost of capital:
Equity cost of capital is -13.26% below industry mean WACC
Before-tax cost of debt:
8.45%
After-tax cost of debt:
1.86%
Overall debt rating:
1.47%
Weighted average cost of capital (WACC):
1.86%
9.87%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $87.11
Revenue growth rate per share of (3Y):
Price to sales ratio is -41.75% below the industry mean
14.17%
EPS:
One Billion Four Hundred Forty-Nine Million Three Hundred Ninety-Four Thousand Five Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -78.14% lower than the industry
-11.10%
Free cash flow (FCF) per share:
Price to book ratio is -16.70% below the industry mean
-
3.523136889
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 61% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Integrated Freight & Logistics
P/E Ratio:
Sustainable growth rate is 20.48% above industry average
P/E Ratio of Competitors/Peers:
11.22
-0.300859492
138.6027313
-0.266392523
$5.27
Share value as per dividend discount (DDM) model: $157.29
P/S (Price to Sales ratio):
$109.96
-0.417529692
P/B (Price to book value ratio):
Price to sales ratio is -41.75% below the industry mean
-
-0.78137182
Net income growth rate (3Y):
Annual revenue growth rate is 14.17% above the industry average
-37.32%
Dividend Analysis
Net income growth rate is -37.32% lower than the industry average net income growth rate
-
$0.67
Previous Dividend: $0.67
Previous adjusted dividend: $0.67
Previous Dividend: $2.35
Expected next dividend best case: $0.76
Expected next dividend worst case: $0.58
Average dividend payment (long-term): $0.56
Average dividend increase/decrease (growth rate) % per period: 6.21%
Expected next dividend payment date: 13/09/2022
Expected next dividend record date: 30/08/2022
-
Previous dividend payment date: 15/06/2022
Previous dividend record date: 06/01/2022
Dividend History:
-
2021-11-30--$0.58
2020-11-30--$0.52
2022-05-31--$0.67
2021-05-28--$0.58
2020-05-29--$0.52
-3.393208296
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-43.45%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 8.2 years
Debt to assets ratio:
-20.99%
Net debt to assets ratio:
10.01%
-97.49%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -97.49% below industry average
5.44
Looking forward:
Debt growth rate:
1.1x
-85.96%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
24.36715119
Statistical significance of correlation:
-0.24%
Average Correlation of the industry with the market:
0.681
23.62%
R Squared (percentage of price movement explained by movement of the market):
0.681
Correlation of price movement with Nasdaq (^IXIC):
0.464
Covariance of price movement with the market:
-0.007
Kurtosis
-0.007
7.337
Skewness of returns:
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
-0.069
Fundamental Analysis & Dupont Analysis of
Integrated Freight & Logistics
Gross Profit Margin Ratio:
2.27B
Operating Profit Margin Ratio:
Net profit margin is 67.27% higher than the industry
125.27%
Net Profit Margin Ratio:
2.27B
Effective Tax Rate:
0.79%
0.119186872
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -372.61% lower than the industry
18.93%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 125.27% higher than the industry
-372.61%
Financial Leverage:
Interest coverage ratio is 543.97% more than industry average
Current Ratio:
Return on equity (ROE) is 18.93% higher than the industry
-0.102283398
Cash Conversion Cycle (days):
$2.35
-0.854575381
Current ratio is -10.23% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 352.31% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -85.46% below industry average
-0.056287807
EBITDA generated per employee:
Each employee generates -6% less revenue than industry average revenue per employee
0.611019405
Profit generated per employee:
$12.59
186%
Free cash flow (FCF) generated per employee:
Each employee generates 186% more net income/profit than industry average revenue per employee
0.933028399
Assets/Capital per employee
Each employee generates 93% more free cash flow than industry average revenue per employee
0.933028399
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Integrated Freight & Logistics
$274.90
J. B. HUNT TRANSPORT SERVICES, INC. (XNAS:JBHT)
RYANAIR HOLDINGS PUBLIC LIMITED COMPANY (XNAS:RYAAY)
BNGOW
Kanzhun Ltd (XNAS:BZ)
ICAHN ENTERPRISES UNT (XNAS:IEP)
BUILDERS FIRSTSOURCE, INC. (XNYS:BLDR)
PLUG POWER INC. (XNAS:PLUG)
C.H. ROBINSON WORLDWIDE, INC. (XNAS:CHRW)
Current Analyst Ratings
$8.64
Strong buy�4%
Buy�4%
Hold�42%
Sell�8%
Strong sell�4%
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:
17.99B
15.72B
51%
-
-
17.00M
17.00M
267.02M
16.00B
8.75M
8.75M
51.30M
46%
524.96M
19.76M
45%
524.96M
Statement of Cash Flow
Date:
Period:
349.48M
Differed Income Tax :
12.98M
Stock Based Compensation :
- 3236.00K
Change in Working Capital :
11.60M
Accounts Receivables:
43.09M
Other Working Capital:
140.19M
Other Non-Cash Items:
- 11017.00K
Net Cash Provided by Operating Activities:
39.00K
Investments in PP&E:
413.95M
Net Acquisitions:
- 14412.00K
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
2.14B
-
2.14B
3.93B
-
888.25M
6.96B
962.76M
7.93M
-
-
5.57M
17.00M
993.26M
-
7.96B
1.98B
85.08M
96.21M
952.37M
704.09M
3.72B
384.69M
-
384.69M
-
4.11B
1.68M
3.97B
- 137429.0K
Value
284.02M
13.34M
3.84B
7.95B
-
469.77M
-
-
79.00K
- 14333.00K
-
5.75M
-
-
12.01M
17.76M
- 6438.00K
410.93M
2.14B
1.73B
413.95M
- 14412.00K
Our Proprietary Portfolio Rating
Our Rating:
-17.39547163
Price Forecast/Expected Price in Next 5 Years of
Integrated Freight & Logistics
2023
2024
2025
2026
2027
219.2876168
$108.13
$232.03
$245.52
$259.79